对偶投影伪拟牛顿算法在多商品网络流问题中的应用

Ch'i-Hsin Lin, Shin-Yeu Lin
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引用次数: 1

摘要

本文提出了一种求解多商品网络流问题的方法,该方法在通信网络中具有重要的应用价值。该方法结合了投影拟牛顿法和双投影拟牛顿法(DPPQN)。为了提高DPPQN方法的计算效率,我们采用了稀疏块矩阵技术和有限迭代缩放投影技术。通过与Frank-Wolfe - PARTAN算法的比较,验证了该方法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Application of dual projected pseudo quasi Newton algorithm in multicommodity network flow problems
In the paper, we apply a method for solving multicommodity network flow problems, which has important applications in communication networks. This method combines a projected quasi-Newton method and a dual projected pseudo quasi-Newton (DPPQN) method. We use a sparse-block-matrix technique and the finite iteration scaled projection technique to enhance the computational efficiency of DPPQN method. Compared with the Frank-Wolfe with PARTAN algorithm, we show the efficiency of our method by several numerical examples.
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