Parallel Implementation of Lemke's Algorithm on the Hypercube
Published Online:1 Feb 1991https://doi.org/10.1287/ijoc.3.1.56
Abstract
A simple but very effective method for parallelizing Lemke's algorithm for the solution of linear complementarity problems is presented. Implementation details on a 32-node Intel iPSC/2 hypercube for problems of dimension up to 1000 are discussed. A speedup efficiency as high as 76% is achieved with 32 processing nodes for a problem with 500 variables and 250,000 nonzero elements. By combining the effects of concurrency and vectorization the computing time on the Intel iPSC/2 in some cases is reduced by a factor of 100.
INFORMS Journal on Computing, ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.
