| A TRUST REGION ALGORITHM VIA BILEVEL LINEAR PROGRAMMING FOR SOLVING THE GENERAL MULTICOMMODITY MINIMAL COST FLOW PROBLEMS |
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| 引用本文： | ZhuDetong. A TRUST REGION ALGORITHM VIA BILEVEL LINEAR PROGRAMMING FOR SOLVING THE GENERAL MULTICOMMODITY MINIMAL COST FLOW PROBLEMS[J]. 高校应用数学学报(英文版), 2004, 19(4): 459-473. DOI: 10.1007/s11766-004-0013-1 |
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| 作者姓名： | ZhuDetong |
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| 作者单位： | Dept.ofMath.,ShanghaiNormalUniv.,Shanghai200234,China. |
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| 基金项目： | the National Natural Science Foundation of China ( 1 0 4 71 0 94) ,the ScienceFoundation of Shanghai Technical Sciences Committee ( 0 2 ZA1 40 70 ) and the Science Foundation ofShanghai Education Committee( 0 2 DK0 6) |
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| 摘 要： | This paper proposes a nonmonotonic backtracking trust region algorithm via bilevel linear programming for solving the general multicommodity minimal cost flow problems. Using the duality theory of the linear programming and convex theory, the generalized directional derivative of the general multicommodity minimal cost flow problems is derived. The global convergence and superlinear convergence rate of the proposed algorithm are established under some mild conditions.
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| 关 键 词： | 置信域算法 线性规划 多物成本 最小化问题 |
| 收稿时间： | 2003-09-29 |
A trust region algorithm via bilevel linear programming for solving the general multicommodity minimal cost flow problems |
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| Zhu Detong. A trust region algorithm via bilevel linear programming for solving the general multicommodity minimal cost flow problems[J]. Applied Mathematics A Journal of Chinese Universities, 2004, 19(4): 459-473. DOI: 10.1007/s11766-004-0013-1 |
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| Authors: | Zhu Detong |
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| Affiliation: | (1) Dept. of Math., Shanghai Normal Univ., 200234 Shanghai, China |
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| Abstract: | This paper proposes a nonmonotonic backtracking trust region algorithm via bilevel linear programming for solving the general multicommodity minimal cost flow problems.Using the duality theory of the linear programming and convex theory,the generalized directional derivative of the general multicommodity minimal cost flow problems is derived.The global convergence and superlinear convergence rate of the proposed algorithm are established under some mild conditions. |
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| Keywords: | duality theory trust region method generalized directional derivative general multicommodity minimal cost flow problems. |
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