Warm Start and E-Subgradients in Cutting Plane Scheme for Block-Angular Linear Programs

J. Gondzio and J.-P. Vial

Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve-

Abstract: This paper addresses the issues involved with an interior point-based decomposition applied to the solution of linear programs with a block-angular structure. Unlike classicla decomposition schemes that use the simplex method to solve subproblems, the approach presented in this paper employs a primal-dual infeasible interior point method. The above-mentioned algorithm offers a perfect measure of the distance to optimality, which is exploited to terminate the algorithm earlier and to generate E-subgradients.

Keywords: MATHEMATICS (search for similar items in EconPapers)
JEL-codes: C61 (search for similar items in EconPapers)
Pages: 21 pages
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:97.23

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