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Parallel Interior Point Schemes for Solving Multistage Convex Programming

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


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
Source: Annals of Operations Research
DOI: 10.1023/A:1016098709653


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