cuPDLP-C: A Strengthened Implementation of cuPDLP for Linear Programming by C language
Abstract
A recent GPU implementation of the Restarted Primal-Dual Hybrid Gradient Method for Linear Programming was proposed in Lu and Yang (2023). Its computational results demonstrate the significant computational advantages of the GPU-based first-order algorithm on certain large-scale problems. The average performance also achieves a level close to commercial solvers for the first time in history. However, due to limitations in experimental hardware and the disadvantage of implementing the algorithm in Julia compared to C language, neither the commercial solver nor cuPDLP reached their maximum efficiency. Therefore, in this report, we have re-implemented and optimized cuPDLP in C language. Utilizing state-of-the-art CPU and GPU hardware, we extensively compare cuPDLP with the best commercial solvers. The experiments further highlight its substantial computational advantages and potential for solving large-scale linear programming problems. We also discuss the profound impact this breakthrough may have on mathematical programming research and the entire operations research community.
Keywords
Cite
@article{arxiv.2312.14832,
title = {cuPDLP-C: A Strengthened Implementation of cuPDLP for Linear Programming by C language},
author = {Haihao Lu and Jinwen Yang and Haodong Hu and Qi Huangfu and Jinsong Liu and Tianhao Liu and Yinyu Ye and Chuwen Zhang and Dongdong Ge},
journal= {arXiv preprint arXiv:2312.14832},
year = {2024}
}
Comments
fix typos, update numerical results