eprintid: 4194
rev_number: 23
eprint_status: archive
userid: 351
dir: disk0/00/00/41/94
datestamp: 2016-01-15 02:04:44
lastmod: 2021-08-27 17:14:57
status_changed: 2016-01-15 02:04:44
type: monograph
metadata_visibility: show
item_issues_count: 2
creators_name: Kallio, M.J.
creators_name: Ruszczynski, A.
creators_id: AL0182
creators_id: 1475
title: Parallel Solution of Linear Programs Via Nash Equilibria
ispublished: pub
internal_subjects: iis_met
internal_subjects: iis_mod
divisions: prog_sds
abstract: 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.
date: 1994-03
date_type: published
publisher: WP-94-015
iiasapubid: WP-94-015
price: 10
creators_browse_id: 2005
creators_browse_id: 1544
full_text_status: public
monograph_type: working_paper
place_of_pub: IIASA, Laxenburg, Austria
pages: 19
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/book
citation:   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     
document_url: https://pure.iiasa.ac.at/id/eprint/4194/1/WP-94-015.pdf