An algorithm for nonlinear programs over Cartesian product sets

DOI10.1080/02331939008843577MaRDI QIDQ3348713zbMATH OpenOpenAlexFDO

Authors Torbjörn Larsson, Athanasios Migdalas

Publication date 1990

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939008843577

zbMATH Keywords

convergencetransportation planningfeasible direction algorithmcomputer communication networksseparable constraintsnon-separable objective

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Deterministic network models in operations research (90B10) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Transportation, logistics and supply chain management (90B06) Communication networks in operations research (90B18)

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Cites work

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• A Primal-Dual Traffic Assignment Algorithm
• A Reduced Gradient Algorithm for Nonlinear Network Problems
• A distributed algorithm for convex network optimization problems
• Accelerated Frank–Wolfe Algorithms
• Distributed Asynchronous Relaxation Methods for Convex Network Flow Problems
• Large-scale linearly constrained optimization
• Optimal Routing in a Packet-Switched Computer Network
• The Convex Simplex Method

Cited in

(10)

• Coupling the auxiliary problem principle with descent methods of pseudoconvex programming
• Optimization algorithms for a class of nonlinear programming problems
• A unified description of iterative algorithms for traffic equilibria
• An algorithm to find a maximum of a multilinear map over a product of spheres
• A partial linearization method for the traffic assignment problem
• Multipoint methods for separable nonlinear networks
• Partial linearization methods in nonlinear programming
• A regularization of the Frank-Wolfe method and unification of certain nonlinear programming methods
• Efficient decomposition and linearization methods for the stochastic transportation problem
• Eigendecomposition of the mean-variance portfolio optimization model

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