Abstract
We consider a generic auction method for the solution of the single commodity, separable convex cost network flow problem. This method provides a unifying framework for the ∈-relaxation method and the auction/sequential shortest path algorithm and, as a consequence, we develop a unified complexity analysis for the two methods. We also present computational results showing that these methods are much faster than earlier relaxation methods, particularly for ill-conditioned problems.
This work supported by National Science Foundation, Grant Nos. DMI-9300494 and 9311621
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Bertsekas, D.P., Polymenakos, L.C., Tseng, P. (1997). ɛ-Relaxation and Auction Methods for Separable Convex Cost Network Flow Problems. In: Pardalos, P.M., Hearn, D.W., Hager, W.W. (eds) Network Optimization. Lecture Notes in Economics and Mathematical Systems, vol 450. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-59179-2_6
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DOI: https://doi.org/10.1007/978-3-642-59179-2_6
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