Parallel implementation of a central decomposition method for solving large scale planning problems

Jacek Gondzio, Robert Sarkissian and Jean-Philippe Vial

We use a decomposition approach to solve two types of realistic problems: block-angular linear programs arising in energy planning, and multicommodity network problems arising in capacity planning for survivable telecommunication networks. Decomposition is an algorithmic device that breaks down computations into several independent subproblems. It is thus ideally suited to parallel implementation. To achieve robustness and greater reliability in the performance of the decomposition algorithm, we use the Analytic Center Cutting Plane Method (\textsc{accpm}) to handle the master program. We run the algorithm on two different parallel computing platforms: a network of PC's running under Linux and a genuine parallel machine, the IBM SP2. The approach is well adapted for this coarse grain parallelism and the results display good speed-up's for the classes of problems we have treated.

HEC Technical Report 98.1, Section of Management Studies, University of Geneva, 102 Bd Carl Vogt, CH-1211 Geneva 4, Switzerland, January 19, 1998.