Primal Dual Affine Scaling on GPUs

Nithish Divakar

Primal Dual Affine Scaling on GPUs

Numerical Analysis 2015-02-13 v1 Distributed, Parallel, and Cluster Computing

Authors: Nithish Divakar

Abstract

Here we present an implementation of Primal-Dual Affine scaling method to solve linear optimization problem on GPU based systems. Strategies to convert the system generated by complementary slackness theorem into a symmetric system are given. A new CUDA friendly technique to solve the resulting symmetric positive definite subsystem is also developed. Various strategies to reduce the memory transfer and storage requirements were also explored.

Keywords

gpu computing parallel algorithm convex optimization

Cite

@article{arxiv.1502.03543,
  title  = {Primal Dual Affine Scaling on GPUs},
  author = {Nithish Divakar},
  journal= {arXiv preprint arXiv:1502.03543},
  year   = {2015}
}

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