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Exploiting structure in parallel implementation of interior point methods for optimization

✍ Scribed by Jacek Gondzio; Andreas Grothey


Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
559 KB
Volume
6
Category
Article
ISSN
1619-697X

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Parallel computational issues of an inte
✍ M. D’Apuzzo; M. Marino πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 181 KB

This paper deals with a parallel implementation of an interior point algorithm for solving sparse convex quadratic programs with bound constraints. The parallelism is introduced at the linear algebra level. Concerning the solution of the linear system arising at each step of the considered algorithm