Algorithm for certain convex network problems

Jose A. Ventura; Cerry M. Klein

Algorithm for certain convex network problems

Jose A. Ventura, Cerry M. Klein

Marcus Department of Industrial and Manufacturing Engineering

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

This paper presents an algorithm for solving network flow problems with a separable strictly convex quadratic objective function, and lower and upper bounds on the variables. An unconstrained dual problem is obtained by relaxing the network equality constraints. The dual problem is then solved by combining conjugate directions with a finite line search method. The main features of this technique are the simplification of matrix-vector products and the efficiency of the line-search step.

Original language	English (US)
Pages (from-to)	31-42
Number of pages	12
Journal	AMSE Review (Association for the Advancement of Modelling and Simulation Techniques in Enterprises)
Volume	8
Issue number	2
State	Published - 1988

All Science Journal Classification (ASJC) codes

General Engineering

Cite this

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title = "Algorithm for certain convex network problems",

abstract = "This paper presents an algorithm for solving network flow problems with a separable strictly convex quadratic objective function, and lower and upper bounds on the variables. An unconstrained dual problem is obtained by relaxing the network equality constraints. The dual problem is then solved by combining conjugate directions with a finite line search method. The main features of this technique are the simplification of matrix-vector products and the efficiency of the line-search step.",

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AU - Ventura, Jose A.

AU - Klein, Cerry M.

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N2 - This paper presents an algorithm for solving network flow problems with a separable strictly convex quadratic objective function, and lower and upper bounds on the variables. An unconstrained dual problem is obtained by relaxing the network equality constraints. The dual problem is then solved by combining conjugate directions with a finite line search method. The main features of this technique are the simplification of matrix-vector products and the efficiency of the line-search step.

AB - This paper presents an algorithm for solving network flow problems with a separable strictly convex quadratic objective function, and lower and upper bounds on the variables. An unconstrained dual problem is obtained by relaxing the network equality constraints. The dual problem is then solved by combining conjugate directions with a finite line search method. The main features of this technique are the simplification of matrix-vector products and the efficiency of the line-search step.

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AN - SCOPUS:0024129910

SN - 0761-2486

VL - 8

SP - 31

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JO - AMSE Review (Association for the Advancement of Modelling and Simulation Techniques in Enterprises)

JF - AMSE Review (Association for the Advancement of Modelling and Simulation Techniques in Enterprises)

IS - 2

ER -

Algorithm for certain convex network problems

Abstract

All Science Journal Classification (ASJC) codes

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