Interior point methods for multicommodity network flows

This article studies the linear multicommodity network flow problem. This kind of problem arises in a wide variety of contexts. A numerical implementation of the primal-dual interior-point method is designed to solve the problem. In the interior-point method, at each iteration, the corresponding lin...

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Detalles Bibliográficos
Autores: Torres Guardia, Luis Ernesto, Alvez Lima, Gilson
Tipo de recurso: artículo
Fecha de publicación:2010
País:Perú
Institución:Pontificia Universidad Católica del Perú
Repositorio:PUCP-Institucional
Idioma:español
OAI Identifier:oai:repositorio.pucp.edu.pe:20.500.14657/95524
Acceso en línea:http://revistas.pucp.edu.pe/index.php/promathematica/article/view/10284/10729
Access Level:acceso abierto
Palabra clave:Linear Programming
Interior-Point Methods
Network Optimization
Multicommodity Flows
https://purl.org/pe-repo/ocde/ford#1.01.00
Descripción
Sumario:This article studies the linear multicommodity network flow problem. This kind of problem arises in a wide variety of contexts. A numerical implementation of the primal-dual interior-point method is designed to solve the problem. In the interior-point method, at each iteration, the corresponding linear system, expressed as a normal equations system, is solved by using the AINV algorithm combined with a preconditioned conjugate gradient algorithm or by the AINV algorithm for the whole normal equations. Numerical experiments are conducted for networks of different dimensions and numbers of products for the distribution problem. The computational results show the effectiveness of the interior-point method for this class of network problems.