Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method

DOI10.1137/S1064827594272086MaRDI QIDQ4389258zbMATH OpenOpenAlexFDO

Authors Joseph Czyzyk, Robert Fourer, Sanjay Mehrotra

Publication date 12 May 1998

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1064827594272086

zbMATH Keywords

interior-point methodslarge-scale optimizationlinear programmingparallel computation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Numerical algorithms for specific classes of architectures (65Y10) Linear programming (90C05) Large-scale problems in mathematical programming (90C06)

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Cites work

• A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods
• Data Structures and Programming Techniques for the Implementation of Karmarkar's Algorithm
• Highly Parallel Sparse Cholesky Factorization
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• On the Implementation of a Primal-Dual Interior Point Method
• Solving symmetric indefinite systems in an interior-point method for linear programming
• Symmetric indefinite systems for interior point methods
• Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method

Cited in

(11)

• The scheduling of sparse matrix-vector multiplication on a massively parallel DAP computer
• Could we use a million cores to solve an integer program?
• Using massively parallel computations for absolutely precise solution of the linear programming problems
• A primal-dual decomposition algorithm for multistage stochastic convex programming
• scientific article; zbMATH DE number 432998 (Why is no real title available?)
• scientific article; zbMATH DE number 4053344 (Why is no real title available?)
• Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method
• Data-Parallel Implementations of Dense Simplex Methods on the Connection Machine CM-2
• An interior-point trust-funnel algorithm for nonlinear optimization
• Vector processing in simplex and interior methods for linear programming
• Parallel solution of large-scale, block-angular linear programs

Describes a project that uses

Uses Software

• MINOS

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