UNIGE document Report
previous document  unige:5910  next document
add to browser collection

Warm Start and -Subgradients in Cutting Plane Scheme for Block-Angular Linear Programs

Year 1997
Collection Cahiers de recherche; 1997.23
Abstract This paper addresses the issues involved with an interior point-based decomposition applied to the solution of linear programs with a block-angular structure. Unlike classical decomposition schemes that use the simplex method to solve subproblems, the approach presented in this paper employs a primal-dual infeasible interior point method. The above-mentioned algorithm offers a perfect measure of the distance to optimality, which is exploited to terminate the algorithm earlier (with a rather losse optimality tolerance) and to generate -subgradients. In the decomposition scheme, subproblems are sequentially solved for varying objective functions. It is essential to be eable to exploit the optimal solution of the previous problem when solving a subsequent one (with a modified objective). A warm start routine is described that deals with this problem. The proposed approach has been implemented within the context of two optimization codes freely available for research use: the Analytic Center Cutting Plane Method (ACCPM) - interior point based decomposition algorithm and the Higher Order Primal-Dual Method (HOPDM) - general purpose interior point LP solver. Computational results are given to illustrate the potential advantages of the approach applied to the solution of very large structured linear programs
Full text
This document has no fulltext available yet, but you can contact its author by using the form below.
(ISO format)
GONDZIO, Jacek, VIAL, Jean-Philippe. Warm Start and -Subgradients in Cutting Plane Scheme for Block-Angular Linear Programs. 1997 https://archive-ouverte.unige.ch/unige:5910

339 hits

0 download


Deposited on : 2010-04-15

Export document
Format :
Citation style :