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 … Read more