This paper presents an algorithm for solving network flow problems with a separable strictly convex quadratic objective function, and lower and upper bounds on the variables. An unconstrained dual problem is obtained by relaxing the network equality constraints. The dual problem is then solved by combining conjugate directions with a finite line search method. The main features of this technique are the simplification of matrix-vector products and the efficiency of the line-search step.
|Original language||English (US)|
|Number of pages||12|
|Journal||AMSE Review (Association for the Advancement of Modelling and Simulation Techniques in Enterprises)|
|State||Published - Dec 1 1988|
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