Conjugate Gradient Based Implementation of Interior
Point Methods for Network Flow Problems
Sanjay Mehrotra and Jen-Shan Wang
This paper suggests enhancements to preconditiond conjugate
gradient based implementation of interior point methods for
linear network optimization problems. A new preconditioner is
proposed and its effectiveness is demonstrated. We propose several
additional refinements to the previous implementations, including
an adaptive conjugate gradient termination criterion, and a new
starting point solution. Our computational results are compared
with results from PDNET, DLNET, CS3.3, RELAX-IV, and NETOPT (CPLEX3.0).
Technical Report 95-70,
Department of Industrial Engineering and Management Sciences,
Northwestern University, Evanston,
October, 1995.
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