A least-squares minimum-cost network flow algorithm |
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Authors: | Balaji Gopalakrishnan Seunghyun Kong Earl Barnes Ellis L. Johnson Joel S. Sokol |
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Affiliation: | (1) Department of Industrial Engineering and Operations Research and Walter A. Haas School of Business, University of California, Berkeley, USA |
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Abstract: | Node-arc incidence matrices in network flow problems exhibit several special least-squares properties. We show how these properties can be leveraged in a least-squares primal-dual algorithm for solving minimum-cost network flow problems quickly. Computational results show that the performance of an upper-bounded version of the least-squares minimum-cost network flow algorithm with a special dual update operation is comparable to CPLEX Network and Dual Optimizers for solving a wide range of minimum-cost network flow problems. |
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