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: | Sun Jie, Yang Xiaoqi, Chen Xiongda |
Keywords: | programming: quadratic |
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.