Finding Parallelism in General-Purpose Linear Programming

Get to know two different techniques in retrieving parallelism hidden in a general purpose linear programs (LPs) that are broadly used in operations research, computer vision, and machine learning. With conventional solvers often being restricted to serial computation, we'll show two ways of retrieving inherent parallelism, using: (1) parallel sparse linear algebra techniques with an interior-point method, and (2) a higher-level automatic LP decomposition. After a quick introduction to the topic, we'll present details and results for a diverse range of applications on the GPU