04:50-05:05
A Parallel Interior-Point Method for Linear Programming
Dan Wang
A Linear Program (LP) is a problem that can be expressed as follows
minimize c' x
subject to A x = b
x >= 0
where x is the vector of variables to be solved for.
Mehrotra's Predictor Corrector algorithm is one of the methods to find
the solution of such a problem.
In my project, I finished the parallel implementation of MPC
method, which involves matrix-matrix multiplication,
matrix-vector multiplication, and Cholesky decompostion.
Finally, numerical results will be presented.
Faculty mentor: Madhu Nayakkankuppam
ps-file of the report.