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The rapid progress in GPU computing has revolutionized many fields, yet its potential in mathematical programming, such as linear programming (LP), has only recently begun to be realized. This survey aims to provide a comprehensive overview…

Optimization and Control · Mathematics 2025-06-04 Haihao Lu , Jinwen Yang

We present a distributed framework of the Primal-Dual Hybrid Gradient (PDHG) algorithm for solving massive-scale linear programming (LP) problems. Although PDHG-based solvers demonstrate strong performance on single-node GPU architectures,…

Optimization and Control · Mathematics 2026-05-11 Hongpei Li , Yicheng Huang , Huikang Liu , Dongdong Ge , Yinyu Ye

In this paper, we provide an affirmative answer to the long-standing question: Are GPUs useful in solving linear programming? We present cuPDLP.jl, a GPU implementation of restarted primal-dual hybrid gradient (PDHG) for solving linear…

Optimization and Control · Mathematics 2024-06-10 Haihao Lu , Jinwen Yang

We present PDLP, a practical first-order method for linear programming (LP) designed to solve large-scale LP problems. PDLP is based on the primal-dual hybrid gradient (PDHG) method applied to the minimax formulation of LP. PDLP…

Optimization and Control · Mathematics 2026-03-19 David Applegate , Mateo Díaz , Oliver Hinder , Haihao Lu , Miles Lubin , Brendan O'Donoghue , Warren Schudy

We present PDLP, a practical first-order method for linear programming (LP) that can solve to the high levels of accuracy that are expected in traditional LP applications. In addition, it can scale to very large problems because its core…

Optimization and Control · Mathematics 2022-01-10 David Applegate , Mateo Díaz , Oliver Hinder , Haihao Lu , Miles Lubin , Brendan O'Donoghue , Warren Schudy

Linear Programs (LPs) appear in a large number of applications and offloading them to a GPU is viable to gain performance. Existing work on offloading and solving an LP on a GPU suggests that there is performance gain generally on large…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-26 Amit Gurung , Rajarshi Ray

This work presents a GPU-accelerated solver for the unit commitment (UC) problem in large-scale power grids. The solver uses the Primal-Dual Hybrid Gradient (PDHG) algorithm to efficiently solve the relaxed linear subproblem, achieving…

Optimization and Control · Mathematics 2025-12-09 Hussein Sharadga , Javad Mohammadi

We introduce a fusion of GPU accelerated primal heuristics for Mixed Integer Programming. Leveraging GPU acceleration enables exploration of larger search regions and faster iterations. A GPU-accelerated PDLP serves as an approximate LP…

Optimization and Control · Mathematics 2025-10-31 Akif Çördük , Piotr Sielski , Alice Boucher , Kumar Aatish

Recent enhancements to the Primal-Dual Hybrid Gradient (PDHG) algorithm have enabled GPUs to efficiently solve large linear programming problems, often faster than the long-dominant simplex and interior-point methods. The solutions found by…

Optimization and Control · Mathematics 2025-11-19 Edward Rothberg

Linear Programs (LPs) appear in a large number of applications and offloading them to the GPU is viable to gain performance. Existing work on offloading and solving an LP on GPU suggests that performance is gained from large sized LPs…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-09-27 Amit Gurung , Rajarshi Ray

This paper presents a novel, high-performance, graphical processing unit-based algorithm for efficiently solving two-dimensional linear programs in batches. The domain of two-dimensional linear programs is particularly useful due to the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-14 John Charlton , Steve Maddock , Paul Richmond

We introduce cuPDLPx, a further enhanced GPU-based first-order solver for linear programming. Building on the recently developed restarted Halpern PDHG for LP, cuPDLPx incorporates a number of new techniques, including a new restart…

Optimization and Control · Mathematics 2025-09-24 Haihao Lu , Zedong Peng , Jinwen Yang

Recent research has focused on developing GPU-accelerated first-order solvers for linear programming (LP). This line of work, however, has largely overlooked the role of presolving, and thus prior results do not fully reflect the speedups…

Optimization and Control · Mathematics 2026-04-28 Daniel Cederberg , Stephen Boyd

Parallel computing can offer an enormous advantage regarding the performance for very large applications in almost any field: scientific computing, computer vision, databases, data mining, and economics. GPUs are high performance many-core…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-24 Bogdan Oancea , Tudorel Andrei , Raluca Mariana Dragoescu

The simplex algorithm has been successfully used for many years in solving linear programming (LP) problems. Due to the intensive computations required (especially for the solution of large LP problems), parallel approaches have also…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-22 Basilis Mamalis , Marios Perlitis

We present an online preconditioning technique for the primal-dual hybrid gradient (PDHG) algorithm for linear programming (LP). The method adaptively updates primal and dual preconditioners using an online optimization framework. To…

Optimization and Control · Mathematics 2025-06-24 Haihao Lu , Wanyu Zhang

This paper aims to understand the relationships among recently developed GPU-accelerated first-order methods (FOMs) for linear programming (LP), with particular emphasis on HPR-LP -- a Halpern Peaceman--Rachford (HPR) method for LP. Our…

Optimization and Control · Mathematics 2025-10-02 Kaihuang Chen , Defeng Sun , Yancheng Yuan , Guojun Zhang , Xinyuan Zhao

The exponential growth of computational workloads is surpassing the capabilities of conventional architectures, which are constrained by fundamental limits. In-memory computing (IMC) with RRAM provides a promising alternative by providing…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-09 Huynh Q. N. Vo , Md Tawsif Rahman Chowdhury , Paritosh Ramanan , Gozde Tutuncuoglu , Junchi Yang , Feng Qiu , Murat Yildirim

In this paper we present an FPGA-based implementation of linear programming (LP) decoding. LP decoding frames error correction as an optimization problem. This is in contrast to variants of belief propagation (BP) decoding that view error…

Information Theory · Computer Science 2016-05-23 Mitchell Wasson , Mario Milicevic , Stark C. Draper , Glenn Gulak

Graphics processing units (GPU) had evolved from a specialized hardware capable to render high quality graphics in games to a commodity hardware for effective processing blocks of data in a parallel schema. This evolution is particularly…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-03-26 Luis Cabellos
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