Monday, 16:15 - 16:40 h, Room: H 0111


Kwong Meng Teo
Solving network flow problems with general non-separable convex costs using a two-phase gradient projection algorithm

Coauthor: Trung Hieu Tran


Network flow problems are often encountered in practical applications such as multi-commodity flows, traffic assignment and telecommunications problems. Simpler problems such as those with quadratic costs are often solved using general solvers such as CPLEX, while more realistic but difficult ones with generalized non-separable convex costs would require specialized network optimization algorithms where speed of convergence and problem size becomes challenging issues in practice. We propose a two-phase gradient projection algorithm to bridge this gap. The proposed algorithm is designed to address the weaknesses of traditional gradient projection approaches reported in the literature, including choice of step size, speed of convergence and ease of implementation. Furthermore, the algorithm has been implemented as a toolbox riding on general solvers such as CPLEX for easy adoption and to handle industrial size problems. We evaluate and compare the performance of the proposed algorithm with other approaches under common network flow scenarios such as (i) integral or continuous flows and (ii) explicit or non-explicit objective.


Talk 3 of the contributed session Mon.3.H 0111
"Network problems" [...]
Cluster 13
"Logistics, traffic, and transportation" [...]


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