PRIMAL-DUAL PROXIMAL POINT ALGORITHM FOR MULTICOMMODITY NETWORK FLOW PROBLEMS

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概要

• 論文の詳細を見る

• In this paper, we consider to apply a primal-dual proximal point algorithm to the multicommodity network flow problem. A remarkable feature of the algorithm consists in how to find an approximate saddle point of the augmented Lagrangian of the problem. In particular, at each iteration, an approximate solution of the subproblem always satisfies the flow conservation equations for all commodities. This property often turns to be very useful in practical applications. We show some results of numerical experiments and examine the effectiveness of the proposed algorithm.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Ibaraki Satoru

  Department of Applied Mathematics and Physics, Faculty of Engineering, Kyoto University

• Fukushima Masao

  Graduate School of Information Science, Advanced Institute of Science and Technology, Nara

• Fukushima Masao

  Graduate School Of Information Science Advanced Institute Of Science And Technology Nara

• Ibaraki Satoru

  Department Of Applied Mathematics And Physics Faculty Of Engineering Kyoto University

関連論文

• A PRACTICAL APPROACH TO DECOMPOSABLE NONLINEAR PROGRAMMING PROBLEMS
• PARTIAL PROXIMAL METHOD OF MULTIPLIERS FOR CONVEX PROGRAMMING PROBLEMS
• OPTIMIZATION BASED GLOBALLY CONVERGENT METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM
• PRIMAL-DUAL PROXIMAL POINT ALGORITHM FOR MULTICOMMODITY NETWORK FLOW PROBLEMS

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