Parallel implementation of Newton's method for solving large-scale linear programs
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 8, pp. 1369-1384 Cet article a éte moissonné depuis la source Math-Net.Ru

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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.
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V. A. Garanzha; A. I. Golikov; Yu. G. Evtushenko; M. Kh. Nguen. Parallel implementation of Newton's method for solving large-scale linear programs. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 8, pp. 1369-1384. http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_8_a2/

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