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Efficient Implementation of the Simplex Method on a CPU-GPU System

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Abstract

The Simplex algorithm is a well known method to solve linear programming (LP) problems. In this paper, we propose a parallel implementation of the Simplex on a CPU-GPU systems via CUDA. Double precision implementation is used in order to improve the quality of solutions. Computational tests have been carried out on randomly generated instances for non-sparse LP problems. The tests show a maximum speedup of 12.5 on a GTX 260 board.
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Dates and versions

hal-01151614 , version 1 (15-05-2015)

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Mohamed Esseghir Lalami, Vincent Boyer, Didier El Baz. Efficient Implementation of the Simplex Method on a CPU-GPU System. 2011 IEEE International Parallel & Distributed Processing Symposium, May 2011, Anchorage, United States. ⟨10.1109/IPDPS.2011.362⟩. ⟨hal-01151614⟩
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