Parallel Solution of Linear Programs Via Nash Equilibria

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3972 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3972 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3972 archive 351 disk0/00/00/41/94 2016-01-15 02:04:44 2021-08-27 17:14:57 2016-01-15 02:04:44 monograph show 2 Kallio M.J. AL0182 Ruszczynski A. 1475 Parallel Solution of Linear Programs Via Nash Equilibria pub iis_met iis_mod prog_sds 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. 1994-03 published WP-94-015 WP-94-015 10 2005 1544 public working_paper IIASA, Laxenburg, Austria 19 FALSE info:eu-repo/semantics/book