A Specialized Interior-Point Algorithm for Multicommodity Network Flows
نویسندگان
چکیده
منابع مشابه
A Specialized Interior-Point Algorithm for Multicommodity Network Flows
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...
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Due to recent advances in the development of linear programming solvers, some of the formerly considered difficult multicommodity problems can today be solved in few minutes, even faster than with specialized methods. However, for other kind of multicommodity instances, general linear solvers can still be quite inefficient. In this paper we will give an overview of the current state-of-the-art ...
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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: SIAM Journal on Optimization
سال: 2000
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623498341879