Parallel Interior Point Schemes for Solving Multistage Convex Programming

被引：0
作者：
M. Hegland
M.R. Osborne
J. Sun
机构：
[1] Australian National University,Centre for Mathematics and its Applications
[2] National University of Singapore,Singapore
来源：
Annals of Operations Research | 2001年 / 108卷
关键词：
interior point methods; multistage optimisation; parallel computation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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 step.
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页码：75 / 85
页数：10
相关论文
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