Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/103437
Title: Interior-point methods with decomposition for solving large-scale linear programs
Authors: Zhao, G.Y. 
Keywords: Algorithmic complexity
Dantzig-Wolfe decomposition
Interior-point methods
Large-scale linear programming
Issue Date: Jul-1999
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
URI: http://scholarbank.nus.edu.sg/handle/10635/103437
ISSN: 00223239
Appears in Collections:Staff Publications

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