Linear solvers for power grid optimization problems: a review of GPU-accelerated linear solvers
Numerical Analysis
2023-04-04 v2 Mathematical Software
Numerical Analysis
Abstract
The linear equations that arise in interior methods for constrained optimization are sparse symmetric indefinite and become extremely ill-conditioned as the interior method converges. These linear systems present a challenge for existing solver frameworks based on sparse LU or LDL^T decompositions. We benchmark five well known direct linear solver packages using matrices extracted from power grid optimization problems. The achieved solution accuracy varies greatly among the packages. None of the tested packages delivers significant GPU acceleration for our test cases.
Cite
@article{arxiv.2106.13909,
title = {Linear solvers for power grid optimization problems: a review of GPU-accelerated linear solvers},
author = {Kasia Swirydowicz and Eric Darve and Wesley Jones and Jonathan Maack and Shaked Regev and Michael A. Saunders and Stephen J. Thomas and Slaven Peles},
journal= {arXiv preprint arXiv:2106.13909},
year = {2023}
}