Year: 2015
Type: preprint
Abstract: Here we present an implementation of Primal-Dual Affine scaling method to solve linear optimization 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.
Source: arXiv (Cornell University)
Author: Divakar, Nithish
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W137243427