Parallel Interior Point Solver for Structured Linear Programs

Technical Report MS 00-025

J. Gondzio and R. Sarkissian

Issues of implementation of the object-oriented library for parallel interior point methods are addressed. The solver can easily exploit any special structure of the underlying optimization problem. In particular, it allows a nested embedding of structures and by this means very complicated real-life optimization problems can be modelled. The efficiency of the solver is illustrated on several problems arising in the optimization of networks. The sequential implementation outperforms the state-of-the-art commercial optimization software. The parallel implementation achieves speed-ups of about 3.1-3.9 on 4-processors parallel systems and speed-ups of about 10-12 on 16-processors parallel systems.

Key words: Interior Point Methods, Parallel Computing, Object-Oriented Programming.

PDF MS00025.pdf.

Written: December 4, 2000, revised February 2, 2002 and November 17, 2002.
Published: Mathematical Programming 96(2003) No 3, 561-584.
Related Software:
OOPS Object-Oriented Parallel Solver.