Please use this identifier to cite or link to this item: https://doi.org/10.1023/A:1016098709653
Title: Parallel Interior Point Schemes for Solving Multistage Convex Programming
Authors: Hegland, M.
Osborne, M.R.
Sun, J. 
Keywords: Interior point methods
Multistage optimisation
Parallel computation
Issue Date: 2001
Source: Hegland, M., Osborne, M.R., Sun, J. (2001). Parallel Interior Point Schemes for Solving Multistage Convex Programming. Annals of Operations Research 108 (1-4) : 75-85. ScholarBank@NUS Repository. https://doi.org/10.1023/A:1016098709653
Abstract: The predictor-corrector interior-point path-following algorithm is promising in solving multistage convex programming problems. Among many other general good features of this algorithm, especially attractive is that the algorithm allows possibility to parallelise the major computations. The dynamic structure of the multistage problems specifies a block-tridiagonal system at each Newton step of the algorithm. A wrap-around permutation is then used to implement the parallel computation for this step.
Source Title: Annals of Operations Research
URI: http://scholarbank.nus.edu.sg/handle/10635/44918
ISSN: 02545330
DOI: 10.1023/A:1016098709653
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