Parallel and distributed computation: numerical methods
Parallel and distributed computation: numerical methods
On finding supernodes for sparse matrix computations
SIAM Journal on Matrix Analysis and Applications
Primal-dual interior-point methods
Primal-dual interior-point methods
Journal of Optimization Theory and Applications
Inexact SQP Interior Point Methods and Large Scale Optimal Control Problems
SIAM Journal on Control and Optimization
On the Newton interior-point method for nonlinear programming problems
Journal of Optimization Theory and Applications
Parallel Optimization: Theory, Algorithms and Applications
Parallel Optimization: Theory, Algorithms and Applications
Nonlinear optimization and parallel computing
Parallel Computing - Special issue: Parallel computing in numerical optimization
Inner solvers for interior point methods for large scale nonlinear programming
Computational Optimization and Applications
A Neural Network Based Optimization Method for a Kind of QPPs and Application
ISNN '07 Proceedings of the 4th international symposium on Neural Networks: Advances in Neural Networks, Part III
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This paper concerns a parallel inexact interior-point (IP) method for solving linear and quadratic programs with a special structure in the constraint matrix and in the objective function. In order to exploit these features, a preconditioned conjugate gradient (PCG) algorithm is used to approximately solve the normal equations or the reduced KKT system obtained from the linear inner system arising at each iteration of the IP method. A suitable adaptive termination rule for the PCG method enables to save computing time at the early steps of the outer scheme and, at the same time, it assures the global and the local superlinear convergence of the whole method. We analyse a parallel implementation of the method, referring some kinds of meaningful large-scale problems. In particular we discuss the data allocation and the workload distribution among the processors. The results of a numerical experimentation carried out on Cray T3E and SGI Origin 3800 show a good scalability of the parallel code and confirm the effectiveness of the method for problems with special structure.