Abstract
Gauss-Seidel type relaxation techniques are applied in the context of strictly convex pure networks with separable cost functions. The algorithm is an extension of the Bertsekas-Tseng approach for solving the linear network problem and its dual as a pair of monotropic programming problems. The method is extended to cover the class of generalized network problems. Alternative internal tactics for the dual problem are examined. Computational experiments - aimed at the improved efficiency of the algorithm - are presented.
Original language | English (US) |
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Pages (from-to) | 517-538 |
Number of pages | 22 |
Journal | Annals of Operations Research |
Volume | 5 |
Issue number | 2 |
DOIs | |
State | Published - Jun 1986 |
All Science Journal Classification (ASJC) codes
- General Decision Sciences
- Management Science and Operations Research
Keywords
- Networks
- dual coordinate descent
- nonlinear programming
- relaxation