A least-squares minimum-cost network flow algorithm

Node-arc incidence matrices in network flow problems exhibit several special least-squares properties. We show how these properties can be leveraged in a least-squares primal-dual algorithm for solving minimum-cost network flow problems quickly. Computational results show that the performance of an...

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Veröffentlicht in:Annals of operations research 2011-06, Vol.186 (1), p.119-140
Hauptverfasser: Gopalakrishnan, Balaji, Kong, Seunghyun, Barnes, Earl, Johnson, Ellis L., Sokol, Joel S.
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Sprache:eng
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Zusammenfassung:Node-arc incidence matrices in network flow problems exhibit several special least-squares properties. We show how these properties can be leveraged in a least-squares primal-dual algorithm for solving minimum-cost network flow problems quickly. Computational results show that the performance of an upper-bounded version of the least-squares minimum-cost network flow algorithm with a special dual update operation is comparable to CPLEX Network and Dual Optimizers for solving a wide range of minimum-cost network flow problems.
ISSN:0254-5330
1572-9338
DOI:10.1007/s10479-011-0858-7