A parallel decomposition algorithm for staircase linear programs

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Stanford University, Dept. of Operations Research, Systems Optimization Laboratory, 1988 - Mathematics - 20 pages
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A simple diet planning problem is used to demonstrate the principles of the algorithm's development and performance. When applied to this problem, the parallel decomposition algorithm shows promise relative to present serial optimization codes. The nonlinear optimization code MINOS 5.1 is used both as a basis for comparison and as a generic subproblem solver. The greatest room for speedup is in exploiting problem structures. The results show that decomposition can improve efficiency even with a single processor. Examples are given where multiple processors lead to still greater efficiency."

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Contents

Abstract
1
Reformulating SLPs into Multiple Subproblems
7
The Factors Affecting Speedup
15

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