Projected Newton Methods and Optimization of Multicommodity Flows.

Abstract

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. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1981
Accession Number
ADA104419

Entities

People

  • Dimitri P. Bertsekas
  • Eli M. Gafni

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Human Systems
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Classification
  • Communication Networks
  • Computations
  • Convergence
  • Coordinate Systems
  • Electrical Engineering
  • Equations
  • Flow
  • Flow Network
  • Graphs
  • Iterations
  • Massachusetts
  • Optimization
  • Residuals
  • Security
  • Simplex Method

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Operations Research