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|Title:||Interior-point methods with decomposition for solving large-scale linear programs||Authors:||Zhao, G.Y.||Keywords:||Algorithmic complexity
Large-scale linear programming
|Issue Date:||Jul-1999||Citation:||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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