Primal-dual proximal point algoritm for multicommodity network flow problems

Primal-dual proximal point algoritm for multicommodity network flow problems

0.00 Avg rating0 Votes
Article ID: iaor19961647
Country: Japan
Volume: 37
Issue: 4
Start Page Number: 297
End Page Number: 309
Publication Date: Dec 1994
Journal: Journal of the Operations Research Society of Japan
Authors: ,
Keywords: programming: network, programming: nonlinear
Abstract:

In this paper, the authors consider how to apply a primal-dual proximal point algorithm to the multicommodity network flow problem. A remarkable feature of the algorithm consists in how to find an approximate saddle point of the augmented Lagrangian of the problem. In particular, at each iteration, an approximate solution of the subproblem always satisfies the flow conservation equations for all commodities. This property often turns to be very useful in practical applications. The authors show some results of numerical experiments and examine the effectiveness of the proposed algorithm.

Reviews

Required fields are marked *. Your email address will not be published.