The decomposition principle and algorithms for linear programs under interior point method. I, II (Q1312935)

A decomposition principle, similar to Dantzig-Wolfe decomposition, is developed for generating feasible search directions in interior point methods. In particular, block diagonal linear programming problems are considered. The first part of the paper describes the resulting interior point decomposition algorithm. In the second part, convergence to an optimal solution is proved under certain nondegeneracy, existence, uniqueness and boundedness conditions.