@techreport{iiasa4194,
           month = {March},
            type = {IIASA Working Paper},
           title = {Parallel Solution of Linear Programs Via Nash Equilibria},
         address = {IIASA, Laxenburg, Austria},
       publisher = {WP-94-015},
            year = {1994},
             url = {https://pure.iiasa.ac.at/id/eprint/4194/},
        abstract = {The linear programming problem is shown to be equivalent to a game in which primal players minimize the augmented Lagrangian function for the primal problem and dual players maximize the augmented Lagrangian function for the dual problem. Based on that, a parallel solution method is developed in which processors carry out under-relaxed Jacobi steps for the players. Strong convergence of the method is proved and the ratio of linear convergence estimated. Computational results are highly encouraging.},
          author = {Kallio, M. J. and Ruszczynski, A.}
}