Support Discovery With Iteratively Reweighted Least Squares for Fixed-Charge Network Flow
The fixed-charge network flow problem (FCNFP) couples continuous flow allocation with discrete arc-activation decisions, making it a canonical but computationally challenging model for a variety of network design and resource allocation problems. Exact mixed-integer linear programming formulations capture the fixed-charge structure faithfully, but often become difficult to solve on large networks. We propose a scalable continuous-optimization algorithm for large-scale single-commodity FCNFP based on an iteratively reweighted least-squares (IRLS) framework. The method replaces the discontinuous fixed-charge and linear arc cost objective with a smooth nonconvex Lasry--Lions surrogate and so...
| Authors | Sindura Saraswathi, Christian Kümmerle |
|---|---|
| Primary category | math.OC |
| Published | 8 September 2026 |
| Last updated at source | 8 September 2026 |
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