Geodesic
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

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{ZVMMF_2009_49_8_a2,
     author = {V. A. Garanzha and A. I. Golikov and Yu. G. Evtushenko and M. Kh. Nguen},
     title = {Parallel implementation of {Newton's} method for solving large-scale linear programs},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1369--1384},
     publisher = {mathdoc},
     volume = {49},
     number = {8},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_8_a2/}
}
TY  - JOUR
AU  - V. A. Garanzha
AU  - A. I. Golikov
AU  - Yu. G. Evtushenko
AU  - M. Kh. Nguen
TI  - Parallel implementation of Newton's method for solving large-scale linear programs
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2009
SP  - 1369
EP  - 1384
VL  - 49
IS  - 8
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_8_a2/
LA  - ru
ID  - ZVMMF_2009_49_8_a2
ER  - 
%0 Journal Article
%A V. A. Garanzha
%A A. I. Golikov
%A Yu. G. Evtushenko
%A M. Kh. Nguen
%T Parallel implementation of Newton's method for solving large-scale linear programs
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2009
%P 1369-1384
%V 49
%N 8
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_8_a2/
%G ru
%F ZVMMF_2009_49_8_a2
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/