arXiv subjects

Irina M. Sokolinskaya

Publications and source records attributed to Irina M. Sokolinskaya.

4 recordsLinked to original sources

arXiv2021

VaLiPro: Linear Programming Validator for Cluster Computing Systems

The article presents and evaluates a scalable algorithm for validating solutions of linear programming problems on cluster computing systems. The main idea of the method is to generate a regular set of points (validation set) on a small-radius hypersphere centered at the point of the solution under validation. The objective function is calculated for each point of the validation set that belongs to the feasible region. If all these values are less than or equal to the value of the objective function at the point under validation, then this point is the correct solution. The parallel implementation of the VaLiPro algorithm is performed in C++ through the parallel BSF-skeleton, which encapsulates all aspects related to the MPI-based parallelization of the program. We provide the results of large-scale computational experiments on a cluster computing system to study the scalability of the VaLiPro algorithm.

cs.DC↗

arXiv2021

FRaGenLP: A Generator of Random Linear Programming Problems for Cluster Computing Systems

The article presents and evaluates a scalable FRaGenLP algorithm for generating random linear programming problems of large dimension $n$ on cluster computing systems. To ensure the consistency of the problem and the boundedness of the feasible region, the constraint system includes $2n+1$ standard inequalities, called support inequalities. New random inequalities are generated and added to the system in a manner that ensures the consistency of the constraints. Furthermore, the algorithm uses two likeness metrics to prevent the addition of a new random inequality that is similar to one already present in the constraint system. The algorithm also rejects random inequalities that cannot affect the solution of the linear programming problem bounded by the support inequalities. The parallel implementation of the FRaGenLP algorithm is performed in C++ through the parallel BSF-skeleton, which encapsulates all aspects related to the MPI-based parallelization of the program. We provide the results of large-scale computational experiments on a cluster computing system to study the scalability of the FRaGenLP algorithm.

cs.DC↗

arXiv2020

Scalable parallel algorithm for solving non-stationary systems of linear inequalities

In this paper, a scalable iterative projection-type algorithm for solving non-stationary systems of linear inequalities is considered. A non-stationary system is understood as a large-scale system of inequalities in which coefficients and constant terms can change during the calculation process. The proposed parallel algorithm uses the concept of pseudo-projection which generalizes the notion of orthogonal projection. The parallel pseudo-projection algorithm is implemented using the parallel BSF-skeleton. An analytical estimation of the algorithm scalability boundary is obtained on the base of the BSF cost metric. The large-scale computational experiments were performed on a cluster computing system. The obtained results confirm the efficiency of the proposed approach.

cs.MS↗

arXiv2020

Scalable Method for Linear Optimization of Industrial Processes

In the development of industrial digital twins, the optimization problem of technological and business processes often arises. In many cases, this problem can be reduced to a large-scale linear programming (LP) problem. The article is devoted to the new method for solving large-scale LP problems. This method is called the "apex-method". The apex-method uses the predictor-corrector framework. The predictor step calculates a point belonging to the feasible region of LP problem. The corrector step calculates a sequence of points converging to the exact solution of the LP problem. The article gives a formal description of the apex-method and provides information about its parallel implementation in C++ language by using the MPI library. The results of large-scale computational experiments on a cluster computing system to study the scalability of the apex method are presented.

math.OC↗