CONJUGATE GRADIENT TECHNIQUE FOR CERTAIN QUADRATIC NETWORK PROBLEMS
The paper considers a class of network flow problems with pure quadratic costs and demonstrates that the conjugate gradient technique is highly effective for large-scale versions. It is shown that finding a saddle point for the Lagrangian of an m constraint, n variable network problem requires only the solution of an unconstrained quadratic programming problem with only m variables. It is demonstrated that the number of iterations for the conjugate gradient algorithm is substantially smaller than the number of variables or constraints in the (primal) network problem. Forty quadratic minimum-cost flow problems of various sizes up to 100 nodes are solved.
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Corporate Authors:
Office of Naval Research
Department of the Navy, 800 North Quincy Street
Arlington, VA United States 22217 -
Authors:
- LeBlanc, L J
- Publication Date: 1976-12
Media Info
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Serial:
- Naval Research Logistics Quarterly
- Volume: 23
- Issue Number: 4
- Publisher: Department of the Navy
Subject/Index Terms
- TRT Terms: Algorithms; Constraints; Iterative methods; Lagrangian functions; Mathematical analysis; Network analysis (Planning); Networks; Nonlinear programming; Problem identification; Routes; Scheduling; Traffic flow; Transportation; Urban transportation; Variables
- Uncontrolled Terms: Network flows
- Old TRIS Terms: Conjugate functions; Conjugate gradient technique; Network problems; Quadratic forms; Quadratic networks; Route analysis
- Subject Areas: Operations and Traffic Management; Planning and Forecasting; Transportation (General);
Filing Info
- Accession Number: 00159697
- Record Type: Publication
- Source Agency: Engineering Index
- Files: TRIS
- Created Date: Apr 12 1978 12:00AM