Dual coordinate step methods for linear network flow problems
Author(s) -
Dimitri P. Bertsekas,
Jonathan Eckstein
Publication year - 1988
Publication title -
mathematical programming
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.358
H-Index - 131
eISSN - 1436-4646
pISSN - 0025-5610
DOI - 10.1007/bf01589405
Subject(s) - asynchronous communication , minimum cost flow problem , class (philosophy) , computer science , relaxation (psychology) , flow network , flow (mathematics) , dual (grammatical number) , mathematical optimization , computational complexity theory , multi commodity flow problem , mathematics , algorithm , theoretical computer science , artificial intelligence , psychology , computer network , social psychology , art , geometry , literature
We review a class of recently-proposed linear-cost network flow methods which are amenable to distributed implementation. All the methods in the class use the notion ofe-complementary slackness, and most do not explicitly manipulate any “global” objects such as paths, trees, or cuts. Interestingly, these methods have stimulated a large number of newserial computational complexity results. We develop the basic theory of these methods and present two specific methods, thee-relaxation algorithm for the minimum-cost flow problem, and theauction algorithm for the assignment problem. We show how to implement these methods with serial complexities of O(N3 logNC) and O(NA logNC), respectively. We also discuss practical implementation issues and computational experience to date. Finally, we show how to implemente-relaxation in a completely asynchronous, “chaotic” environment in which some processors compute faster than others, some processors communicate faster than others, and there can be arbitrarily large communication delays.
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