7408
eng
reportzib
0
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2019-07-26
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First Experiments with Structure-Aware Presolving for a Parallel Interior-Point Method
In linear optimization, matrix structure can often be exploited algorithmically. However, beneficial presolving reductions sometimes destroy the special structure of a given problem. In this article, we discuss structure-aware implementations of presolving as part of a parallel interior-point method to solve linear programs with block-diagonal structure, including both linking variables and linking constraints. While presolving reductions are often mathematically simple, their implementation in a high-performance computing environment is a complex endeavor. We report results on impact, performance, and scalability of the resulting presolving routines on real-world energy system models with up to 700 million nonzero entries in the constraint matrix.
1438-0064
urn:nbn:de:0297-zib-74084
Ambros Gleixner
Nils-Christian Kempke
Nils-Christian Kempke
Thorsten Koch
Daniel Rehfeldt
Svenja Uslu
ZIB-Report
19-39
eng
uncontrolled
block structure
eng
uncontrolled
energy system models
eng
uncontrolled
interior-point method
eng
uncontrolled
high performance computing
eng
uncontrolled
linear programming
eng
uncontrolled
parallelization
eng
uncontrolled
presolving
eng
uncontrolled
preprocessing
Linear programming
Large-scale problems
Mathematical Optimization
Mathematical Optimization Methods
Gleixner, Ambros
Koch, Thorsten
Rehfeldt, Daniel
MODAL-SynLab
BEAM-ME
Kempke, Nils-Christian
https://opus4.kobv.de/opus4-zib/files/7408/ZR-19-39-preprint_revised.pdf