Abstract
We discuss the application of vector processing to various phases of simplex and interior point methods for linear programming. Preliminary computational results of experiments on the IBM 3090 vector facility will be presented.
Similar content being viewed by others
References
I. Adler, M.G.C. Resende and G. Veiga, An implementation of Karmarkar's algorithm for linear programming, Report ORC 86-8, Dept. of IE/OR, University of California, Berkeley, CA (1986).
I. Adler, N. Karmarkar, M.G.C. Resende and G. Veiga, Data structures and programming techniques for the implementation of Karmarkar's algorithm, Technical Report, Dept. of IE/OR, University of California, Berkeley, CA (1987).
C.C. Ashcraft, R.G. Grimes, J.G. Lewis, B.W. Peyton and H.D. Simon, Progress in sparse matrix methods for large linear systems on vector supercomputers, Int. J. Supercomputer Appl. 1(1987)10–30.
E.M.L. Beale, Advanced algorithmic features for general mathematical programming systems, in:Integer and Nonlinear Programming, ed. J. Abadie (North-Holland, Amsterdam, 1970) pp. 119–137.
M. Benichou, J.M. Gauthier, G. Hentges and G. Ribière, The efficient solution of large-scale linear programming problems — some algorithmic techniques and computational results, Math. Progr. 13(1977)280–322.
W. Buchholz, The IBM System/370 vector architecture, IBM Systems J. 25(1986)51–62.
D. Carstens, Parallel processing for large scale linear programming and other application programs, Paper presented at the ORSA/TIMS Joint National Meeting, Los Angeles, CA (1978).
R.S. Clark and T.L. Wilson, Vector system performance of the IBM 3090, IBM System J. 25(1986)63–82.
G.B. Dantzig,Linear Programming and Extensions (Princeton University Press, Princeton, NJ, 1963).
J.J. Dongarra, Designing algorithms for dense linear algebra problems on high performance computers, Paper presented at the Workshop on Supercomputers and Large Scale Optimization, University of Minnesota (1988).
J.J. Dongarra, F.G. Gustavson and A. Karp, Implementing linear algebra algorithms for dense matrices on a vector pipeline machine, SIAM Rev. 26(1984)91–112.
I.S. Duff, Parallel implementation of multifrontal schemes, Parallel Computing 3(1986)193–204.
I.S. Duff, The use of vector and parallel computers in the solution of large sparse linear equations, AERE-R.12393, Harwell Laboratory, Oxfordshire, UK (1986).
I.S. Duff, A.M. Erisman and J.K. Reid,Direct Methods for Sparse Matrices (Oxford University Press, London, 1986).
I.S. Duff and J.K. Reid, The multifrontal solution of indefinite sparse symmetric linear systems, ACM Trans. Math. Softw. 9(1983)302–325.
J.J.H. Forrest, Linear programming using IBM 3090 vector facility, Paper presented at the E.M.L. Beale Memorial Symp., The Royal Society, London (1987).
J.J.H. Forrest and J.A. Tomlin, Updating triangular factors of the basis to maintain sparsity in the product form simplex method, Math. Progr. 2(1972)263–278.
K. Gallivan, W. Jalby and U. Meier, The use of BLAS3 in linear algebra on a parallel processor with a hierarchical memory, SIAM J. Sci. Stat. Comput. 8(1987)1079–1084.
D.M. Gay, Massive memory buys little speed for complete, in-core sparse Cholesky factorization, Numerical Analysis Manuscript 88-04, AT&T Bell Laboratories, Murray Hill, NJ. Presented at the 25th ORSA/TIMS Joint Meeting, Washington, D.C. (1988).
J.A. George and J.W. Liu,Computer Solution of Large Sparse Positive Definite Systems (Prentice-Hall, Englewood Cliffs, NJ, 1981).
P.E. Gill, W. Murray, M.A. Saunders, J.A. Tomlin and M.H. Wright, On projected Newton barrier methods for linear programming and an equivalence to Karmarkar's projective method, Math. Progr. 36(1986)183–209.
D. Goldfarb and S. Mehrotra, Relaxed variants of Karmarkar's algorithm for linear programs with unknown optimal objective function value, Math. Progr. 40(1988)183–195.
G.H. Golub and C.F. Van Loan,Matrix Computations (North Oxford Academic, Oxford, and John Hopkins Press, Baltimore, 1983).
F.G. Gustavson, W.M. Liniger and R.A. Willoughby, Symbolic generation of an optimal Crout algorithm for sparse systems of linear equations, J. ACM 17(1970)87–109.
P.M.J. Harris, Pivot selection methods of the Devex LP code, Math. Progr. 5(1973)1–28.
IBM Corporation, IBM system/370 vector operations. Publication no. SA22-7125-2 (1986).
IBM Corporation, Engineering and Scientific Subroutine Library, guide and reference. Publication no. SC23-0184-2 (1987).
C.H. Johnson and E.P. Willard, TIMPS/ASC — An MPS implementation on a pipeline computer, Paper presented at the 8th Int. Symp. on Mathematical Programming, Stanford, CA (1973).
J.E. Kalan, Machine inspired enhancements of the simplex algorithm, Technical Report CS75001-R, Virginia Polytechnic Institute, Blacksburg, VA (1975).
N. Karmarkar, A new polynomial-time algorithm for linear programming, Combinatorica 4(1984)373–395.
J.G. Lewis and H.D. Simon, The impact of hardware gather/scatter on sparse Gaussian elimination, Boeing Computer Services, Mathematics and Modeling, Technical Report ETA-TR-33, Seattle, WA (1986).
K. McShane, C. Monma and D. Shanno, An implementation of a primal-dual interior point method for linear programming, Technical Report, Rutgers University, New Brunswick, NJ (1988).
Wm. Orchard-Hays,Advanced Linear Programming Computing Techniques (McGraw-Hill, New York, 1968).
C.C. Paige and M.A. Saunders, LSQR: An algorithm for sparse linear equations and sparse least-squares, ACM Trans. on Math. Softw. 8(1982)43–71.
C.E. Pfefferkorn and J.A. Tomlin, Design of a linear programming system for the ILLIAC IV, Technical Report SOL 76-8, Dept. of Operations Research, Stanford University, and Technical Report 5487, NASA-Ames Institute for Advanced Computation, Sunnyvale, CA (1976).
J.K. Reid, FORTRAN subroutines for handling sparse linear programming bases, Report AERE-R.8269, Harwell Laboratory, Oxfordshire, UK (1976).
J.K. Reid, A sparsity exploiting variant of the Bartels-Golub decomposition for linear programming bases, Math. Progr. 24(1982)55–69.
U.H. Suhl and L. Aittoniemi, Computing sparseLU-factorizations for large-scale linear programming bases, Arbeitspapier Nr. 58/87, Fachbereich Wirtschaftswissenschaft, Angewandte Informatik, Freie Universität Berlin (1987).
J.A. Tomlin, A note on comparing simplex and interior methods for linear programming, in:Progress in Mathematical Programming, ed. N. Megiddo (Springer-Verlag, New York, 1988) pp. 91–103.
J.A. Tomlin and J.S. Welch, Implementing an interior point method in a mathematical programming system, Paper presented at the 22nd TIMS/ORSA Joint Meeting, Miami, FL (1986).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Forrest, J.J.H., Tomlin, J.A. Vector processing in simplex and interior methods for linear programming. Ann Oper Res 22, 71–100 (1990). https://doi.org/10.1007/BF02023049
Issue Date:
DOI: https://doi.org/10.1007/BF02023049