A faster version of the ASG algorithm

Title: A faster version of the ASG algorithm
Creator: Boland, Natashia; Ernst, A. T.; Goh, C. J.; Mees, A. I.
Relation: Applied Mathematics Letters Vol. 7, Issue 5, p. 23-27
Publisher Link: http://dx.doi.org/10.1016/0893-9659(94)90066-3
Publisher: Pergamon
Resource Type: journal article
Date: 1994
Description: The Active-Set-on-a-Graph (ASG) algorithm solves minimum cost network flow problems with a quadratic cost function. Numerical experiments show that it is about two orders of magnitude faster than the convex simplex method specialized to the quadratic cost network problem. In this paper, we show how the efficiency can be improved further by a combination of two changes to the basic algorithm. We will describe the original algorithm very briefly in the next section. Then the modifications are described in Section 3. Finally, in Section 4, we give the results of some numerical tests which indicate that the improved ASG algorithm is more than one order of magnitude faster than the original ASG algorithm.
Subject: optimal control problems; systems with time delays; proper relaxation procedures; original and relaxed controls; network optimization; nonlinear optimization; active set methods; two-commodity flow
Identifier: http://hdl.handle.net/1959.13/939555
Identifier: uon:12838
Identifier: ISSN:0893-9659
Language: eng
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