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Parallel interior-point solver for structured linear programs

Abstract.

 Issues of implementation of an object-oriented library for parallel interior-point methods are addressed. The solver can easily exploit any special structure of the underlying optimization problem. In particular, it allows a nested embedding of structures and by this means very complicated real-life optimization problems can be modelled. The efficiency of the solver is illustrated on several problems arising in the optimization of networks. The sequential implementation outperforms the state-of-the-art commercial optimization software. The parallel implementation achieves speed-ups of about 3.1-3.9 on 4-processors parallel systems and speed-ups of about 10-12 on 16-processors parallel systems.

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Received: December 4, 2000 / Accepted: January 2003 Published online: April 10, 2003

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ID="⋆" Supported by the Engineering and Physical Sciences Research Council of UK, EPSRC grant GR/M68169.

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Gondzio, J., Sarkissian, R. Parallel interior-point solver for structured linear programs. Math. Program., Ser. A 96, 561–584 (2003). https://doi.org/10.1007/s10107-003-0379-5

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  • DOI: https://doi.org/10.1007/s10107-003-0379-5

Keywords

  • Special Structure
  • Parallel Implementation
  • Parallel System
  • Optimization Software
  • Sequential Implementation