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 |
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Hauptverfasser: | , , , , |
Format: | Artikel |
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. |
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ISSN: | 0254-5330 1572-9338 |
DOI: | 10.1007/s10479-011-0858-7 |