PARSMI, a Parallel Revised Simplex Algorithm Incorporating Minor Iterations and Devex Pricing

@inproceedings{Hall1996PARSMIAP,
title={PARSMI, a Parallel Revised Simplex Algorithm Incorporating Minor Iterations and Devex Pricing},
author={J. A. Julian Hall and K. I. M. McKinnon},
booktitle={PARA},
year={1996}
}

When solving linear programming problems using the revised simplex method, two common variants are the incorporation of minor iterations of the standard simplex method applied to a small subset of the variables and the use of Devex pricing. Although the extra work per iteration which is required when updating Devex weights removes the advantage of using minor iterations in a serial computation, the extra work parallelises readily. An asynchronous parallel algorithm PARSMI is presented in which… CONTINUE READING