SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER

DOI10.1080/10637199408915470zbMATH Open1049.65537OpenAlexW2109037403MaRDI QIDQ4820060FDOQ4820060

Authors Hjálmtŕ Hafsteinsson, Roni Levkovitz, Gautam Mitra

Publication date 6 October 2004

Published in Parallel Algorithms and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10637199408915470

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05)

Cites work

• scientific article; zbMATH DE number 194668 (Why is no real title available?)
• Efficient Sparse Cholesky Factorization on a Massively Parallel SIMD Computer
• Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
• Implementing interior point linear programming methods in the Optimization Subroutine Library
• On the Implementation of a Primal-Dual Interior Point Method
• Splitting dense columns in sparse linear systems

Cited in

(3)

• The role of the augmented system in interior point methods
• Regularization techniques in interior point methods
• Performance analysis of a parallel Dantzig-Wolfe decomposition algorithm for linear programming.

Describes a project that uses

Uses Software

• KORBX
• symrcm

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