Interior-point methods with decomposition for solving large-scale linear programs

DOI10.1023/A:1021850714072zbMath0974.90028OpenAlexW1936682102MaRDI QIDQ1306665

Gongyun Zhao

Publication date: 16 December 2001

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021850714072

zbMATH Keywords

Dantzig-Wolfe decompositionalgorithmic complexityinterior-point methodslarge-scale linear programming

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Abstract computational complexity for mathematical programming problems (90C60) Linear programming (90C05) Interior-point methods (90C51) Decomposition methods (49M27)

Related Items (5)

On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems ⋮ Exact optimization for the \(\ell ^{1}\)-compressive sensing problem using a modified Dantzig-Wolfe method ⋮ On the implementation of a log-barrier progressive hedging method for multistage stochastic programs ⋮ A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming ⋮ An interior-point smoothing technique for Lagrangian relaxation in large-scale convex programming†

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