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U.S. Department of Energy
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Primal - dual parallel solution of very large sparse linear programs. Final report, 30 July 1986-29 June 1987

Technical Report ·
OSTI ID:5369924

The principal area of this research was the solution of very large sparse linear programs and linear-complementarity problems by successive overrelaxation (SOR) methods. Another important ingredient of the research was the parallelization of the SOR methods as well as other classical methods such as the simplex method for linear programming and Lemke's method for the linear-complementarity problem. A major contribution of the research was the solution of one of the largest general linear programs ever attempted on a workstation (or in fact on a mainframe). A linear program with 500,000 variables, 125,000 constraints and 1,125,000 nonzero matrix elements was solved in less than 72 hours on one of the Micro Vax II computers. Another significant achievement of the research has been the parallelization of the SOR methods with speedup efficiencies sometimes exceeding 100%. The Micro Vax II's were used to test simulations of the parallel SOR algorithms before their implementation on multicomputers and multiprocessors.

Research Organization:
Wisconsin Univ., Madison (USA). Dept. of Computer Sciences
OSTI ID:
5369924
Report Number(s):
AD-A-188500/3/XAB
Country of Publication:
United States
Language:
English