Parallel Interior Point Solver for Structured Linear Programs
作者： Jacek Gondzio , Robert Sarkissian
DOI: 10.1007/S10107-003-0379-5
关键词: Mathematical optimization 、 Linear programming 、 Software 、 Interior point method 、 Numerical analysis 、 Solver 、 Parallel algorithm 、 Embedding 、 Parallel computing 、 Optimization problem 、 Mathematics
摘要: Issues of implementation an object-oriented library for parallel interior-point methods are addressed. The solver can easily exploit any special structure the underlying optimization problem. In particular, it allows a nested embedding structures and by this means very complicated real-life problems be modelled. efficiency is illustrated on several arising in networks. sequential outperforms state-of-the-art commercial software. achieves speed-ups about 3.1-3.9 4-processors systems 10-12 16-processors systems.
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