Interior-Point Methods with Decomposition for Solving Large-Scale Linear Programs

G. Y. Zhao
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G. Y. Zhao: National University of Singapore

Journal of Optimization Theory and Applications, 1999, vol. 102, issue 1, No 11, 169-192

Abstract: Abstract This paper deals with an algorithm incorporating the interior-point method into the Dantzig–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.

Keywords: Large-scale linear programming; interior-point methods; Dantzig–Wolfe decomposition; algorithmic complexity (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021850714072

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