Please use this identifier to cite or link to this item:
|Title:||Interior-point methods with decomposition for solving large-scale linear programs|
Large-scale linear programming
|Source:||Zhao, G.Y. (1999-07). Interior-point methods with decomposition for solving large-scale linear programs. Journal of Optimization Theory and Applications 102 (1) : 169-192. ScholarBank@NUS Repository.|
|Abstract:||This paper deals with an algorithm incorporating the interior-point method into the Dantszig-Wolfe decomposition technique for solving large-scale linear programming problems. The algorithm decomposes a linear program into a main problem and a subproblem. The subproblem is solved approximately. Hence, inexact Newton directions are used in solving the main problem. We show that the algorithm is globally linearly convergent and has polynomial-time complexity.|
|Source Title:||Journal of Optimization Theory and Applications|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Feb 23, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.