Skip to main content

A High Performance Dual Revised Simplex Solver

  • Conference paper

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 7203))

Abstract

When solving families of related linear programming (LP) problems and many classes of single LP problems, the simplex method is the preferred computational technique. Hitherto there has been no efficient parallel implementation of the simplex method that gives good speed-up on general, large sparse LP problems. This paper presents a variant of the dual simplex method and a prototype parallelisation scheme. The resulting implementation, ParISS, is efficient when run in serial and offers modest speed-up for a range of LP test problems.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Bixby, R.E., Martin, A.: Parallelizing the dual simplex method. INFORMS Journal on Computing 12, 45–56 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  2. Carolan, W.J., Hill, J.E., Kennington, J.L., Niemi, S., Wichmann, S.J.: An empirical evaluation of the KORBX algorithms for military airlift applications. Operations Research 38, 240–248 (1990)

    Article  Google Scholar 

  3. Dantzig, G.B., Orchard-Hays, W.: The product form for the inverse in the simplex method. Math. Comp. 8, 64–67 (1954)

    Article  MathSciNet  MATH  Google Scholar 

  4. Forrest, J.J.H., Goldfarb, D.: Steepest-edge simplex algorithms for linear programming. Mathematical Programming 57, 341–374 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  5. Forrest, J.J.H., Tomlin, J.A.: Vector processing in the simplex and interior methods for linear programming. Annals of Operations Research 22, 71–100 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  6. Gay, D.M.: Electronic mail distribution of linear programming test problems. Mathematical Programming Society COAL Newsletter 13, 10–12 (1985)

    Google Scholar 

  7. Hall, J.A.J.: Towards a practical parallelisation of the simplex method. Computational Management Science 7, 139–170 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  8. Hall, J.A.J., McKinnon, K.I.M.: PARSMI, a Parallel Revised Simplex Algorithm Incorporating Minor Iterations and Devex Pricing, in Applied Parallel Computing. In: Madsen, K., Olesen, D., Waśniewski, J., Dongarra, J. (eds.) PARA 1996. LNCS, vol. 1184, pp. 67–76. Springer, Heidelberg (1996)

    Chapter  Google Scholar 

  9. Hall, J.A.J., McKinnon, K.I.M.: ASYNPLEX, an asynchronous parallel revised simplex method algorithm. Annals of Operations Research 81, 27–49 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  10. Hall, J.A.J., McKinnon, K.I.M.: Hyper-sparsity in the revised simplex method and how to exploit it. Computational Optimization and Applications 32, 259–283 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  11. Koberstein, A.: Progress in the dual simplex algorithm for solving large scale LP problems: techniques for a fast and stable implementation. Computational Optimization and Applications 41, 185–204 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  12. Koberstein, A., Suhl, U.H.: Progress in the dual simplex method for large scale LP problems: practical dual phase 1 algorithms. Computational Optimization and Applications 37, 49–65 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  13. Lougee-Heimer, R., et al.: The COIN-OR initiative: Open source accelerates operations research progress. ORMS Today 28, 20–22 (2001)

    Google Scholar 

  14. Orchard-Hays, W.: Advanced Linear programming computing techniques. McGraw-Hill, New York (1968)

    Google Scholar 

  15. Rosander, R.R.: Multiple pricing and suboptimization in dual linear programming algorithms. Mathematical Programming Study 4, 108–117 (1975)

    Article  MathSciNet  Google Scholar 

  16. Shu, W.: Parallel implementation of a sparse simplex algorithm on MIMD distributed memory computers. Journal of Parallel and Distributed Computing 31, 25–40 (1995)

    Article  Google Scholar 

  17. Suhl, U.H., Suhl, L.M.: Computing sparse LU factorizations for large-scale linear programming bases. ORSA Journal on Computing 2, 325–335 (1990)

    Article  MATH  Google Scholar 

  18. Tomlin, J.A.: Pivoting for size and sparsity in linear programming inversion routines. J. Inst. Maths. Applics. 10, 289–295 (1972)

    Article  MathSciNet  MATH  Google Scholar 

  19. Wunderling, R.: Paralleler und objektorientierter simplex, Tech. Report TR-96-09, Konrad-Zuse-Zentrum für Informationstechnik Berlin (1996)

    Google Scholar 

  20. Wunderling, R.: Parallelizing the simplex algorithm. ILAY Workshop on Linear Algebra in Optimzation, Albi (April 1996)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Hall, J., Huangfu, Q. (2012). A High Performance Dual Revised Simplex Solver. In: Wyrzykowski, R., Dongarra, J., Karczewski, K., Waśniewski, J. (eds) Parallel Processing and Applied Mathematics. PPAM 2011. Lecture Notes in Computer Science, vol 7203. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-31464-3_15

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-31464-3_15

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-31463-6

  • Online ISBN: 978-3-642-31464-3

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics