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Parallelising the dual revised simplex method
Parallelising the dual revised simplex method: Overview Background Three approaches Multiple iteration parallelism for general LP Single iteration parallelism for general LP Data parallelism for stochastic LP Conclusions Julian Hall Parallelising the dual revised simplex method 2/42.
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Parallelising the dual revised simplex method
www.maths.ed.ac.ukSimplex algorithm: Each iteration RHS ba q abT p bcT N ba pq bc q bb bb N B Dual algorithm: Assume bc N 0 Seek bb 0 Scan bb i, i 2B, for a good candidate p to leave B CHUZR Scan bc j=ba pj, j 2N, for a good candidate q to leave N CHUZC Update: Exchange p and q between Band N
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Parallelising the dual revised simplex method
www.maths.ed.ac.ukSimplex algorithm: Each iteration RHS ba q abT p bcT N ba pq bc q bb bb N B Dual algorithm: Assume bc N 0 Seek bb 0 Scan bb i, i 2B, for a good candidate p to leave B CHUZR Scan bc j=ba pj, j 2N, for a good candidate q to leave N CHUZC Update: Exchange p and q between Band N
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