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Improving an interior-point algorithm for multicommodity flows by quadratic regularizations
dc.contributor.author | Castro Pérez, Jordi |
dc.contributor.author | Cuesta, Jordi |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa |
dc.date.accessioned | 2010-10-21T09:48:53Z |
dc.date.available | 2010-10-21T09:48:53Z |
dc.date.issued | 2009-07 |
dc.identifier.uri | http://hdl.handle.net/2117/9884 |
dc.description.abstract | One of the best approaches for some classes of multicommodity flow problems is a specialized interior-point method that solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient. Its efficiency depends on the spectral radius—in [0,1)—of a certain matrix in the definition of the preconditioner. In a recent work the authors improved this algorithm (i.e., reduced the spectral radius) for general block-angular problems by adding a quadratic regularization to the logarithmic barrier. This barrier was shown to be self-concordant, which guarantees the convergence and polynomial complexity of the algorithm. In this work we focus on linear multicommodity problems, a particular case of primal block-angular ones. General results are tailored for multicommodity flows, allowing a local sensitivity analysis on the effect of the regularization. Extensive computational results on some standard and some difficult instances, testing several regularization strategies, are also provided. These results show that the regularized interior-point algorithm is more efficient than the nonregularized one. From this work it can be concluded that, if interior-point methods based on conjugate gradients are used, linear multicommodity flow problems are most efficiently solved as a sequence of quadratic ones. |
dc.format.extent | 24 p. |
dc.language.iso | eng |
dc.relation.ispartofseries | DEIO DR 2009-09 |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Optimització |
dc.subject.lcsh | Interior-point methods |
dc.subject.lcsh | Conjugate gradient methods |
dc.subject.lcsh | Graph theory |
dc.subject.lcsh | Algorithms |
dc.title | Improving an interior-point algorithm for multicommodity flows by quadratic regularizations |
dc.type | External research report |
dc.subject.lemac | Programació (Matemàtica) |
dc.subject.lemac | Mètodes iteratius (Matemàtica) |
dc.subject.lemac | Grafs, Teoria de |
dc.subject.lemac | Algorismes |
dc.contributor.group | Universitat Politècnica de Catalunya. GNOM - Grup d'Optimització Numèrica i Modelització |
dc.relation.publisherversion | http://www-eio.upc.es/~jcastro/publications/reports/dr2009-09.pdf |
dc.rights.access | Open Access |
local.identifier.drac | 1407321 |
dc.description.version | Preprint |
local.personalitzacitacio | true |
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