English, Article, Journal or magazine article edition: Parallel Solution of Linear Programs Via Nash Equilibria. M.J. Kallio; A. Ruszczynski

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/139031
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Parallel Solution of Linear Programs Via Nash Equilibria.
Author
  • M.J. Kallio
  • A. Ruszczynski
Physical Description
  • preprint
Notes
  • 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.
  • RePEc:wop:iasawp:wp94015
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment