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  • Dual descent  (1)
  • Network programming  (1)
  • Out-of-Kilter  (1)
  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 46 (1990), S. 127-151 
    ISSN: 1436-4646
    Keywords: Dual descent ; monotropic program ; Tucker tableau ; elementary vector
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We propose a dual descent method for the problem of minimizing a convex, possibly nondifferentiable, separable cost subject to linear constraints. The method has properties reminiscent of the Gauss-Seidel method in numerical analysis and uses theε-complementary slackness mechanism introduced in Bertsekas, Hosein and Tseng (1987) to ensure finite convergence to near optimality. As special cases we obtain the methods in Bertsekas, Hosein and Tseng (1987) for network flow programs and the methods in Tseng and Bertsekas (1987) for linear programs.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical programming 32 (1985), S. 125-145 
    ISSN: 1436-4646
    Keywords: Primal-Dual ; Out-of-Kilter ; Relaxation ; Network Flow
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We introduce a broad class of algorithms for finding a minimum cost flow in a capacitated network. The algorithms are of the primal-dual type. They maintain primal feasibility with respect to capacity constraints, while trying to satisfy the conservation of flow equation at each node by means of a wide variety of procedures based on flow augmentation, price adjustment, and ascent of a dual functional. The manner in which these procedures are combined is flexible thereby allowing the construction of algorithms that can be tailored to the problem at hand for maximum effectiveness. Particular attention is given to methods that incorporate features from classical relaxation procedures. Experimental codes based on these methods outperform by a substantial margin the fastest available primal-dual and primal simplex codes on standard benchmark problems.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Computational optimization and applications 1 (1992), S. 7-66 
    ISSN: 1573-2894
    Keywords: Network programming ; auction ; assignment ; transportation ; shortest path
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Notes: Abstract This paper surveys a new and comprehensive class of algorithms for solving the classical linear network flow problem and its various special cases such as shortest path, max-flow, assignment, transportation, and transhipment problems. The prototype method, from which the other algorithms can be derived, is the auction algorithm for the assignment problem. This is an intuitive method that operates like a rel auction where persons compete for objects by raising their prices through competitive bidding; the prices can be viewed as dual variables. Conceptually, auction algorithms represent a significant departure from the cost improvement idea that underlies primal simplex and dual ascent methods; at any one iteration, they may deteriorate both the primal and the dual cost. Auction algorithms perform very well for several important types of problems, both in theory and in practice, and they are also well suited for parallel computation.
    Type of Medium: Electronic Resource
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