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Parallel Implementation of Generalized Newton Method for Solving Large-Scale LP Problems

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Parallel Computing Technologies (PaCT 2009)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 5698))

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Abstract

The augmented Lagrangian and Generalized Newton methods are used to simultaneously solve the primal and dual linear programming (LP) problems. We propose parallel implementation of the method to solve the primal linear programming problem with very large number (≈ 2 ·106) of nonnegative variables and a large (≈ 2 ·105) number of equality type constraints.

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References

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Author information

Authors and Affiliations

  1. Computing Center RAS, Moscow, 119333, Vavilov str. 40, Russia

    Yu. G. Evtushenko, V. A. Garanzha, A. I. Golikov & H. M. Nguyen

Authors
  1. Yu. G. Evtushenko
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  2. V. A. Garanzha
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  3. A. I. Golikov
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  4. H. M. Nguyen
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Editor information

Editors and Affiliations

  1. Institute of Computational Mathematics and Mathematical Geophysics, Supercomputer Department, Pr. Lavrentieva, ICM&MG RAS, Russian Academy of Sciences, 630090, Novosibirsk, Russia

    Victor Malyshkin

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© 2009 Springer-Verlag Berlin Heidelberg

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Evtushenko, Y.G., Garanzha, V.A., Golikov, A.I., Nguyen, H.M. (2009). Parallel Implementation of Generalized Newton Method for Solving Large-Scale LP Problems. In: Malyshkin, V. (eds) Parallel Computing Technologies. PaCT 2009. Lecture Notes in Computer Science, vol 5698. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-03275-2_9

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  • DOI: https://doi.org/10.1007/978-3-642-03275-2_9

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-03274-5

  • Online ISBN: 978-3-642-03275-2

  • eBook Packages: Computer ScienceComputer Science (R0)

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