A Partitioned ε-Relaxation Algorithm for Separable Convex

  • Authors:
  • Renato De Leone;Robert R. Meyer;Armand Zakarian

  • Affiliations:
  • Dipartimento di Matematica e Fisica, Universitá di Camerino, Via Madonna delle Carceri, 62032 Camerino (MC), Italy;Computer Sciences Department, University of Wisconsin-Madison, 1210 W. Dayton St., Madison, WI 53706. rrm@cs.wisc.edu;Computer Sciences Department, University of Wisconsin-Madison, 1210 W. Dayton St., Madison, WI 53706

  • Venue:
  • Computational Optimization and Applications - Special issue on computational optimization—a tribute to Olvi Mangasarian, part I
  • Year:
  • 1999

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Abstract

A relaxation method for separable convex network flowproblems is developed that is well-suited for problems withlarge variations in the magnitude of the nonlinear cost terms.The arcs are partitioned into two sets, one of which containsonly arcs corresponding to strictly convex costs. The algorithmadjusts flows on the other arcs whenever possible, andterminates with primal-dual pairs that satisfy complementaryslackness on the strictly convex arc set and ε-complementaryslackness on the remaining arcs. An asynchronous parallelvariant of the method is also developed. Computational resultsdemonstrate that the method is significantly more efficient onill-conditioned networks than existing methods, solving problemswith several thousand nonlinear arcs in one second or less.