A parallel interior-point algorithm for linear programming on a shared memory machine

Erling D. Andersen () and Knud D. Andersen ()
Additional contact information
Erling D. Andersen: Department of Management, Odense University, Odense
Knud D. Andersen: Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium

No 1998008, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: The XPRESS interior point optimizer is an “industrial strength” code for solution of large-scale sparse linear programs. The purpose of the present paper is to discuss how the XPRESS interior point optimizer has been parallelized for a Silicon Graphics multi processor computer. The ma jor computational task, performed in each iteration of the interior-point method implemented in the XPRESS interior point optimizer is the solution of a symmetric and positive definite system of linear equations. Therefore, parallelization of the Cholesky decomposition and the triangular solve procedure are discussed in detail. Finally, computational results are presented to demonstrate the parallel efficiency of the optimizer. It should be emphasized that the methods discussed can be applied to the solution of large-scale sparse linear least squares problems

Keywords: linear programming; interior-point methods; parallel computing. (search for similar items in EconPapers)
Date: 1998-01-01
References: Add references at CitEc
Citations:

Downloads: (external link)
https://sites.uclouvain.be/core/publications/coredp/coredp1998.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1998008

Access Statistics for this paper

More papers in LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Alain GILLIS ().