Improving an interior-point algorithm for multicommodity flows by quadratic regularizations
نویسندگان
چکیده
منابع مشابه
Improving an interior-point algorithm for multicommodity flows by quadratic regularizations
One of the best approaches for some classes of multicommodity flow problems is a specialized interior-point method that solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient. Its efficiency depends on the spectral radius—in [0,1)—of a certain matrix in the definition of the preconditioner. In a recent work the authors improved this algorit...
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Standard interior-point algorithms usually show a poor performance when applied to multicommodity network flows problems. A recent specialized interior-point algorithm for linear multicommodity network flows overcame this drawback, and was able to efficiently solve large and difficult instances. In this work we perform a computational evaluation of an extension of that specialized algorithm for...
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Despite the efficiency shown by interior-point methods in large-scale linear programming, they usually perform poorly when applied to multicommodity flow problems. The new specialized interior-point algorithm presented here overcomes this drawback. This specialization uses both a preconditioned conjugate gradient solver and a sparse Cholesky factorization to solve a linear system of equations a...
متن کاملComputational Experience with a Parallel Implementation of an Interior-Point Algorithm for Multicommodity Network Flows
A parallel implementation of the specialized interior-point algorithm for multicommodity network flows introduced in [6] is presented. In this algorithm, the positive definite systems of each iteration are solved through a scheme that combines direct factorizations and a preconditioned conjugate gradient (PCG) method. Although this numerical procedure works well in practice, it requires the sol...
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A parallel implementation of the specialized interior-point algorithm for multicommodity network ows introduced in [5] is presented. In this algorithm, the positive de nite systems of each iteration are solved through a scheme that combines direct factorization and a preconditioned conjugate gradient (PCG) method. Since the solution of at least k independent linear systems is required at each i...
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ژورنال
عنوان ژورنال: Networks
سال: 2011
ISSN: 0028-3045
DOI: 10.1002/net.20483