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Revised simplex algorithm for linear programming on GPUs with CUDA

delete2018-04-18
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AI
L
Lili He
H
Hongtao Bai *
姜宇 cover
姜宇 (Yu Jiang)
D
Dantong Ouyang *
S
Shanshan Jiang
DOI:10.1007/s11042-018-5947-zdelete
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Abstract

Abstract

En 中文
The revised simplex algorithm (RSA) is a typical algorithm for solving linear programming problems. Many theoretical modifications have been done to make the algorithm more efficient, but almost all of them were based on single-instruction single-data architecture processors (CPUs), which could not make full use of the inherent parallel characteristics of RSAs. We propose a novel single-instruction multiple-data architecture processor (GPU) based on the RSA in this paper. The intensive matrix manipulations of a traditional RSA are offloaded to the GPU, which helps to make full use of its powerful parallel processing ability. We implemented the GPU-based RSA on compute unified device architecture (CUDA). Numerical experiments on randomly generated linear programs show that the GPU-based RSA can not only find the correct optimal solutions, but can also reach a speed of up to 100 times as fast as that of a CPU-based RSA: it also runs 3 to 11 times as fast as MATLAB.
Keywords:
CUDA
GPU
Revised simplex algorithm
SIMD
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Multimedia Tools and Applications cover
Multimedia Tools and Applications
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3
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J
Jilin University
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Papers: 5.5W
Citations: 8.9K