Interior-point methods with decomposition for solving large-scale linear programs (1999) [9 citations — 7 self]
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by Gongyun Zhao
JOTA
http://www.math.nus.sg/~matzgy/papers/ipd.ps
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@ARTICLE{Zhao99interior-pointmethods,author = {Gongyun Zhao},
title = {Interior-point methods with decomposition for solving large-scale linear programs},
journal = {JOTA},
year = {1999},
volume = {102},
pages = {169--192}
}
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Abstract:
This paper deals with an algorithm which incorporates the interior point method into the Dantzig-Wolfe decomposition technique for solving large-scale linear programming problems. At each iteration, the algorithm performs one step of Newton's method to solve a subproblem, obtaining an approximate solution, which is then used to compute an approximate Newton direction to find a new vector of the Lagrange multipliers. We show that the algorithm is globally linearly convergent and has the polynomial-time complexity.
