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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 8, Pages 1369–1384 (Mi zvmmf4732)  
This article is cited in 19 scientific papers (total in 19 papers)

Parallel implementation of Newton's method for solving large-scale linear programs

V. A. Garanzha, A. I. Golikov, Yu. G. Evtushenko, M. Kh. Nguen

Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia
Full-text PDF (2254 kB) Citations (19)
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Abstract: Parallel versions of a method based on reducing a linear program (LP) to an unconstrained maximization of a concave differentiable piecewise quadratic function are proposed. The maximization problem is solved using the generalized Newton method. The parallel method is implemented in C using the MPI library for interprocessor data exchange. Computations were performed on the parallel cluster MVC-6000IM. Large-scale LPs with several millions of variables and several hundreds of thousands of constraints were solved. Results of uniprocessor and multiprocessor computations are presented.
Key words: linear programming, generalized Newton's method, unconstrained optimization, parallel computations.
Received: 24.02.2009
English version:
Computational Mathematics and Mathematical Physics, 2009, Volume 49, Issue 8, Pages 1303–1317
DOI: https://doi.org/10.1134/S096554250908003X
Bibliographic databases:
Document Type: Article
UDC: 519.658
Language: Russian
Citation: V. A. Garanzha, A. I. Golikov, Yu. G. Evtushenko, M. Kh. Nguen, “Parallel implementation of Newton's method for solving large-scale linear programs”, Zh. Vychisl. Mat. Mat. Fiz., 49:8 (2009), 1369–1384; Comput. Math. Math. Phys., 49:8 (2009), 1303–1317
Citation in format AMSBIB
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    • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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