A diagonal quadratic approximation method for large scale linear programs

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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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