A Pivot And Probe Algorithm(PARA) for Network Optimization

This paper discusses a new algorithm, the PAPANET (Pivot And Probe Algorithm for NETwork optimization), for solving linear, capacitated linear network flow problem (NPs), PAPANET is a variation and specialization of the Pivot And Probe Algorithm (PAPA) developed by Sethi and Thompson, published in 1983-1984. PAPANET first solves an initial relaxed NP (RNP) with all the nodes from the original problem and a limited set of arcs (possibly all the artificial and slack arcs). From the arcs not considered in the current relaxation, we PROBE to identify candidate arcs that violate the current solution's dual constraints maximally. Candidate arcs are added to the RNP, and this new RNP is solved to optimality. This candidate pricing procedure and pivoting continue until all the candidate arcs price unfavorably and all of the dual constraints corresponding to the other, so-called noncandidate arcs, are satisfied. The implementation of PAPANET requires significantly fewer arcs and less solution CPU time than is required by the standard network simplex method implementation upon which it is based. Computational tests on randomly generated NPs indicate that our PAPANET implementation requires up to 40-50% fewer pivots and 30-40% less solution CPU time than is required by the comparable standard network simplex implementation from which it is derived.