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

MaRDI QIDQ1312935zbMATH OpenFDO

Authors Ziluan Wei

Publication date 7 February 1994

Published in Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

block diagonal linear programmingdecomposition principlefeasible search directionsinterior point methods

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51)

Review text

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.

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• Warm start and \(\varepsilon\)-subgradients in a cutting plane scheme for block-angular linear programs
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