An ε-relaxation method for separable convex cost generalized network flow problems

@article{Tseng2000AnM,
  title={An ε-relaxation method for separable convex cost generalized network flow problems},
  author={Paul Tseng and Dimitri P. Bertsekas},
  journal={Math. Program.},
  year={2000},
  volume={88},
  pages={85-104}
}
We generalize the -relaxation method of [14] for the single commodity, linear or separable convex cost network flow problem to network flow problems with positive gains. The method maintains -complementary slackness at all iterations and adjusts the arc flows and the node prices so as to satisfy flow conservation upon termination. Each iteration of the method involves either a price change on a node or a flow change along an arc or a flow change along a simple cycle. Complexity bounds for the… CONTINUE READING
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