An advance in the parallel simplex algorithm for linear programming
The simplex method for linear programming is "the algorithm that runs the world" but, despite the efforts of academic and commercial optimization researchers over the past 30 years, there had been no implementation which usefully exploits parallel computing. However, our recent PhD graduate Qi Huangfu has modified the FICO Xpress simplex solver to exploit multicore desktop architectures using techniques developed during his studies with Julian Hall. This advance is being used in FICO's current advertising and is expected to have commercial impact. For further details, see Qi's blog.