225 research outputs found
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
The Reverse Cuthill-McKee Algorithm in Distributed-Memory
Ordering vertices of a graph is key to minimize fill-in and data structure
size in sparse direct solvers, maximize locality in iterative solvers, and
improve performance in graph algorithms. Except for naturally parallelizable
ordering methods such as nested dissection, many important ordering methods
have not been efficiently mapped to distributed-memory architectures. In this
paper, we present the first-ever distributed-memory implementation of the
reverse Cuthill-McKee (RCM) algorithm for reducing the profile of a sparse
matrix. Our parallelization uses a two-dimensional sparse matrix decomposition.
We achieve high performance by decomposing the problem into a small number of
primitives and utilizing optimized implementations of these primitives. Our
implementation shows strong scaling up to 1024 cores for smaller matrices and
up to 4096 cores for larger matrices
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