Primal-Dual interior point method for multicommodity network flows with side constraints and comparison with alternative methods

J. Castro and N. Nabona

The document presents a primal-dual interior point specialization for the solution of large multicommodity network flows problems. The method exploits the structure of the problem using both a Cholesky factorization and a preconditioned conjugate gradient solver. The algorithm has been implemented for the case of pure multicommodity problems (without side constraints) and some computational results are presented, comparing the performance of the code with alternative ones.

There is a preliminary (and not robust) version of the code available for research purposes at: To obtain the code read the INDEX file in that directory.