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

MaRDI QIDQ836722zbMATH OpenFDO

Authors Jin Hyuk Jung, Dianne P. O'Leary

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, http://www.emis.de/journals/ETNA/vol.28.2007-2008/pp174-189.dir/pp174-189.html

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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)

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Cited in

(6)

• Globally scheduled real-time multiprocessor systems with GPUs
• A computational comparison of scaling techniques for linear optimization problems on a graphical processing unit
• Efficient batch LU and QR decomposition on GPU
• Efficient GPU-based implementations of simplex type algorithms
• An error correction solver for linear systems: evaluation of mixed precision implementations
• GPU implementation of neural networks

Describes a project that uses

Uses Software

• Cg
• GPGPU
• reducedLP
• LIPSOL

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