Finding optimal vertex on polytope of feasible solutions to linear programming problem
Authors
-
Alexander E. Zhulev
-
Leonid B. Sokolinsky
Keywords:
linear programming
projection method
parallel implementation
MPI
cluster computing system
scalability analysis
AlEM algorithm
Abstract
A new scalable AlEM algorithm for linear programming on cluster computing systems is presented. Unlike the classical simplex method, the AlEM algorithm, at each step, examines all edges coming from the current vertex of the polytope of feasible solutions, which guarantees the construction of a suboptimal path and completely prevents circling in degenerate problems. A formalized description of the algorithm and its parallel implementation using the MPI library is given.The scalability of the parallel version of the algorithm on real and synthetic linear programming problems has been experimentally investigated. The results of computational experiments confirm the high parallel efficiency of the AlEM algorithm, which remains at least 46% when using up to 200 processor nodes. It is shown that the AlEM algorithm is a possible alternative to existing linear programming methods for high-performance computing.
Section
Methods and algorithms of computational mathematics and their applications
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