TY  - RPRT
CY  - IIASA, Laxenburg, Austria
ID  - iiasa4194
UR  - https://pure.iiasa.ac.at/id/eprint/4194/
A1  - Kallio, M.J.
A1  - Ruszczynski, A.
Y1  - 1994/03//
N2  - 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.
PB  - WP-94-015
M1  - working_paper
TI  - Parallel Solution of Linear Programs Via Nash Equilibria
AV  - public
EP  - 19
ER  -