ASYNPLEX, an asynchronous parallelrevised simplex algorithm

This paper describes ASYNPLEX, an asynchronous variant of the revised simplex methodwhich is suitable for parallel implementation on a shared memory multiprocessor or MIMDcomputer with fast inter-processor communication. The method overlaps simplex iterationson different processors. Candidates to enter the basis are tentatively selected using reducedcosts which may be out of date. Later, the up-to-date reduced costs of the tentative candidatesare calculated and candidates are either discarded or accepted to enter the basis. The implementationof this algorithm on a Cray T3D is described and results demonstrating significantspeed-up are presented.