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Efficient Minimization over Products of Simplices and its Application to Nonlinear Multicommodity Network Problems
DSS Laboratory Department of Production and Industrial Engineering, Technical University of Crete.
Department of Production Engineering and Management, Technical University of Crete.
DSS Laboratory Department of Production and Industrial Engineering, Technical University of Crete.ORCID iD: 0000-0001-8473-3663
2005 (English)In: Operational Research, ISSN 1109-2858, E-ISSN 1866-1505, Vol. 4, no 2, p. 99-118Article in journal (Refereed) Published
Abstract [en]

Many problems in portfolio selection, in traffic planning and in computer communicationnetworks can be formulated as nonlinear problems involving minimization of a nonlinearfunction over simplices. Based on the concepts of regularization and partial linearization, wepropose an efficient solution technique for such programs, prove its global convergence anddiscuss the possibilities for parallel implementation. We provide, as an application, analgorithm for traffic assignment which outperforms previous state-of-the-art codes

Place, publisher, year, edition, pages
2005. Vol. 4, no 2, p. 99-118
National Category
Production Engineering, Human Work Science and Ergonomics
Research subject
Industrial Logistics
Identifiers
URN: urn:nbn:se:ltu:diva-2532Local ID: 026a06b6-73e0-47e9-890c-abea10c11dfaOAI: oai:DiVA.org:ltu-2532DiVA, id: diva2:975384
Note
Upprättat; 2005; 20141124 (athkar)Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2018-04-11Bibliographically approved

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Karakitsiou, AthanasiaMigdalas, Athanasios

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