caa a22 4500 475750713 CHVBK 20180406123522.0 cr unu---uuuuu 170329e20000201xx s 000 0 eng 10.1023/A:1008782926733 doi (NATIONALLICENCE)springer-10.1023/A:1008782926733 Ouorou A. Logilab, HEC Geneva, Section of Management Studies, University of Geneva, 102 Bd Carl-Vogt, CH-1211, Geneva 4, Switzerland aut A Primal-Dual Algorithm for Monotropic Programming and its Application to Network Optimization [Elektronische Daten] [A. Ouorou] This paper presents a new primal-dual algorithm for solving a class of monotropic programming problems. This class involves many problems arising in a number of important applications in telecommunications networks, transportation and water distribution. The proposed algorithm is inspired by Kallio and Ruszczyński approach for linear programming [M. Kallio and A. Ruszczyński, WP-94-15, IIASA, 1994]. The problem is replaced by a game using two different augmented Lagrangian functions defined for the primal and the dual problems. It is then possible to develop a block-wise Gauss-Seidel method to reach an equilibrium of the game with alternating steps made in each component of the primal and dual variables. Finally, we show how this algorithm may be applied to some important problems in Network Optimization such as the minimum quadratic cost single flow problems and convex multicommodity flow problems. Kluwer Academic Publishers, 2000 convex programming nationallicence augmented Lagrangian nationallicence decomposition nationallicence network flows nationallicence Computational Optimization and Applications Kluwer Academic Publishers 15/2(2000-02-01), 125-143 0926-6003 15:2<125 2000 15 10589 https://doi.org/10.1023/A:1008782926733 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1008782926733 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Ouorou A. Logilab, HEC Geneva, Section of Management Studies, University of Geneva, 102 Bd Carl-Vogt, CH-1211, Geneva 4, Switzerland aut NATIONALLICENCE 773 0- Computational Optimization and Applications Kluwer Academic Publishers 15/2(2000-02-01), 125-143 0926-6003 15:2<125 2000 15 10589 Metadata rights reserved Springer special CC-BY-NC licence nationallicence SWISSBIB 295087471 BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer