Skip to main content
U.S. Department of Energy
Office of Scientific and Technical Information

Serial and parallel solution of large scale linear programs by augmented lagrangian successive overrelaxation

Book ·
OSTI ID:5090888

Serial and parallel successive overrelaxation (SOR) methods are proposed for the solution of the augmented Lagrangian formulation of the dual of a linear program. With the proposed serial version of the method the authors solved linear programs with as many as 125,000 constraints and 500,000 variables in less than 72 hours on a MicroVax II. A parallel implementation of the method was carried out on a Sequent Balance 21000 multiprocessor with speedup efficiency of over 65% for problem sizes of up to 10,000 constraints, 40,000 variables and 1,400,000 nonzero matrix elements.

OSTI ID:
5090888
Country of Publication:
United States
Language:
English