Achievement in parallel simplex methods

Progress has been made in the mathematics and computing worlds. PhD graduate Qi Huangfu from the University of Edinburgh has achieved the first parallel computing model to solve simplex algorithms. Invented by George Dantzig in 1947, the simplex method is used to solve problems in linear programming. This algorithm is one of the chosen top 10 algorithms of the 20th century, according to the Journal of Computing in Science and Engineering. Because it is largely used to solve problems in many domains like business, engineering or logistics to name a few, for the last thirty years scientists have tried to simplify its resolution. It is indeed a heavy algorithm to run, and parallelising is one of the directions scientists have followed so solving can become faster. Qi’s optimisation has been incorporated into FICO’s solver and this augmented version will be commercialised in the near future, allowing resolutions up to twice as fast as other commercial software.

For further details, see Qi’s article:
http://ficolabsblog.fico.com/2014/05/the-algorithm-that-runs-the-world-.html

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