A diagonal quadratic approximation method for large scale linear programs
Publication:1200793
DOI10.1016/0167-6377(92)90046-6zbMath0767.90047MaRDI QIDQ1200793
Ruszczyński, Andrzej, John M. Mulvey
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
augmented Lagrangian method; convex separable programs; augmented Lagrangian; linking constraints; diagonal quadratic approximation; multicommodity networks; block- diagonal structure; large scale linear programming; nonlinear primal-dual barrier method
90C06: Large-scale problems in mathematical programming
90C05: Linear programming
90C15: Stochastic programming
90-08: Computational methods for problems pertaining to operations research and mathematical programming
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