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Using an interior point method for the master problem in a decomposition approach

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  • Gondzio, J.
  • Sarkissian, R.
  • Vial, J.-P.

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  • Gondzio, J. & Sarkissian, R. & Vial, J.-P., 1997. "Using an interior point method for the master problem in a decomposition approach," European Journal of Operational Research, Elsevier, vol. 101(3), pages 577-587, September.
    • Handle: RePEc:eee:ejores:v:101:y:1997:i:3:p:577-587
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    1. John R. Birge & Liqun Qi, 1988. "Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming," Management Science, INFORMS, vol. 34(12), pages 1472-1479, December.
    2. James K. Hurd & Frederic H. Murphy, 1992. "Exploiting Special Structure in Primal Dual Interior Point Methods," INFORMS Journal on Computing, INFORMS, vol. 4(1), pages 38-44, February.
    3. Goffin, J. -L. & Haurie, A. & Vial, J. -Ph. & Zhu, D. L., 1993. "Using central prices in the decomposition of linear programs," European Journal of Operational Research, Elsevier, vol. 64(3), pages 393-409, February.
    4. de GHELLINCK, Guy & VIAL, Jean-Philippe, 1986. "A polynomial Newton method for linear programming," LIDAM Reprints CORE 724, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. J. L. Goffin & A. Haurie & J. P. Vial, 1992. "Decomposition and Nondifferentiable Optimization with the Projective Algorithm," Management Science, INFORMS, vol. 38(2), pages 284-302, February.
    6. de GHELLI NCK, G. & VIAL, J.-Ph., 1986. "A polynomial Newton method for linear programming," LIDAM Discussion Papers CORE 1986014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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    Cited by:

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    2. Enrico Bettiol & Lucas Létocart & Francesco Rinaldi & Emiliano Traversi, 2020. "A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs," Computational Optimization and Applications, Springer, vol. 75(2), pages 321-360, March.
    3. Krzysztof C. Kiwiel & Torbjörn Larsson & P. O. Lindberg, 2007. "Lagrangian Relaxation via Ballstep Subgradient Methods," Mathematics of Operations Research, INFORMS, vol. 32(3), pages 669-686, August.
    4. Rong, Aiying & Lahdelma, Risto & Luh, Peter B., 2008. "Lagrangian relaxation based algorithm for trigeneration planning with storages," European Journal of Operational Research, Elsevier, vol. 188(1), pages 240-257, July.
    5. Yu-Wei An & Hong-Sen Yan, 2016. "Lagrangean relaxation approach to joint optimization for production planning and scheduling of synchronous assembly lines," International Journal of Production Research, Taylor & Francis Journals, vol. 54(22), pages 6718-6735, November.
    6. A. Ouorou & P. Mahey & J.-Ph. Vial, 2000. "A Survey of Algorithms for Convex Multicommodity Flow Problems," Management Science, INFORMS, vol. 46(1), pages 126-147, January.

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