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Parallel interior-point solver for structured quadratic programs: Application to financial planning problems

โœ Scribed by Jacek Gondzio; Andreas Grothey


Publisher
Springer US
Year
2006
Tongue
English
Weight
580 KB
Volume
152
Category
Article
ISSN
0254-5330

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Parallel computational issues of an inte
โœ M. Dโ€™Apuzzo; M. Marino ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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