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  Communicated by P. Tseng

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by G. Y. Zhao
http://www.math.nus.edu.sg/~matzgy/papers/ipd.ps
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Abstract:

Abstract: This paper deals with an algorithm incorporating the interior point method into the Dantzig-Wolfe decomposition technique for solving large-scale linear programming problems. The algorithm decomposes a linear program into a main problem and a subproblem. The subproblem is solved approximately. Hence, inexact Newton directions are used in solving the main problem. We show that the algorithm is globally linearly convergent and has polynomial-time complexity. Key Words: Large-scale linear programming, interior point methods, Dantzig-Wolfe decomposition, algorithmic complexity.

Citations

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