A high performance dual revised simplex solver

Invited Oxford University Computational Mathematics and Applications seminar, Rutherford Appleton Laboratory: 2nd December 2010

J. A. J. Hall, Q. Huangfu and E. Smith


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.

PDF RAL10.pdf