Projected Newton Methods and Optimization of Multicommodity Flows

Dimitri P. Bertsekas, Eli M. Gafni

Research output: Contribution to journalArticlepeer-review

71 Scopus citations

Abstract

A superlinearly convergent Newton like method for linearly constrained optimization problems is adapted for solution of multicommodity network flow problems of the type arising in communication and transportation networks. We show that the method can be implemented approximately by making use of conjugate gradient iterations without the need to compute explicitly the Hessian matrix. Preliminary computational results suggest that this type of method is capable of yielding highly accurate solutions of nonlinear multicommodity flow problems far more efficiently than any of the methods available at present.

Original languageEnglish (US)
Pages (from-to)1090-1096
Number of pages7
JournalIEEE Transactions on Automatic Control
Volume28
Issue number12
DOIs
StatePublished - Dec 1983
Externally publishedYes

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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