Interior-point algorithms for Dantzig and Wolfe decomposition principle (Q2768066)
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scientific article; zbMATH DE number 1698957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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