Solving Batched Linear Programs on GPU and Multicore CPU

arXiv: Distributed, Parallel, and Cluster Computing, Volume abs/1609.08114, 2016.

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Abstract:

Linear Programs (LPs) appear in a large number of applications and offloading them to the GPU is viable to gain performance. Existing work on offloading and solving an LP on GPU suggests that performance is gained from large sized LPs (typically 500 constraints, 500 variables and above). In order to gain performance from GPU for applicati...More

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