http://worldcat.org/entity/work/id/37836703

An interior point method for bordered block diagonal linear programs

Abstract: "This paper presents an interior point method for solving a bordered block diagonal linear program which consists of a number of disjoint blocks, coupled by a total of p variables and constraints. This structure includes the well-known block-angular and dual block-angular structures, as well as their special cases, such as staircase problems, generalized bounds and multicommodity flows. When p is small relative to the total dimension the problem [sic], the method achieves a substantial speed-up relative to other general-purpose methods."

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