Quadratic cost flow and the conjugate gradient method

European Journal of Operational Research

Volumn 164, Issue 1, 2005, Pages 104-114

  Sun, Jie ^a   Yang, Xiaoqi ^b   Chen, Xiongda ^c  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^c TONGJI UNIVERSITY   (China)

Author keywords

Conjugate gradient methods; Network quadratic programming

Indexed keywords

ALGORITHMS; MATHEMATICAL PROGRAMMING; NONLINEAR PROGRAMMING; NUMERICAL ANALYSIS; OPTIMIZATION; PROBLEM SOLVING;

CONJUGATE GRADIENT METHODS; CONSTRAINED PROBLEM; NETWORK QUADRATIC PROGRAMMING; QUADRATIC PROGRAMS;

QUADRATIC PROGRAMMING;

EID: 10444285084     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2003.04.003     Document Type: Article

References (12)

1. Y.H. Dai, Y. Yuan, A nonlinear conjugate gradient method with a strong global convergence property, SIAM Journal on Optimization 10 (1999) 177-182.
2. R. Fletcher, Practical Method of Optimization, vol. I: Unconstrained Optimization, second ed., Wiley, 1987.
3. A.B. Gamble, A.R. Conn, W.R. Pulleyblank, A network penalty problem, Mathematical Programming 50 (1991) 53-73.
4. P. Kall, S.W. Wallace, Stochastic Programming, Wiley, 1994.
5. B. Polak, G. Ribière, Note sur la convergence des méthodes de directions conjuguées, Revue Française d'Informatique et de Recherche Opérationnelle 16 (1969) 35-43.
6. M.J.D. Powell, Nonconvex minimization calculations and the conjugate gradient method, Lecture Notes in Mathematics 1066 (1984) 121-141.
7. R.T. Rockafellar, Convex Analysis, Princeton University Press, 1970.
8. R.T. Rockafellar, Network Flows and Monotropic Optimization, Wiley, 1984.
9. J. Sun, H. Kuo, Applying a Newton method to strictly convex separable network quadratic programs, SIAM Journal on Optimization 8 (1998) 728-745.
10. 1-convex programming, Mathematical Programming 57 (1992) 239-257.
11. J. Sun, J. Zhang, Global convergence of conjugate gradient methods without line search, Annals of Operations Research 103 (2001) 161-173.
12. X.Q. Yang, A.I. Mees, K. Campbell, Simulated annealing and penalty methods for binary multicommodity flow problems, in: X.Q. Yang et al. (Eds.), Progress in Optimization II: Contributions from Australasia, Kluwer Academic Publishers, Dordrecht, 2000, pp. 93-105.