Quadratic regularizations in an interior-point method for primal block-angular problems

Mathematical Programming

Volumn 130, Issue 2, 2011, Pages 415-445

  Castro, Jordi ^a   Cuesta, Jordi ^b  

^a UNIVERSITAT POLITÈCNICA DE CATALUNYA   (Spain)

^b UNIVERSITAT ROVIRA I VIRGILI   (Spain)

Author keywords

Interior point methods; Large scale computational optimization; Multicommodity network flows; Preconditioned conjugate gradient; Primal block angular problems; Regularizations

Indexed keywords

COMPUTATIONAL OPTIMIZATION; INTERIOR-POINT METHOD; MULTICOMMODITY NETWORK FLOW; PRECONDITIONED CONJUGATE GRADIENT; PRIMAL BLOCK-ANGULAR PROBLEMS; REGULARIZATIONS;

MATRIX ALGEBRA;

CONJUGATE GRADIENT METHOD;

EID: 81255172818     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-010-0341-2     Document Type: Article

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