Abstract / Description of output
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 language | English |
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Pages (from-to) | 561-584 |
Journal | Mathematical programming |
Volume | 96 |
Issue number | 3 |
DOIs | |
Publication status | Published - 2003 |