PRIMAL-DUAL PROXIMAL POINT ALGORITHM FOR MULTICOMMODITY NETWORK FLOW PROBLEMS

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  • Ibaraki Satoru
    Department of Applied Mathematics and Physics, Faculty of Engineering, Kyoto University
  • Fukushima Masao
    Graduate School of Information Science, Advanced Institute of Science and Technology, Nara

Description

In this paper, we consider to apply a primal-dual proximal point algorithm to the multicommodity network flow problem. A remarkable feature of the algorithm consists in how to find an approximate saddle point of the augmented Lagrangian of the problem. In particular, at each iteration, an approximate solution of the subproblem always satisfies the flow conservation equations for all commodities. This property often turns to be very useful in practical applications. We show some results of numerical experiments and examine the effectiveness of the proposed algorithm.

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