relation: https://pure.iiasa.ac.at/id/eprint/4194/
title: Parallel Solution of Linear Programs Via Nash Equilibria
creator: Kallio, M.J.
creator: Ruszczynski, A.
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, 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.
publisher: WP-94-015
date: 1994-03
type: Monograph
type: NonPeerReviewed
format: text
language: en
identifier: https://pure.iiasa.ac.at/id/eprint/4194/1/WP-94-015.pdf
identifier:   Kallio, M.J. <https://pure.iiasa.ac.at/view/iiasa/2005.html> & Ruszczynski, A. <https://pure.iiasa.ac.at/view/iiasa/1544.html>  (1994).  Parallel Solution of Linear Programs Via Nash Equilibria.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-015