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Title

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

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Year 2004
Collection Cahiers de recherche; 2004.17
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.
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BABONNEAU, Frédéric, DU MERLE, Olivier, VIAL, Jean-Philippe. Solving large scale linear multicommodity flow problems with an active set strategy and proximal-accpm. 2004 https://archive-ouverte.unige.ch/unige:5765

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Deposited on : 2010-04-15

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