全球智库信息集成服务系统(G2TT): Parallel Solution of Linear Programs Via Nash Equilibria.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Parallel Solution of Linear Programs Via Nash Equilibria.
	Kallio MJ; Ruszczynski A
发表日期	1994
出版者	IIASA, Laxenburg, Austria: WP-94-015
出版年	1994
语种	英语
摘要	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.
主题	System and Decision Sciences - Core (SDS)
URL	http://pure.iiasa.ac.at/id/eprint/4194/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/124307
推荐引用方式 GB/T 7714	Kallio MJ,Ruszczynski A. Parallel Solution of Linear Programs Via Nash Equilibria.. 1994.