Article ID: | iaor19981314 |
Country: | Netherlands |
Volume: | 83 |
Issue: | 1 |
Start Page Number: | 220 |
End Page Number: | 236 |
Publication Date: | May 1995 |
Journal: | European Journal of Operational Research |
Authors: | Zenios Stavros A., Dembo Ron S., Pinar Mustafa . |
Keywords: | optimization |
We discuss the design and implementation of an algorithm for the solution of large scale optimization problems with embedded network structures. The algorithm uses a linear-quadratic penalty function to eliminate the side constraints and produces a differentiable, but non-separable, problem. A simplicial decomposition is subsequently used to decompose the problem into a sequence of linear network problems. Numerical issues and implementation details are also discussed. The algorithm is particularly suitable for vector architectures and was implemented on a CRAY Y-MP. We report very promising numerical results with a set of large linear multicommodity network flow problems drawn from a military planning application.