Adapting the interior point method for the solution of LPs on serial, coarse grain parallel and massively parallel computers

In this paper we describe a unified scheme for implementing an interior point algorithm (IPM) over a range of computer architectures. In the inner iteration of the IPM a search direction is computed using Newton's method. Computationally this involves solving a sparse symmetric positive definite (SSPD) system of equations. The choice of direct and indirect methods for the solution of this system, and the design of data structures to take advantage of serial, coarse grain parallel and massively parallel computer architectures, are considered in detail. We put forward arguments as to why integration of the system within a sparse simplex solver is important and outline how the system is designed to achieve this integration

Group implicit concurrent algorithms in nonlinear structural dynamics

During the 70's and 80's, considerable effort was devoted to developing efficient and reliable time stepping procedures for transient structural analysis. Mathematically, the equations governing this type of problems are generally stiff, i.e., they exhibit a wide spectrum in the linear range. The algorithms best suited to this type of applications are those which accurately integrate the low frequency content of the response without necessitating the resolution of the high frequency modes. This means that the algorithms must be unconditionally stable, which in turn rules out explicit integration. The most exciting possibility in the algorithms development area in recent years has been the advent of parallel computers with multiprocessing capabilities. So, this work is mainly concerned with the development of parallel algorithms in the area of structural dynamics. A primary objective is to devise unconditionally stable and accurate time stepping procedures which lend themselves to an efficient implementation in concurrent machines. Some features of the new computer architecture are summarized. A brief survey of current efforts in the area is presented. A new class of concurrent procedures, or Group Implicit algorithms is introduced and analyzed. The numerical simulation shows that GI algorithms hold considerable promise for application in coarse grain as well as medium grain parallel computers

Adapting the interior point method for the solution of linear programs on high performance computers

In this paper we describe a unified algorithmic framework for the interior point method (IPM) of solving Linear Programs (LPs) which allows us to adapt it over a range of high performance computer architectures. We set out the reasons as to why IPM makes better use of high performance computer architecture than the sparse simplex method. In the inner iteration of the IPM a search direction is computed using Newton or higher order methods. Computationally this involves solving a sparse symmetric positive definite (SSPD) system of equations. The choice of direct and indirect methods for the solution of this system and the design of data structures to take advantage of coarse grain parallel and massively parallel computer architectures are considered in detail. Finally, we present experimental results of solving NETLIB test problems on examples of these architectures and put forward arguments as to why integration of the system within sparse simplex is beneficial

A parallel algorithm to calculate the costrank of a network

We developed analogous parallel algorithms to implement CostRank for distributed memory parallel computers using multi processors. Our intent is to make CostRank calculations for the growing number of hosts in a fast and a scalable way. In the same way we intent to secure large scale networks that require fast and reliable computing to calculate the ranking of enormous graphs with thousands of vertices (states) and millions or arcs (links). In our proposed approach we focus on a parallel CostRank computational architecture on a cluster of PCs networked via Gigabit Ethernet LAN to evaluate the performance and scalability of our implementation. In particular, a partitioning of input data, graph files, and ranking vectors with load balancing technique can improve the runtime and scalability of large-scale parallel computations. An application case study of analogous Cost Rank computation is presented. Applying parallel environment models for one-dimensional sparse matrix partitioning on a modified research page, results in a significant reduction in communication overhead and in per-iteration runtime. We provide an analytical discussion of analogous algorithms performance in terms of I/O and synchronization cost, as well as of memory usage