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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/2592

Title: Adapting the interior point method for the solution of LPs on serial, coarse grain parallel and massively parallel computers
Authors: Andersen, J
Levkovitz, R
Mitra, G
Tamiz, M
Publication Date: 1990
Publisher: Brunel University
Citation: Maths Technical Papers (Brunel University). January 1990, pp 1-27
Series/Report no.: ;TR/01/90
Abstract: In this paper we describe a unified scheme for implementing an interior point algorithm (IPM) over a range of computer architectures. In the inner iteration of the IPM a search direction is computed using Newton's method. 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 serial, coarse grain parallel and massively parallel computer architectures, are considered in detail. We put forward arguments as to why integration of the system within a sparse simplex solver is important and outline how the system is designed to achieve this integration.
URI: http://bura.brunel.ac.uk/handle/2438/2592
Appears in Collections:Mathematics Technical Papers

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