AN INTERIOR POINT METHOD FOR BLOCK ANGULAR OPTIMIZATION

作     者：Schultz, Gary L. Meyer, Robert R. 

作者机构：Univ Wisconsin Dept Comp Sci Madison WI 53706 USA 

出 版 物：《SIAM JOURNAL ON OPTIMIZATION》 (工业与应用数学会最优化杂志)

年 卷 期：1991年第1卷第4期

页      面：583-602页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：National Science Foundation [CCR-8907671] Air Force Office of Scientific Research [89-0410] 

主　　题：large-scale linear programming block angular optimization multicommodity network flow parallel numerical methods interior point methods 

摘      要：An interior point method for block angular optimization is developed and the convergence properties of the method are described. A major motivation for such a method is that most of the computation is easily parallelized. Computational results are presented for a class of large-scale linear programming models. These models are multicommodity flow problems that arise from an Air Force (Military Airlift Command) application and generate problems as large as 100,000 rows and 300,000 columns.