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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Veröffentlicht in:Networks Jg. 59; H. 1; S. 117 - 131
Hauptverfasser: Castro, Jordi, Cuesta, Jordi
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Hoboken Wiley Subscription Services, Inc., A Wiley Company 01.01.2012
Schlagworte:
interior-point methods
large-scale computational optimization
multicommodity network flows
preconditioned conjugate gradient
regularizations
ISSN:0028-3045, 1097-0037
Online-Zugang:Volltext
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Zusammenfassung: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 matrix in the definition of the preconditioner. In a recent work, the authors improved this algorithm (i.e., reduced the spectral radius) for general block‐angular problems by adding a quadratic regularization to the logarithmic barrier. This barrier was shown to be self‐concordant, which guarantees the convergence and polynomial complexity of the algorithm. In this work, we focus on linear multicommodity problems, a particular case of primal block‐angular ones. General results are tailored for multicommodity flows, allowing a local sensitivity analysis on the effect of the regularization. Extensive computational results on some standard and some difficult instances, testing several regularization strategies, are also provided. These results show that the regularized interior‐point algorithm is more efficient than the nonregularized one. From this work it can be concluded that, if interior‐point methods based on conjugate gradients are used, linear multicommodity flow problems are most efficiently solved as a sequence of quadratic ones. © 2011 Wiley Periodicals, Inc. NETWORKS, 2012
Bibliographie:Government of Catalonia - No. SGR-2009-1122
ark:/67375/WNG-4P473TKB-S
MICINN - No. MTM2009-08747
istex:BD7A9CCB525452931F8DD4EF877978795F08E2ED
MEC - No. MTM2006-05550
ArticleID:NET20483
ISSN:0028-3045
1097-0037
DOI:10.1002/net.20483