Julian Hall (University of Edinburgh)

A high performance dual revised simplex solver
Wednesday 1 December 2010 at 15.30, JCMB 6206

Abstract

Implementations of the revised simplex method for solving large scale sparse linear programming (LP) problems are highly efficient for single-core architectures. This talk will discuss the limitations of the underlying techniques in the context of modern multi-core architectures, in particular with respect to memory access. Novel techniques for implementing the dual revised simplex method will be introduced, and their use in developing a dual revised simplex solver for multi-core architectures will be described.

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