Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.586408
Title: High performance simplex solver
Author: Huangfu, Qi
Awarding Body: University of Edinburgh
Current Institution: University of Edinburgh
Date of Award: 2013
Availability of Full Text:
Access from EThOS:
Full text unavailable from EThOS. Please try the link below.
Access from Institution:
Abstract:
The dual simplex method is frequently the most efficient technique for solving linear programming (LP) problems. This thesis describes an efficient implementation of the sequential dual simplex method and the design and development of two parallel dual simplex solvers. In serial, many advanced techniques for the (dual) simplex method are implemented, including sparse LU factorization, hyper-sparse linear system solution technique, efficient approaches to updating LU factors and sophisticated dual simplex pivoting rules. These techniques, some of which are novel, lead to serial performance which is comparable with the best public domain dual simplex solver, providing a solid foundation for the simplex parallelization. During the implementation of the sequential dual simplex solver, the study of classic LU factor update techniques leads to the development of three novel update variants. One of them is comparable to the most efficient established approach but is much simpler in terms of implementation, and the other two are specially useful for one of the parallel simplex solvers. In addition, the study of the dual simplex pivoting rules identifies and motivates further investigation of how hyper-sparsity maybe promoted. In parallel, two high performance simplex solvers are designed and developed. One approach, based on a less-known dual pivoting rule called suboptimization, exploits parallelism across multiple iterations (PAMI). The other, based on the regular dual pivoting rule, exploits purely single iteration parallelism (SIP). The performance of PAMI is comparable to a world-leading commercial simplex solver. SIP is frequently complementary to PAMI in achieving speedup when PAMI results in slowdown.
Supervisor: Hall, Julian; Gondzio, Jacek Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.586408  DOI: Not available
Keywords: linear programming ; simplex method ; parallelization
Share: