A high performance dual revised simplex solver
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Thu, 02/12/2010 14:00 |
Dr Julian Hall (University of Edinburgh) |
Computational Mathematics and Applications  |
Rutherford Appleton Laboratory, nr Didcot |
| Implementations of the revised simplex method for solving large scale sparse linear programming (LP) problems are highly efficient for single-core architectures. This talk will discuss the limitations of the underlying techniques in the context of modern multi-core architectures, in particular with respect to memory access. Novel techniques for implementing the dual revised simplex method will be introduced, and their use in developing a dual revised simplex solver for multi-core architectures will be described. | |||