Efficient Implementation of the Simplex Method on a CPU-GPU System
- Lalami, Mohamed Esseghir
- Boyer, Vincent
- El Baz, Didier
Publication date
May 2011
DOI Publisher
Institute of Electrical and Electronics Engineers (IEEE)Abstract
International audienceThe Simplex algorithm is a well known method to solve linear programming (LP) problems. In this paper, we propose a parallel implementation of the Simplex on a CPU-GPU systems via CUDA. Double precision implementation is used in order to improve the quality of solutions. Computational tests have been carried out on randomly generated instances for non-sparse LP problems. The tests show a maximum speedup of 12.5 on a GTX 260 board
Add to ORKG