Parallel Solution of Linear Programs Via Nash Equilibria

Autor:	Kallio, M.J., Ruszczynski, A.
Jazyk:	angličtina
Rok vydání:	1994
Předmět:	TheoryofComputation_MISCELLANEOUS Computer Science::Computer Science and Game Theory ComputingMilieux_PERSONALCOMPUTING MathematicsofComputing_NUMERICALANALYSIS
Popis:	The linear programming problem is shown to be equivalent to a game in which primal players minimize the augmented Lagrangian function for the primal problem and dual players maximize the augmented Lagrangian function for the dual problem. Based on that, a parallel solution method is developed in which processors carry out under-relaxed Jacobi steps for the players. Strong convergence of the method is proved and the ratio of linear convergence estimated. Computational results are highly encouraging.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=od______3535::d7e7a397b7b727e8c83457f1e81f8592 http://pure.iiasa.ac.at/id/eprint/4194/ Zobrazit plný text záznamu