Geodesic
On generator of random problems for linear programming on cluster computing systems
Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ Vyčislitelʹnaâ matematika i informatika, Tome 10 (2021) no. 2, pp. 38-52

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The article presents and evaluates a scalable FRaGenLP algorithm for generating random linear programming problems of large dimension $n$ on cluster computing systems. To ensure the consistency of the problem and the boundedness of the feasible region, the constraint system includes $2n+1$ standard inequalities, called support inequalities. New random inequalities are generated and added to the system in a manner that ensures the consistency of the constraints. Furthermore, the algorithm uses two likeness metrics to prevent the addition of a new random inequality that is similar to one already present in the constraint system. The algorithm also rejects random inequalities that cannot affect the solution of the linear programming problem bounded by the support inequalities. The parallel implementation of the FRaGenLP algorithm is performed in C++ through the parallel BSF-skeleton, which encapsulates all aspects related to the MPI-based parallelization of the program. We provide the results of large-scale computational experiments on a cluster computing system to study the scalability of the FRaGenLP algorithm.
Keywords: random linear programming problem, problem generator, cluster computing systems, BSF-skeleton.
Mots-clés : FRaGenLP 
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     author = {L. B. Sokolinsky and I. M. Sokolinskaya},
     title = {On generator of random problems for linear programming on cluster computing systems},
     journal = {Vestnik \^U\v{z}no-Uralʹskogo gosudarstvennogo universiteta. Seri\^a Vy\v{c}islitelʹna\^a matematika i informatika},
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     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VYURV_2021_10_2_a2/}
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L. B. Sokolinsky; I. M. Sokolinskaya. On generator of random problems for linear programming on cluster computing systems. Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ Vyčislitelʹnaâ matematika i informatika, Tome 10 (2021) no. 2, pp. 38-52. http://geodesic.mathdoc.fr/item/VYURV_2021_10_2_a2/