Improving an interior-point algorithm for multicommodity flows by quadratic regularizations

One of the best approaches for some classes of multicommodity flow problems is a specialized interior‐point method that solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient. Its efficiency depends on the spectral radius—in [0,1)—of a certain m...

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Bibliographic Details

Published in:	Networks Vol. 59; no. 1; pp. 117 - 131
Main Authors:	Castro, Jordi, Cuesta, Jordi
Format:	Journal Article
Language:	English
Published:	Hoboken Wiley Subscription Services, Inc., A Wiley Company 01.01.2012
Subjects:	interior-point methods large-scale computational optimization multicommodity network flows preconditioned conjugate gradient regularizations
ISSN:	0028-3045, 1097-0037
Online Access:	Get full text
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