A diagonal quadratic approximation method for large scale linear programs

DOI10.1016/0167-6377(92)90046-6zbMath0767.90047OpenAlexW1973615364MaRDI QIDQ1200793

John M. Mulvey, Ruszczyński, Andrzej

Publication date: 16 January 1993

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(92)90046-6

zbMATH Keywords

augmented Lagrangian methodconvex separable programsaugmented Lagrangianlinking constraintsdiagonal quadratic approximationmulticommodity networksblock- diagonal structurelarge scale linear programmingnonlinear primal-dual barrier method

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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• An augmented Lagrangian decomposition method for block diagonal linear programming problems
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Further Development of a Primal-Dual Interior Point Method
• Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure

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