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

  • Authors:

  • Yu. G. Evtushenko;V. A. Garanzha;A. I. Golikov;H. M. Nguyen

  • Affiliations:

  • Computing Center RAS, Moscow, Russia 119333;Computing Center RAS, Moscow, Russia 119333;Computing Center RAS, Moscow, Russia 119333;Computing Center RAS, Moscow, Russia 119333

  • Venue:
  • PaCT '09 Proceedings of the 10th International Conference on Parallel Computing Technologies
  • Year:
  • 2009

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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.