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A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks

Author
Castro, J.; Nasini, S.
Type of activity
Report
Date
2019-01-28
Repository
http://hdl.handle.net/2117/128508 Open in new window
URL
http://www.optimization-online.org/DB_FILE/2018/11/6957.pdf Open in new window
Abstract
Research Report UPC-DEIO DR 2018-01. November 2018 The computation of the Newton direction is the most time consuming step of interior-point methods. This direction was efficiently computed by a combination of Cholesky factorizations and conjugate gradients in a specialized interior-point method for block-angular structured problems. In this work we apply this algorithmic approach to solve very large instances of minimum cost flows problems in bipartite networks, for convex objective functions w...
Citation
Castro, J.; Nasini, S. "A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks". 2019.
Keywords
Interior-point methods, Large-scale optimization, Minimum cost flow problems, Preconditioned conjugate gradient
Group of research
GNOM - Mathematical Optimization Group

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