%A M.J. Kallio
%A A. Ruszczynski
%T Parallel Solution of Linear Programs Via Nash Equilibria
%X 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.
%C IIASA, Laxenburg, Austria
%D 1994
%I WP-94-015
%L iiasa4194