| EPSRC Reference: |
GR/M68169/01 |
| Title: |
PARALLEL SOLUTION OF STRUCTURED LINEAR PROGRAMS WITH INTERIOR POINT METHODS |
| Principal Investigator: |
Gondzio, Professor J |
| Other Investigators: |
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| Department: |
Sch of Mathematics |
| Organisation: |
University of Edinburgh |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 November 1999 |
Ends: |
31 October 2001 |
Value (£): |
50,987
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| EPSRC Research Topic Classifications: |
| Mathematical Aspects of OR |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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Today's optimisation models often involve system dynamics, uncertainty, spatial distribution or other ingredients. By their very nature these factors lead to huge problems made of small, nearly identical, units, that have to be co-ordinated through time, space or other dimensions. Many real-life linear programs display some particular block structures which deserved a special treatment by an optimisation code. For very large linear, programs, with unknown structure, interior point methods are often better choice than the simplex method. The efficiency of interior point methods depends on the linear algebra used. The most involved operation within this algorithm is the computation of the Cholesky factorisation of the matrix of form ADAT, where A is the LP constraint matrix and D is the diagonal scaling matrix that changes in every interior point iteration. The aim of the project is to exploit special structure of A in the linear algebra computations.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.ed.ac.uk |