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Parallelizing the Dual Simplex Method

Robert E. Bixby, Alexander Martin

INFORMS Journal on Computing · 2000 · Volume 12 · Issue 1

DOI: 10.1287/ijoc.12.1.45.11902

Abstract

We study the parallelization of the steepest-edge version of the dual simplex algorithm. Three different parallel implementations are examined, each of which is derived from the CPLEX dual simplex implementation. One alternative uses PVM, one general-purpose System V shared-memory constructs, and one the PowerC extension of C on a Silicon Graphics multi-processor. These versions were tested on different parallel platforms, including heterogeneous workstation clusters, Silicon Graphics multi-processors, and an IBM SP2. We report on our computational experience.

Keywords

parallelization, dual simplex algorithm

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