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  <doc>
    <id>10236</id>
    <completedYear/>
    <publishedYear>2026</publishedYear>
    <thesisYearAccepted/>
    <language>eng</language>
    <pageFirst>B360</pageFirst>
    <pageLast>B385</pageLast>
    <pageNumber/>
    <edition/>
    <issue>3</issue>
    <volume>48</volume>
    <type>article</type>
    <publisherName/>
    <publisherPlace/>
    <creatingCorporation/>
    <contributingCorporation/>
    <belongsToBibliography>0</belongsToBibliography>
    <completedDate>2026-05-21</completedDate>
    <publishedDate>--</publishedDate>
    <thesisDateAccepted>--</thesisDateAccepted>
    <title language="eng">A Massively Parallel Interior-Point-Method for Arrowhead Linear Programs</title>
    <abstract language="deu">In practice, non-specialized interior-point algorithms often cannot utilize the massively parallel compute resources offered by modern many- and multi-core compute platforms. However, efficient distributed solution techniques are required, especially for large-scale linear programs. This article describes a new decomposition technique for systems of linear equations, implemented in the parallel interior-point solver PIPS-IPM++. The algorithm exploits a matrix structure commonly found in optimization problems: a doubly bordered block-diagonal or arrowhead structure with linking constraints and variables often only linking few, consecutive blocks. This structure is preserved in the linear KKT systems solved during each iteration of the interior-point method. We present a hierarchical Schur complement decomposition that distributes and solves the linear optimization problem. It is designed for high-performance architectures and scales well with the availability of additional computing resources. The decomposition approach uses the border constraints' locality to decouple the factorization process. Our approach is motivated by large-scale economic dispatch problems but can also be applied to other problem classes. We demonstrate the performance of our method on a set of mid- to large-scale instances, some of which have more than 10^9 nonzeros in their constraint matrices.</abstract>
    <parentTitle language="eng">SIAM Journal on Scientific Computing</parentTitle>
    <identifier type="arxiv">2412.07731</identifier>
    <identifier type="doi">10.1137/24M1716288</identifier>
    <enrichment key="PeerReviewed">yes</enrichment>
    <enrichment key="SubmissionStatus">epub ahead of print</enrichment>
    <enrichment key="opus.source">publish</enrichment>
    <enrichment key="PreprintUrn">urn:nbn:de:0297-zib-98829</enrichment>
    <author>Nils-Christian Kempke</author>
    <submitter>Janina Zittel</submitter>
    <author>Daniel Rehfeldt</author>
    <author>Thorsten Koch</author>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>interior-point methods</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>large-scale problems</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>linear programming</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>parallel computation</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>mathematical programming</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>direct methods for linear systems</value>
    </subject>
    <collection role="msc" number="90-XX">OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING</collection>
    <collection role="persons" number="koch">Koch, Thorsten</collection>
    <collection role="persons" number="rehfeldt">Rehfeldt, Daniel</collection>
    <collection role="projects" number="MODAL-Gesamt">MODAL-Gesamt</collection>
    <collection role="institutes" number="aim">Applied Algorithmic Intelligence Methods</collection>
    <collection role="projects" number="MODAL-EnergyLab">MODAL-EnergyLab</collection>
    <collection role="projects" number="UNSEEN">UNSEEN</collection>
    <collection role="persons" number="kempke">Kempke, Nils-Christian</collection>
    <collection role="institutes" number="aopt">Applied Optimization</collection>
  </doc>
</export-example>
