Interior Point Methods with Decomposition for Solving Large Scale Linear Programs
نویسندگان
چکیده
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 subprob-lem. 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.
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Interior Point Methods With Decomposition For Linear Programs
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