Implementation of Parallel Pursuit Algorithm for Solving Unstable Linear Programming Problems

Abstract

The paper describes an implementation of the parallel pursuit algorithm for solving unstable linear programming problems of high dimension on cluster computing systems. This algorithm uses Fejer’s mappings for building pseudo-projection on polyhedron. The algorithm tracks changes in input data and corrects the calculation process. This task is divided into set of independent subtasks, which can be processed in parallel. The UML activity diagrams describing the algorithm implementation are presented.