Skip navigation
Skip navigation

Parallel Interior Point Schemes for Solving Multistage Convex Programming

Hegland, Markus; Osborne, Michael; Sun, Felix Jie

Description

The predictor-corrector interior-point path-following algorithm is promising in solving multistage convex programming problems. Among many other general good features of this algorithm, especially attractive is that the algorithm allows possibility to parallelise the major computations. The dynamic structure of the multistage problems specifies a block-tridiagonal system at each Newton step of the algorithm. A wrap-around permutation is then used to implement the parallel computation for this...[Show more]

CollectionsANU Research Publications
Date published: 2001
Type: Journal article
URI: http://hdl.handle.net/1885/73203
Source: Annals of Operations Research
DOI: 10.1023/A:1016098709653

Download

File Description SizeFormat Image
01_Hegland_Parallel_Interior_Point_2001.pdf91.15 kBAdobe PDF    Request a copy
02_Hegland_Parallel_Interior_Point_2001.pdf91.15 kBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  20 July 2017/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator