Vector processing approach to constrained network problems

Abstract

Modification of algorithms designed for scalar computing, to take advantage of vector processing, raises several challenges. This article presents the vectorization of the primal simplex based network algorithm and results in a 50% improvement in computational time. One of the major contributors to this improvement is the matching of the size of the pricing candidate list to the vector register size. The side constraints are relaxed into a single surrogate constraint. The single constraint network algorithm is vectorized and used as the basis for solving large‐scale constrained network problems. Computational experiments are presented which illustrate the vectorization of the network code as well as the ability of the surrogate constraint approach to deal with large constrained network problems.