Implementing an interior point method for linear programs on a CPU-GPU system

zbMATH Open1177.90288MaRDI QIDQ836722FDOQ836722

Dianne P. O'Leary, Jin Hyuk Jung

Publication date: 8 September 2009

Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/117656

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zbMATH Keywords

Cholesky factorizationmatrix decompositionforward and back substitutionrectangular packed format

Mathematics Subject Classification ID

Linear programming (90C05) Factorization of matrices (15A23) Interior-point methods (90C51) Parallel algorithms in computer science (68W10)

Cited In (2)

• Efficient GPU-based implementations of simplex type algorithms
• GPU implementation of neural networks

Uses Software

• LIPSOL
• reducedLP
• GPGPU
• Cg

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