?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4194%2F&rft.title=Parallel+Solution+of+Linear+Programs+Via+Nash+Equilibria&rft.creator=Kallio%2C+M.J.&rft.creator=Ruszczynski%2C+A.&rft.description=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%2C+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.&rft.publisher=WP-94-015&rft.date=1994-03&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4194%2F1%2FWP-94-015.pdf&rft.identifier=++Kallio%2C+M.J.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F2005.html%3E+%26+Ruszczynski%2C+A.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1544.html%3E++(1994).++Parallel+Solution+of+Linear+Programs+Via+Nash+Equilibria.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-94-015+++++