Using an interior point method for the master problem in a decomposition approach

DOI10.1016/S0377-2217(96)00182-8zbMath0916.90220WikidataQ126382742 ScholiaQ126382742MaRDI QIDQ1278995

Jacek Gondzio, Jean-Philippe Vial, Robert Sarkissian

Publication date: 21 July 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

decomposition; interior point method; analytic center cutting plane method; large scale nonlinear multicommodity network flow problems

Mathematics Subject Classification ID

90C35: Programming involving graphs or networks

90C25: Convex programming

90C06: Large-scale problems in mathematical programming

Related Items

Generating random points (or vectors) controlling the percentage of them that are extreme in their convex (or positive) hull, Lagrangian relaxation based algorithm for trigeneration planning with storages

Uses Software

• CHFACT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Using central prices in the decomposition of linear programs
• A new polynomial-time algorithm for linear programming
• A polynomial Newton method for linear programming
• Partitioning procedures for solving mixed-variables programming problems
• Multicommodity network flows: The impact of formulation on decomposition
• Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
• Exploiting special structure in a primal-dual path-following algorithm
• Multiple centrality corrections in a primal-dual method for linear programming
• Primal-dual target-following algorithms for linear programming
• Two-Metric Projection Methods for Constrained Optimization
• The Cutting-Plane Method for Solving Convex Programs
• The Decomposition Algorithm for Linear Programs
• Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
• The Evolution of the Minimum Degree Ordering Algorithm
• Implementing cholesky factorization for interior point methods of linear programming
• Exploiting Special Structure in Primal Dual Interior Point Methods
• Decomposition and Nondifferentiable Optimization with the Projective Algorithm
• Path-Following Methods for Linear Programming
• A central cutting plane algorithm for the convex programming problem
• Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art