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Interior-point algorithms for Dantzig and Wolfe decomposition principle - MaRDI portal

Interior-point algorithms for Dantzig and Wolfe decomposition principle (Q2768066)

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scientific article; zbMATH DE number 1698957
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Interior-point algorithms for Dantzig and Wolfe decomposition principle
scientific article; zbMATH DE number 1698957

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    10 October 2002
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    large-scale problem
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    interior point
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    analytic center
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    cutting plane
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    Interior-point algorithms for Dantzig and Wolfe decomposition principle (English)
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    The authors present algorithms to solve the problem originated from the application of the Dantzig and Wolfe decomposition principle to linear programming problems. One algorithm requires the sub-problems completely solved at each iteration and the other uses sub-optimal solutions. Also, is presented a two-cut approach to save the excessive computation time in the restarting phase.NEWLINENEWLINEFor the entire collection see [Zbl 0968.00020].
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