Solving Nonlinear Multicommodity Flow Problems by the Proximal Chebychev Center Cutting Plane Algorithm
نویسنده
چکیده
The recent algorithm proposed in [15] (called pcpa) for convex nonsmooth optimization, is specialized for applications in telecommunications on some nonlinear multicommodity flows problems. In this context, the objective function is additive and this property could be exploited for a better performance.
منابع مشابه
Solving Large-Scale Linear Multicommodity Flow Problems with an Active Set Strategy and Proximal-ACCPM
In this paper, we propose to solve the linear multicommodity flow problem using a partial Lagrangian relaxation. The relaxation is restricted to the set of arcs that are likely to be saturated at the optimum. This set is itself approximated by an active set strategy. The partial Lagrangian dual is solved with Proximal-ACCPM, a variant of the analytic center cutting plane method. The new approac...
متن کاملSolving nonlinear multicommodity flow problems by the analytic center cutting plane method
The paper deals with nonlinear multicommodity flow problems with convex costs. A decomposition method is proposed to solve them. The approach applies a potential reduction algorithm to solve the master problem approximately and a column generation technique to define a sequence of primal linear programming problems. Each subproblem consists of finding a minimum cost flow between an origin and a...
متن کاملA proximal cutting plane method using Chebychev center for nonsmooth convex optimization
An algorithm is developped for minimizing nonsmooth convex functions. This algortithm extends Elzinga-Moore cutting plane algorithm by enforcing the search of the next test point not too far from the previous ones, thus removing compactness assumption. Our method is to Elzinga-Moore’s algorithm what a proximal bundle method is to Kelley’s algorithm. As in proximal bundle methods, a quadratic pr...
متن کاملACCPM with a nonlinear constraint and an active set strategy to solve nonlinear multicommodity flow problems
This paper proposes an implementation of a constrained analytic center cutting plane method to solve nonlinear multicommodity flow problems. The new approach exploits the property that the objective of the Lagrangian dual problem has a smooth component with second order derivatives readily available in closed form. The cutting planes issued from the nonsmooth component and the epigraph set of t...
متن کاملA Proximal Analytic Center Cutting Plane Algorithm for Solving Variational Inequality Problems
Under the condition that the values of mapping F are evaluated approximately, we propose a proximal analytic center cutting plane algorithm for solving variational inequalities. It can be considered as an approximation of the earlier cutting plane method, and the conditions we impose on the corresponding mappings are more relaxed. The convergence analysis for the proposed algorithm is also give...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2009