RT Monograph
SR 00
A1 Kallio, M.J.
A1 Ruszczynski, A.
T1 Parallel Solution of Linear Programs Via Nash Equilibria
YR 1994
FD 1994-03
SP 19
AB 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
PP IIASA, Laxenburg, Austria
AV Published
LK https://pure.iiasa.ac.at/id/eprint/4194/