Primal Dual Affine Scaling on GPUs [article]

Nithish Divakar
2015 arXiv   pre-print
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.
arXiv:1502.03543v1 fatcat:rogh4jlt3jf37bsqojvzg7vcfy