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Parallel computation of large-scale network equilibria and variational inequalities
Abstract
Equilibrium of a network is obtained when each user who competes to optimize his utility can not improve his utility any further. Equilibrium problems governed by distinct equilibrium concepts can be formulated in one general framework--that of variational inequalities. The synthesis of variational inequalities and networks induces the creation of highly efficient algorithms which are especially suited for the large-scale equilibrium problems. Motivated by the recent technological advances in parallel computing architectures, parallel algorithms of large-scale equilibrium problems were developed using the theory of variational inequalities. In the case where the feasible constraint set of a network equilibrium problem can be expressed as a Cartesian product of subsets, the application of variational inequality decomposition algorithms for the parallel computation becomes possible. A new spatial price equilibrium model, which is not based on the path flows, but, rather, on the link flows to allow the decomposition by time periods, was developed and used as a prototype of large-scale network equilibrium problems. The variational inequality formulations were decomposed first by commodities, then by time periods, and, subsequently, by markets. The coarse grain parallel architectures used were the IBM 3090-600E and the IBM 3090-600J at the Cornell Theory Center with six processors each. The maximum speed-ups obtained were 1.93 for two processors, 3.74 for four processors, and 5.15 for six processors. The market subproblems were further decomposed by links, resulting in a fine grain parallel implementation. The Thinking Machine's Connection Machine, CM-2, with 32,768 processors was used for the numerical experimentation. The fine grain parallel algorithm solved input/output matrix problems more than 20 times faster, when compared to the results on the IBM 3090-600J. It is expected that further enhancements to parallel languages and parallel architectures will make even more efficient implementations realizable, and that parallel computing and the theory of variational inequalities can be successfully applied to solve more efficiently other large-scale problems with an underlying network structure, such as traffic equilibrium problems, general economic equilibrium problems, and financial equilibrium problems.
Subject Area
Business administration|Computer science|Industrial engineering
Recommended Citation
Kim, Dae-Shik, "Parallel computation of large-scale network equilibria and variational inequalities" (1992). Doctoral Dissertations Available from Proquest. AAI9233081.
https://scholarworks.umass.edu/dissertations/AAI9233081