| 一个基于QR分解的并行原-对偶内点算法 |
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| 引用本文： | 陈政洪,郁松年.一个基于QR分解的并行原-对偶内点算法[J].应用科学学报,2004,22(4):549-552. |
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| 作者姓名： | 陈政洪 郁松年 |
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| 作者单位： | 上海大学计算机工程与科学学院 上海 200072 |
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| 基金项目： | 上海市科委自然科学基金(00JC14052)，上海市教委(网格技术-E研究院)资助项目 |
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| 摘 要： | 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.
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| 关 键 词： | 并行 原-对偶内点算法 |
| 文章编号： | 0255-8297(2004)04-0549-04 |
| 收稿时间： | 2003-07-10 |
| 修稿时间： | 2003-09-15 |
A Parallel Primal-Dual Interior Point Algorithm Based on the QR Decomposition |
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| CHEN Zheng-hong,YU Song-nian.A Parallel Primal-Dual Interior Point Algorithm Based on the QR Decomposition[J].Journal of Applied Sciences,2004,22(4):549-552. |
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| Authors: | CHEN Zheng-hong YU Song-nian |
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| Institution: | School of Computer Engineering and Science, Shanghai University, Shanghai 200072, China |
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| Abstract: | 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. |
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| Keywords: | parallelism primal-dual interior point algorithm |
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