A Specialized Interior-Point Algorithm for Multicommodity Network Flows

@article{Castro1999ASI,
  title={A Specialized Interior-Point Algorithm for Multicommodity Network Flows},
  author={Jordi Castro},
  journal={SIAM Journal on Optimization},
  year={1999},
  volume={10},
  pages={852-877}
}
Despite the efficiency shown by interior-point methods in large-scale linear programming, they usually perform poorly when applied to multicommodity flow problems. The new specialized interior-point algorithm presented here overcomes this drawback. This specialization uses both a preconditioned conjugate gradient solver and a sparse Cholesky factorization to solve a linear system of equations at each iteration of the algorithm. The ad hoc preconditioner developed by exploiting the structure of… CONTINUE READING

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