Parallel interior point solver for structured linear programs

Jacek Gondzio, Robert Sarkissian

Research output: Contribution to journalArticlepeer-review


Issues of implementation of an object-oriented library for parallel interior-point methods are addressed. The solver can easily exploit any special structure of the underlying optimization problem. In particular, it allows a nested embedding of structures and by this means very complicated real-life optimization problems can be modelled. The efficiency of the solver is illustrated on several problems arising in the optimization of networks. The sequential implementation outperforms the state-of-the-art commercial optimization software. The parallel implementation achieves speed-ups of about 3.1-3.9 on 4-processors parallel systems and speed-ups of about 10-12 on 16-processors parallel systems.
Original languageEnglish
Pages (from-to)561-584
JournalMathematical programming
Issue number3
Publication statusPublished - 2003


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