A parallel implementation of an exterior point algorithm for linear programming problems
نویسندگان
چکیده
The simplex method is perhaps the most widely used method for solving linear programming (LP) problems. The computation time of simplex type algorithms depends on the basis inverse that occurs in each iteration. Parallelizing simplex type algorithms is one of the most challenging problems. The aim of this paper is to present a parallel implementation of the primal exterior point simplex algorithm. In this approach the basis inverse is computed in parallel. The matrix that holds the basis is distributed among different workers and the computation is performed faster in large-scale LP problems. Apart from the parallel implementation, this paper presents a computational study that shows the speedup among the serial and parallel version in large-scale randomly generated full dense LP problems.
منابع مشابه
A New ILP Model for Identical Parallel-Machine Scheduling with Family Setup Times Minimizing the Total Weighted Flow Time by a Genetic Algorithm
This paper presents a novel, integer-linear programming (ILP) model for an identical parallel-machine scheduling problem with family setup times that minimizes the total weighted flow time (TWFT). Some researchers have addressed parallel-machine scheduling problems in the literature over the last three decades. However, the existing studies have been limited to the research of independent jobs,...
متن کاملPresentation and Solving Non-Linear Quad-Level Programming Problem Utilizing a Heuristic Approach Based on Taylor Theorem
The multi-level programming problems are attractive for many researchers because of their application in several areas such as economic, traffic, finance, management, transportation, information technology, engineering and so on. It has been proven that even the general bi-level programming problem is an NP-hard problem, so the multi-level problems are practical and complicated problems therefo...
متن کاملA New Approach to Solve Multiple Objective Programming Problems
Multiple Objective Programming (MOP) problems have become famous among many researchers due to more practical and realistic implementations. There have been a lot of methods proposed especially during the past four decades. In this paper, we develop a new algorithm based on a new approach to solve MOP problems by starting from a utopian point (which is usually infeasible) and moving towards the...
متن کاملRESOLUTION METHOD FOR MIXED INTEGER LINEAR MULTIPLICATIVE-LINEAR BILEVEL PROBLEMS BASED ON DECOMPOSITION TECHNIQUE
In this paper, we propose an algorithm base on decomposition technique for solvingthe mixed integer linear multiplicative-linear bilevel problems. In actuality, this al-gorithm is an application of the algorithm given by G. K. Saharidis et al for casethat the rst level objective function is linear multiplicative. We use properties ofquasi-concave of bilevel programming problems and decompose th...
متن کاملSolving Fractional Programming Problems based on Swarm Intelligence
This paper presents a new approach to solve Fractional Programming Problems (FPPs) based on two different Swarm Intelligence (SI) algorithms. The two algorithms are: Particle Swarm Optimization, and Firefly Algorithm. The two algorithms are tested using several FPP benchmark examples and two selected industrial applications. The test aims to prove the capability of the SI algorithms to s...
متن کامل