Parallel Interior Point Schemes for Solving Multistage Convex Programming

M. Hegland, M.R. Osborne and J. Sun ()

Annals of Operations Research, 2001, vol. 108, issue 1, 75-85

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. Copyright Kluwer Academic Publishers 2001

Keywords: interior point methods; multistage optimisation; parallel computation (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1016098709653

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