A parallel primal-dual simplex algorithm

被引：13

作者：

Klabjan, D ^{[1
]}

Johnson, EL ^{[1
]}

Nemhauser, GL ^{[1
]}

机构：

[1] Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA

来源：

OPERATIONS RESEARCH LETTERS | 2000年 / 27卷 / 02期

关键词：

programming/linear/algorithms; large-scale systems;

D O I：

10.1016/S0167-6377(00)00017-1

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Recently, the primal-dual simplex method has been used to solve linear programs with a large number of columns. We present a parallel primal-dual simplex algorithm that is capable of solving linear programs with at least an order of magnitude more columns than the previous work. The algorithm repeatedly solves several linear programs in parallel and combines the dual solutions to obtain a new dual feasible solution. The primal part of the algorithm involves a new randomized pricing strategy. We tested the algorithm on instances with thousands of rows and tens of millions of columns. For example, an instance with 1700 rows and 45 million columns was solved in about 2 h on 12 processors. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：47 / 55

页数：9

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