Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0767.90047
Mulvey, John M.; Ruszczyński, Andrzej
A diagonal quadratic approximation method for large scale linear programs. (English)
[J] Oper. Res. Lett. 12, No.4, 205-215 (1992). ISSN 0167-6377

Summary: An augmented Lagrangian method is proposed for handling the common rows in large scale linear programming problems with block-diagonal structure and linking constraints. Using a diagonal quadratic approximation of the augmented Lagrangian one obtains subproblems that can be readily solved in parallel by a nonlinear primal-dual barrier method for convex separable programs. The combined augmented Lagrangian/barrier method applies in a natural way to stochastic programming and multicommodity networks.

MSC 2000:: *90C05 Linear programming
90C06 Large-scale problems
90-08 Computational methods (optimization)
90C15 Stochastic programming

Keywords: augmented Lagrangian method; large scale linear programming; block- diagonal structure; linking constraints; diagonal quadratic approximation; augmented Lagrangian; nonlinear primal-dual barrier method; convex separable programs; multicommodity networks

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]