.png){kind=icon}
.png){kind=icon}
Return
Using an interior point method for the master problem in a decomposition approach
.png){kind=icon}
PRE
AI
DOI：10.1016/S0377-2217(96)00182-8.png)
.png){kind=icon}
Original request for help.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
We addres some of the issues that arise when an interior point method is used to handle the master problem in a decomposition approach, The main points concern the efficient exploitation of the special structure of the master problem to reduce the cost of a single interior point iteration. The particular structure is the presence of GUB constraints and the natural partitioning of the constraint matrix into blocks built of cuts generated by different subproblems, The method can be used in a fairly general case, i.e., in any decomposition approach whenever the master is solved by an interior point method in which the normal equations are used to compute orthogonal projections. Computational results demonstrate its advantages for one particular decomposition. approach: Analytic Center Cutting Plane Method (ACCPM) is applied to solve large scale nonlinear multicommodity network flow problems (up to 5000 arcs and 10000 commodities), (C) 1997 Elsevier Science B.V.
Keywords:
convex programming
interior point methods
cutting plane methods
linear programming
network optimization
AI Summary
Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.
Journal
IF:
6
Papers:
2.2W
Citations:
6.4W
Organization
No organization information available