Projected Newton methods and optimization of multicommodity flows

A superlinearly convergent Newton like method for linearly constrained optimization problems is adapted for solution of multicommodity network flow problems of the type arising in communication and transportation networks. We show that the method can be implemented approximately by making use of con...

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Veröffentlicht in:IEEE transactions on automatic control 1983-12, Vol.28 (12), p.1090-1096
Hauptverfasser: Bertsekas, D., Gafni, E.
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creator Bertsekas, D.
Gafni, E.
description A superlinearly convergent Newton like method for linearly constrained optimization problems is adapted for solution of multicommodity network flow problems of the type arising in communication and transportation networks. We show that the method can be implemented approximately by making use of conjugate gradient iterations without the need to compute explicitly the Hessian matrix. Preliminary computational results suggest that this type of method is capable of yielding highly accurate solutions of nonlinear multicommodity flow problems far more efficiently than any of the methods available at present.
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subjects communications
Computer science
Constraint optimization
Convergence
Equations
flow
networks
Newton method
operations research
optimization
Optimization methods
Proposals
Quadratic programming
Transportation
title Projected Newton methods and optimization of multicommodity flows
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