一个基于QR分解的并行原-对偶内点算法

A Parallel Primal-Dual Interior Point Algorithm Based on the QR Decomposition

首先介绍了原-对偶内点算法的主要计算步骤,阐明哪一步上可以进行并行化处理.接着介绍QR分解的理论,及如何利用QR分解并行求解线性方程组.最后提出了一种基于QR分解的并行内点算法,并给出了实验结果.

This paper first describes the steps involved in primal-dual interior point algorithm and explains which step in it can be parallelized. Next the theory of the QR decomposition is also detailed. It also points out how to use the QR decomposition to solve the linear simultaneous equations parallelly. In conclusion, it proposes a parallel primal-dual interior point algorithm based on the QR decomposition and lists some test results.