OOPS
Parallel interior point solver for structured linear programs. Issues of implementation of an object-oriented library for parallel interior-point methods are addressed. The solver can easily exploit any special structure of the underlying optimization problem. In particular, it allows a nested embedding of structures and by this means very complicated real-life optimization problems can be modelled. The efficiency of the solver is illustrated on several problems arising in the optimization of networks. The sequential implementation outperforms the state-of-the-art commercial optimization software. The parallel implementation achieves speed-ups of about 3.1-3.9 on 4-processors parallel systems and speed-ups of about 10-12 on 16-processors parallel systems.
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References in zbMATH (referenced in 28 articles , 1 standard article )
Showing results 1 to 20 of 28.
Sorted by year (- Chiang, Nai-Yuan; Zavala, Victor M.: An inertia-free filter line-search algorithm for large-scale nonlinear programming (2016)
- Tappenden, Rachael; Richtárik, Peter; Gondzio, Jacek: Inexact coordinate descent: complexity and preconditioning (2016)
- Bocanegra, Silvana; Castro, Jordi; Oliveira, Aurelio R.L.: Improving an interior-point approach for large block-angular problems by hybrid preconditioners (2013)
- Castro, Jordi; Cuesta, Jordi: Solving $ L_1$-CTA in 3D tables by an interior-point method for primal block-angular problems (2013)
- Colombo, Marco; Grothey, Andreas: A decomposition-based crash-start for stochastic programming (2013)
- Lobachev, Oleg; Guthe, Michael; Loogen, Rita: Estimating parallel performance (2013)
- Gondzio, Jacek: Interior point methods 25 years later (2012)
- Lubin, Miles; Petra, Cosmin G.; Anitescu, Mihai: The parallel solution of dense saddle-point linear systems arising in stochastic programming (2012)
- Petra, Cosmin G.; Anitescu, Mihai: A preconditioning technique for Schur complement systems arising in stochastic optimization (2012)
- Castro, Jordi; Cuesta, Jordi: Quadratic regularizations in an interior-point method for primal block-angular problems (2011)
- Colombo, Marco; Gondzio, Jacek; Grothey, Andreas: A warm-start approach for large-scale stochastic linear programs (2011)
- Mészáros, Csaba: On the implementation of interior point methods for dual-core platforms (2010)
- Azevedo, Anibal Tavares; Oliveira, Aurelio Ribeiro Leite; Soares, Secundino: Interior point method for long-term generation scheduling of large-scale hydrothermal systems (2009)
- Colombo, Marco; Grothey, Andreas; Hogg, Jonathan; Woodsend, Kristian; Gondzio, Jacek: A structure-conveying modelling language for mathematical and stochastic programming (2009)
- Gondzio, Jacek; Grothey, Andreas: Exploiting structure in parallel implementation of interior point methods for optimization (2009)
- Necoara, I.; Suykens, J.A.K.: Interior-point Lagrangian decomposition method for separable convex optimization (2009)
- Davis, Timothy A.; Hager, William W.: Dual multilevel optimization (2008)
- Castro, Jordi: An interior-point approach for primal block-angular problems (2007)
- Gondzio, Jacek; Grothey, Andreas: Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (2007)
- Popov, L.D.: Quadratic approximation of penalty functions for solving large-scale linear programs (2007)