Publication Date:
2007
abstract:
Support-graph preconditioners have been shown to be a valuable tool
for the iterative solution, via a Preconditioned Conjugate Gradient
method, of the KKT systems that must be solved at each iteration of an
Interior Point algorithm for the solution of Min Cost Flow problems.
These preconditioners extract a proper triangulated subgraph, with
``large'' weight, of the original graph: in practice, trees and
Brother-Connected Trees (BCTs) of depth two have been shown to be the
most computationally efficient families of subgraphs. In the
literature, approximate versions of the Kruskal algorithm for
maximum-weight spanning trees have most often been used for choosing
the subgraphs; Prim-based approaches have been used for trees, but no
comparison have ever been reported. We propose Prim-based heuristics
for BCTs, which require nontrivial modifications w.r.t. the previously
proposed Kruskal-based approaches, and present a computational
comparison of the different approaches, which shows that Prim-based
heuristics are most often preferable to Kruskal-based ones.
Iris type:
01.01 Articolo in rivista
Keywords:
Min Cost Flow problems; Interior Point algorithms; Preconditioned Conjugated Gradient method; Prim algorithm
List of contributors:
Frangioni, Antonio; Gentile, Claudio
Published in: