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) |
|---|---|
| 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