title: Parallel interior point schemes for solving multistage convex programming
abstract: 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 the 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
keyphrases: parallel interior point schemes multistage convex programming predictor-corrector interior-point path-following algorithm dynamic structure block-tridiagonal system Newton step wrap-around permutation parallel computation