Journal of the Operational Research Society

, Volume 43, Issue 10, pp 979–992

An Algorithm for Non-Linear Network Programming: Implementation, Results and Comparisons

  • N. Boland
  • C. J. Goh
  • A. I. Mees
Theoretical Paper

DOI: 10.1057/jors.1992.149

Cite this article as:
Boland, N., Goh, C. & Mees, A. J Oper Res Soc (1992) 43: 979. doi:10.1057/jors.1992.149

Abstract

This paper evaluates an algorithm for solving network flow optimization problems with quadratic cost functions. Strategies for fast implementation are discussed and the results of extensive numerical tests are given. The performance of the algorithm measured by CPU time is compared with that of the convex simplex method specialized for quadratic network programming. Performance of the two methods is analysed with respect to network size and density, and other parameters of interest. The algorithm is shown to perform significantly better on the majority of problems. We also show how the algorithm may be used to solve non-linear convex network optimization problems by the use of sequential quadratic programming.

Keywords

Network Optimization Quadratic Programming Non-Linear Optimization Out-of-Kilter Algorithm Active Set Methods 

Copyright information

© Operational Research Society 1992

Authors and Affiliations

  • N. Boland
    • 1
  • C. J. Goh
    • 1
  • A. I. Mees
    • 1
  1. 1.Department of MathematicsUniversity of Western Australia

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