A Fast Interior Point Method on a Class of Linear Programming Problems with Block Angular Structure

Abstract

Linear programming problems are widely used. The problems such as optimal operating problems have block angular structure. It is expected that the block iterative method can reduce the computational time by utilizing the typical structure. In this paper, a new method which utilizes the predictor-corrector method and the block iterative method is proposed. By numerical experiments, it is shown that the new method is effective and that the computational time of the new method is reduced to about half of the conventional method.