Accelerating convergence of a Separable Augmented Lagrangian Algorithm

We analyze the numerical behaviour of a separable Augmented Lagrangian algorithm with multiple scaling parameters, different parameters associated with each dualized coupling constraint as well as with each subproblem. We show that an optimal superlinear rate of convergence can be theoretically attained in the twice differentiable case and propose an adaptive scaling strategy with the same ideal convergence properties. Numerical tests performed on quadratic programs confirm that Adaptive Global Scaling subsumes former scaling strategies with one or many parameters

Tutoriel : Multicommodity flow networks with convex and nonconvex arc cost functions

International audienceMulticommodity flow networks are known to be much harder than single-commodity problems, even in the linear case and even when no more than two commodities have to share the same network. On the other hand, network design problems in telecommunications networks are frequently modelled by multicommodity flows, indeed one for each origin-destination pairs. We review here the main difficulties and solution strategies, from the linear and convex cost functions to nonconvex arc cost functions and mixed-integer nonlinear multicommodity flow networks. We illustrate the algorithmic issues on a capacity expansion problem with congestion costs

Handbook of Optimization in Telecommunications

International audienc

Étude de la planification d'une unité de fabrication en vue de sa gestion intégrée

PLANIFICATION DE LA PRODUCTION DANS UN SYSTEME DE GESTION INTEGREE DE L'ENTREPRISE. ELABORATION D'UN MODELE DE PLANIFICATION A MOYEN TERME. APPLICATION DU MODELE A DEUX ATELIERS DE FABRICATION DE COMPOSANTS ELECTRONIQUES: RESULTATS ET PERFORMANCES.Indisponibl

Decomposition and informational decentralization for the computation of economic equilibrium

International audienc

Minimum Convex-Cost Tension Problems on Series-Parallel Graphs

We present briefly some results we obtained with known methods to solve minimum cost tension problems, comparing their performance on non-specific graphs and on series-parallel graphs. These graphs are shown to be of interest to approximate many tension problems, like synchronization\ud in hypermedia documents. We propose a new aggregation method to solve the minimum convex piecewise linear cost tension problem on series-parallel graphs in O(m3) operations