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Solving large scale linear multicommodity flow problems with an active set strategy and proximal-accpm

Collection
  • Cahiers de recherche; 2004.17
Publication date2004
Abstract

In this paper, we propose to solve the linear multicommodity flow problem using a partial Lagrangian relaxation. The relaxation is restricted to the set of arcs that are likely to be saturated at the optimum. This set is itself approximated by an active set strategy. The partial Lagrangian dual is solved with Proximal-ACCPM, a variant of the analytic center cutting plane method. The new approach makes it possible to solve huge problems when few arcs are saturated at the optimum, as it appears to be the case in many practical problems. Acknowledgments. The work was partially supported by the Fonds National Suisse de la Recherche Scientifique, grant # 12-57093.99.

Citation (ISO format)
BABONNEAU, Frédéric, DU MERLE, Olivier, VIAL, Jean-Philippe. Solving large scale linear multicommodity flow problems with an active set strategy and proximal-accpm. 2004
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  • PID : unige:5765
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Creation15.04.2010 12:19:53
First validation15.04.2010 12:19:53
Update time14.03.2023 15:26:29
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