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Exploiting structure in parallel implementation of interior point methods for optimization

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  • Jacek Gondzio
  • Andreas Grothey

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  • Jacek Gondzio & Andreas Grothey, 2009. "Exploiting structure in parallel implementation of interior point methods for optimization," Computational Management Science, Springer, vol. 6(2), pages 135-160, May.
    • Handle: RePEc:spr:comgts:v:6:y:2009:i:2:p:135-160
    DOI: 10.1007/s10287-008-0090-3
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    References listed on IDEAS

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    1. Raimondas Čiegis & David Henty & Bo Kågström & Julius Žilinskas, 2009. "Parallel Scientific Computing and Optimization," Springer Optimization and Its Applications, Springer, number 978-0-387-09707-7, September.
    2. Andersen, E.D. & Gondzio, J. & Meszaros, C. & Xu, X., 1996. "Implementation of Interior Point Methods for Large Scale Linear Programming," Papers 96.3, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
    3. John R. Birge & Liqun Qi, 1988. "Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming," Management Science, INFORMS, vol. 34(12), pages 1472-1479, December.
    4. Blomvall, Jorgen & Lindberg, Per Olov, 2002. "A Riccati-based primal interior point solver for multistage stochastic programming," European Journal of Operational Research, Elsevier, vol. 143(2), pages 452-461, December.
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    Cited by:

    1. Tommaso Colombo & Simone Sagratella, 2020. "Distributed algorithms for convex problems with linear coupling constraints," Journal of Global Optimization, Springer, vol. 77(1), pages 53-73, May.
    2. Cecilia Orellana Castro & Manolo Rodriguez Heredia & Aurelio R. L. Oliveira, 2023. "Recycling basic columns of the splitting preconditioner in interior point methods," Computational Optimization and Applications, Springer, vol. 86(1), pages 49-78, September.
    3. Jens Hübner & Martin Schmidt & Marc C. Steinbach, 2017. "A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization," INFORMS Journal on Computing, INFORMS, vol. 29(4), pages 612-630, November.
    4. Rehfeldt, Daniel & Hobbie, Hannes & Schönheit, David & Koch, Thorsten & Möst, Dominik & Gleixner, Ambros, 2022. "A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models," European Journal of Operational Research, Elsevier, vol. 296(1), pages 60-71.
    5. Tonbari, Mohamed El & Ahmed, Shabbir, 2023. "Consensus-based Dantzig-Wolfe decomposition," European Journal of Operational Research, Elsevier, vol. 307(3), pages 1441-1456.
    6. Jens Hübner & Martin Schmidt & Marc C. Steinbach, 2020. "Optimization techniques for tree-structured nonlinear problems," Computational Management Science, Springer, vol. 17(3), pages 409-436, October.
    7. Miles Lubin & J. Hall & Cosmin Petra & Mihai Anitescu, 2013. "Parallel distributed-memory simplex for large-scale stochastic LP problems," Computational Optimization and Applications, Springer, vol. 55(3), pages 571-596, July.
    8. Yuning Jiang & Dimitris Kouzoupis & Haoyu Yin & Moritz Diehl & Boris Houska, 2021. "Decentralized Optimization Over Tree Graphs," Journal of Optimization Theory and Applications, Springer, vol. 189(2), pages 384-407, May.
    9. Cosmin Petra & Mihai Anitescu, 2012. "A preconditioning technique for Schur complement systems arising in stochastic optimization," Computational Optimization and Applications, Springer, vol. 52(2), pages 315-344, June.
    10. Xi Yang & Jacek Gondzio & Andreas Grothey, 2010. "Asset liability management modelling with risk control by stochastic dominance," Journal of Asset Management, Palgrave Macmillan, vol. 11(2), pages 73-93, June.

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