Contact Info
Combinatorics & Optimization
University of Waterloo
Waterloo, Ontario
Canada N2L 3G1
Phone: 519-888-4567, ext 33038
PDF files require Adobe Acrobat Reader.
Title: How we solve linear programs
Speaker: | Laurent Poirrier |
Affiliation: | University of Waterloo |
Room: | MC 5501 |
Abstract:
Linear programming is one of the most fundamental tools in optimization, and its theoretical complexity is well understood. In practice though, things are quite different: Which types of problems can we really solve? What sizes? With what algorithms? We will cover the state of the art, which has been dominated by closed-source commercial solvers. Then, we will present a new implementation of the simplex method, which is competitive with the best commercial solvers.
We will show how having access to the implementation details of an LP code allows us to develop and test interesting ideas. In particular, we will describe a new factorization update method that can be performed just by looking at the nonzero structure of the matrices, without any algebra. This method speeds up our code by a few percents, and is now enabled by default in our solver. No prior computational knowledge will be assumed in this talk.
Combinatorics & Optimization
University of Waterloo
Waterloo, Ontario
Canada N2L 3G1
Phone: 519-888-4567, ext 33038
PDF files require Adobe Acrobat Reader.
The University of Waterloo acknowledges that much of our work takes place on the traditional territory of the Neutral, Anishinaabeg and Haudenosaunee peoples. Our main campus is situated on the Haldimand Tract, the land granted to the Six Nations that includes six miles on each side of the Grand River. Our active work toward reconciliation takes place across our campuses through research, learning, teaching, and community building, and is centralized within our Office of Indigenous Relations.