Quadratic cost flow and the conjugate gradient method

Quadratic cost flow and the conjugate gradient method

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Article ID: iaor20061804
Country: Netherlands
Volume: 164
Issue: 1
Start Page Number: 104
End Page Number: 114
Publication Date: Jul 2005
Journal: European Journal of Operational Research
Authors: , ,
Keywords: programming: quadratic
Abstract:

By introducing quadratic penalty terms, a convex non-separable quadratic network program can be reduced to an unconstrained optimization problem whose objective function is a piecewise quadratic and continuously differentiable function. A conjugate gradient method is applied to the reduced problem and its convergence is proved. The computation exploits the special network data structures originated from the network simplex method. This algorithmic framework allows direct extension to multicommodity cost flows. Some preliminary computational results are presented.

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