Journal Title
Title of Journal: Comput Optim Appl
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Abbravation: Computational Optimization and Applications
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Publisher
Kluwer Academic Publishers-Plenum Publishers
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Authors: Jordi Castro
Publish Date: 2007/02/21
Volume: 36, Issue: 2-3, Pages: 195-219
Abstract
Multicommodity flows belong to the class of primal blockangular problems An efficient interiorpoint method has already been developed for linear and quadratic network optimization problems It solved normal equations using sparse Cholesky factorizations for diagonal blocks and a preconditioned conjugate gradient for linking constraints In this work we extend this procedure showing that the preconditioner initially developed for multicommodity flows applies to any primal blockangular problem although its efficiency depends on each particular linking constraints structure We discuss the conditions under which the preconditioner is effective The procedure is implemented in a userfriendly package in the MATLAB environment Computational results are reported for four primal blockangular problems multicommodity flows nonoriented multicommodity flows minimumdistance controlled tabular adjustment for statistical data protection and the minimum congestion problem The results show that this procedure holds great potential for solving large primalblock angular problems efficiently
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