Primal Dual Affine Scaling on GPUs
نویسنده
چکیده
Here we present an implementation of Primal-Dual Affine scaling method to solve linear optimisation problem on GPU based systems. Strategies to convert the system generated by complementary slackness theorem into a symmetric system are given. A new CUDA friendly technique to solve the resulting symmetric positive definite subsystem is also developed. Various strategies to reduce the memory transfer and storage requirements were also explored. Keywords—Primal Dual Affine scaling, Linear programming, Interior point algorithms, Woodbury formula
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ورودعنوان ژورنال:
- CoRR
دوره abs/1502.03543 شماره
صفحات -
تاریخ انتشار 2015