A Parallel Interior Point Method and Its Application to Facility Location Problems

@article{Silva1998API,
  title={A Parallel Interior Point Method and Its Application to Facility Location Problems},
  author={Amal de Silva and David Abramson},
  journal={Comp. Opt. and Appl.},
  year={1998},
  volume={9},
  pages={249-273}
}
We present a parallel interior point algorithm to solve block structured linear programs. This algorithm can solve block diagonal linear programs with both side constraints (common rows) and side variables (common columns). The performance of the algorithm is investigated on uncapacitated, capacitated and stochastic facility location problems. The facility location problems are formulated as mixed integer linear programs. Each subproblem of the branch and bound phase of the MIP is solved using… CONTINUE READING
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