A Primal-Dual Algorithm for Monotropic Programming and its Application to Network Optimization
This paper presents a new primal-dual algorithm for solving a class of monotropic programming problems. This class involves many problems arising in a number of important applications in telecommunications networks, transportation and water distribution. The proposed algorithm is inspired by Kallio...
Gespeichert in:
| Veröffentlicht in: | Computational optimization and applications 2000-02, Vol.15 (2), p.125-125 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | 125 |
|---|---|
| container_issue | 2 |
| container_start_page | 125 |
| container_title | Computational optimization and applications |
| container_volume | 15 |
| creator | Ouorou, A |
| description | This paper presents a new primal-dual algorithm for solving a class of monotropic programming problems. This class involves many problems arising in a number of important applications in telecommunications networks, transportation and water distribution. The proposed algorithm is inspired by Kallio and Ruszczynski approach for linear programming [M. Kallio and A. Ruszczynski, WP-94-15, IIASA, 1994]. The problem is replaced by a game using two different augmented Lagrangian functions defined for the primal and the dual problems. It is then possible to develop a block-wise Gauss-Seidel method to reach an equilibrium of the game with alternating steps made in each component of the primal and dual variables. Finally, we show how this algorithm may be applied to some important problems in Network Optimization such as the minimum quadratic cost single flow problems and convex multicommodity flow problems.[PUBLICATION ABSTRACT] |
| doi_str_mv | 10.1023/A:1008782926733 |
| format | Article |
| fullrecord | <record><control><sourceid>proquest</sourceid><recordid>TN_cdi_proquest_miscellaneous_743389614</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>743389614</sourcerecordid><originalsourceid>FETCH-LOGICAL-c258t-4c0a44e10a1ede129f302273bf8f586bb733e9782dae3e815f392b90d0e32e673</originalsourceid><addsrcrecordid>eNpdjz1PwzAURS0EEqUws1osTIFnPyex2aJSPqRCGWClchKnuCRxsB0h8euJgInpSldHV_cQcsrgggHHy-KKAchccsWzHHGPzFiaY8KlEvtkBlObZAB4SI5C2AGAypHPyGtBn7ztdJtcj7qlRbt13sa3jjbO0wfXu-jdYKsJcluvu872W6r7mtoYaDEMra10tK6n0dFHEz-df6frIdrOfv30x-Sg0W0wJ385Jy83y-fFXbJa394vilVS8VTGRFSghTAMNDO1YVw1CJznWDaySWVWlpOQUZNbrQ0aydIGFS8V1GCQm0l3Ts5_dwfvPkYT4qazoTJtq3vjxrDJBaJUGRMTefaP3LnR99O5DWdpJlBJxG-G7mNL</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>215643983</pqid></control><display><type>article</type><title>A Primal-Dual Algorithm for Monotropic Programming and its Application to Network Optimization</title><source>Springer Nature - Complete Springer Journals</source><creator>Ouorou, A</creator><creatorcontrib>Ouorou, A</creatorcontrib><description>This paper presents a new primal-dual algorithm for solving a class of monotropic programming problems. This class involves many problems arising in a number of important applications in telecommunications networks, transportation and water distribution. The proposed algorithm is inspired by Kallio and Ruszczynski approach for linear programming [M. Kallio and A. Ruszczynski, WP-94-15, IIASA, 1994]. The problem is replaced by a game using two different augmented Lagrangian functions defined for the primal and the dual problems. It is then possible to develop a block-wise Gauss-Seidel method to reach an equilibrium of the game with alternating steps made in each component of the primal and dual variables. Finally, we show how this algorithm may be applied to some important problems in Network Optimization such as the minimum quadratic cost single flow problems and convex multicommodity flow problems.[PUBLICATION ABSTRACT]</description><identifier>ISSN: 0926-6003</identifier><identifier>EISSN: 1573-2894</identifier><identifier>DOI: 10.1023/A:1008782926733</identifier><language>eng</language><publisher>New York: Springer Nature B.V</publisher><subject>Algorithms ; Equilibrium ; Linear programming ; Mathematical functions ; Mathematical programming ; Network management systems ; Numerical analysis ; Optimization ; Studies</subject><ispartof>Computational optimization and applications, 2000-02, Vol.15 (2), p.125-125</ispartof><rights>Copyright (c) 2000 Kluwer Academic Publishers</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c258t-4c0a44e10a1ede129f302273bf8f586bb733e9782dae3e815f392b90d0e32e673</citedby></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,776,780,27901,27902</link.rule.ids></links><search><creatorcontrib>Ouorou, A</creatorcontrib><title>A Primal-Dual Algorithm for Monotropic Programming and its Application to Network Optimization</title><title>Computational optimization and applications</title><description>This paper presents a new primal-dual algorithm for solving a class of monotropic programming problems. This class involves many problems arising in a number of important applications in telecommunications networks, transportation and water distribution. The proposed algorithm is inspired by Kallio and Ruszczynski approach for linear programming [M. Kallio and A. Ruszczynski, WP-94-15, IIASA, 1994]. The problem is replaced by a game using two different augmented Lagrangian functions defined for the primal and the dual problems. It is then possible to develop a block-wise Gauss-Seidel method to reach an equilibrium of the game with alternating steps made in each component of the primal and dual variables. Finally, we show how this algorithm may be applied to some important problems in Network Optimization such as the minimum quadratic cost single flow problems and convex multicommodity flow problems.[PUBLICATION ABSTRACT]</description><subject>Algorithms</subject><subject>Equilibrium</subject><subject>Linear programming</subject><subject>Mathematical functions</subject><subject>Mathematical programming</subject><subject>Network management systems</subject><subject>Numerical analysis</subject><subject>Optimization</subject><subject>Studies</subject><issn>0926-6003</issn><issn>1573-2894</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2000</creationdate><recordtype>article</recordtype><sourceid>BENPR</sourceid><recordid>eNpdjz1PwzAURS0EEqUws1osTIFnPyex2aJSPqRCGWClchKnuCRxsB0h8euJgInpSldHV_cQcsrgggHHy-KKAchccsWzHHGPzFiaY8KlEvtkBlObZAB4SI5C2AGAypHPyGtBn7ztdJtcj7qlRbt13sa3jjbO0wfXu-jdYKsJcluvu872W6r7mtoYaDEMra10tK6n0dFHEz-df6frIdrOfv30x-Sg0W0wJ385Jy83y-fFXbJa394vilVS8VTGRFSghTAMNDO1YVw1CJznWDaySWVWlpOQUZNbrQ0aydIGFS8V1GCQm0l3Ts5_dwfvPkYT4qazoTJtq3vjxrDJBaJUGRMTefaP3LnR99O5DWdpJlBJxG-G7mNL</recordid><startdate>20000201</startdate><enddate>20000201</enddate><creator>Ouorou, A</creator><general>Springer Nature B.V</general><scope>3V.</scope><scope>7SC</scope><scope>7WY</scope><scope>7WZ</scope><scope>7XB</scope><scope>87Z</scope><scope>88I</scope><scope>8AL</scope><scope>8AO</scope><scope>8FD</scope><scope>8FE</scope><scope>8FG</scope><scope>8FK</scope><scope>8FL</scope><scope>ABJCF</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>ARAPS</scope><scope>AZQEC</scope><scope>BENPR</scope><scope>BEZIV</scope><scope>BGLVJ</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>FRNLG</scope><scope>F~G</scope><scope>GNUQQ</scope><scope>HCIFZ</scope><scope>JQ2</scope><scope>K60</scope><scope>K6~</scope><scope>K7-</scope><scope>L.-</scope><scope>L6V</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope><scope>M0C</scope><scope>M0N</scope><scope>M2P</scope><scope>M7S</scope><scope>P5Z</scope><scope>P62</scope><scope>PQBIZ</scope><scope>PQBZA</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PTHSS</scope><scope>Q9U</scope></search><sort><creationdate>20000201</creationdate><title>A Primal-Dual Algorithm for Monotropic Programming and its Application to Network Optimization</title><author>Ouorou, A</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c258t-4c0a44e10a1ede129f302273bf8f586bb733e9782dae3e815f392b90d0e32e673</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2000</creationdate><topic>Algorithms</topic><topic>Equilibrium</topic><topic>Linear programming</topic><topic>Mathematical functions</topic><topic>Mathematical programming</topic><topic>Network management systems</topic><topic>Numerical analysis</topic><topic>Optimization</topic><topic>Studies</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Ouorou, A</creatorcontrib><collection>ProQuest Central (Corporate)</collection><collection>Computer and Information Systems Abstracts</collection><collection>ABI/INFORM Collection</collection><collection>ABI/INFORM Global (PDF only)</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>ABI/INFORM Global (Alumni Edition)</collection><collection>Science Database (Alumni Edition)</collection><collection>Computing Database (Alumni Edition)</collection><collection>ProQuest Pharma Collection</collection><collection>Technology Research Database</collection><collection>ProQuest SciTech Collection</collection><collection>ProQuest Technology Collection</collection><collection>ProQuest Central (Alumni) (purchase pre-March 2016)</collection><collection>ABI/INFORM Collection (Alumni Edition)</collection><collection>Materials Science & Engineering Collection</collection><collection>ProQuest Central (Alumni Edition)</collection><collection>ProQuest Central UK/Ireland</collection><collection>Advanced Technologies & Aerospace Collection</collection><collection>ProQuest Central Essentials</collection><collection>ProQuest Central</collection><collection>Business Premium Collection</collection><collection>Technology Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central Korea</collection><collection>Business Premium Collection (Alumni)</collection><collection>ABI/INFORM Global (Corporate)</collection><collection>ProQuest Central Student</collection><collection>SciTech Premium Collection</collection><collection>ProQuest Computer Science Collection</collection><collection>ProQuest Business Collection (Alumni Edition)</collection><collection>ProQuest Business Collection</collection><collection>Computer Science Database</collection><collection>ABI/INFORM Professional Advanced</collection><collection>ProQuest Engineering Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><collection>ABI/INFORM Global</collection><collection>Computing Database</collection><collection>Science Database</collection><collection>Engineering Database</collection><collection>Advanced Technologies & Aerospace Database</collection><collection>ProQuest Advanced Technologies & Aerospace Collection</collection><collection>ProQuest One Business</collection><collection>ProQuest One Business (Alumni)</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>Engineering Collection</collection><collection>ProQuest Central Basic</collection><jtitle>Computational optimization and applications</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Ouorou, A</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>A Primal-Dual Algorithm for Monotropic Programming and its Application to Network Optimization</atitle><jtitle>Computational optimization and applications</jtitle><date>2000-02-01</date><risdate>2000</risdate><volume>15</volume><issue>2</issue><spage>125</spage><epage>125</epage><pages>125-125</pages><issn>0926-6003</issn><eissn>1573-2894</eissn><abstract>This paper presents a new primal-dual algorithm for solving a class of monotropic programming problems. This class involves many problems arising in a number of important applications in telecommunications networks, transportation and water distribution. The proposed algorithm is inspired by Kallio and Ruszczynski approach for linear programming [M. Kallio and A. Ruszczynski, WP-94-15, IIASA, 1994]. The problem is replaced by a game using two different augmented Lagrangian functions defined for the primal and the dual problems. It is then possible to develop a block-wise Gauss-Seidel method to reach an equilibrium of the game with alternating steps made in each component of the primal and dual variables. Finally, we show how this algorithm may be applied to some important problems in Network Optimization such as the minimum quadratic cost single flow problems and convex multicommodity flow problems.[PUBLICATION ABSTRACT]</abstract><cop>New York</cop><pub>Springer Nature B.V</pub><doi>10.1023/A:1008782926733</doi><tpages>1</tpages></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0926-6003 |
| ispartof | Computational optimization and applications, 2000-02, Vol.15 (2), p.125-125 |
| issn | 0926-6003 1573-2894 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_743389614 |
| source | Springer Nature - Complete Springer Journals |
| subjects | Algorithms Equilibrium Linear programming Mathematical functions Mathematical programming Network management systems Numerical analysis Optimization Studies |
| title | A Primal-Dual Algorithm for Monotropic Programming and its Application to Network Optimization |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-02-12T17%3A45%3A18IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=A%20Primal-Dual%20Algorithm%20for%20Monotropic%20Programming%20and%20its%20Application%20to%20Network%20Optimization&rft.jtitle=Computational%20optimization%20and%20applications&rft.au=Ouorou,%20A&rft.date=2000-02-01&rft.volume=15&rft.issue=2&rft.spage=125&rft.epage=125&rft.pages=125-125&rft.issn=0926-6003&rft.eissn=1573-2894&rft_id=info:doi/10.1023/A:1008782926733&rft_dat=%3Cproquest%3E743389614%3C/proquest%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=215643983&rft_id=info:pmid/&rfr_iscdi=true |