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The interior point method for LP on parallel computers

  • R. Levkovitz
  • J. Andersen
  • G. Mitra
II Mathematical Programming II.3 Linear Programming And Complementarity
  • 97 Downloads
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 180)

Abstract

In this paper we describe a unified algorithmic framework for the interior point method (IPM) over a range of computer architectures. In the inner iteration of the IPM a search direction is computed using Newton or higher order methods. Computationally this involves solving a sparse symmetric positive definite (SSPD) system of equations. The choice of direct and indirect methods for the solution of this system and the design of data structures to take advantage of coarse grain parallel and massively parallel computer architectures are considered in detail. Finally, we present experimental results of solving NETLIB test problems on examples of these architectures and put forward arguments as to why integration of the system within sparse simplex is important.

Keywords

Interior Point Method Super Node Conjugate Gradient Iteration Zero Structure Elimination Tree 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© International Federation for Information Processing 1992

Authors and Affiliations

  • R. Levkovitz
    • 1
  • J. Andersen
    • 1
  • G. Mitra
    • 1
  1. 1.Brunel - The University Of West LondonU.K.

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