Efficient implementation of the simplex method on a CPU-GPU system

IEEE International Symposium on Parallel and Distributed Processing Workshops and Phd Forum

Volumn , Issue , 2011, Pages 1999-2006

  Lalami, Mohamed Esseghir ^a,b   Boyer, Vincent ^a,b   El Baz, Didier ^a,b  

^a LAAS CNRS   (France)

^b UNIVERSITÉ PAUL SABATIER   (France)

Author keywords

CUDA; GPU computing; Hybrid computing; Linear programming; Parallel computing; Simplex method

Indexed keywords

COMPUTATIONAL TESTS; CUDA; DOUBLE PRECISION; EFFICIENT IMPLEMENTATION; GPU COMPUTING; HYBRID COMPUTING; LP PROBLEM; PARALLEL IMPLEMENTATIONS; QUALITY OF SOLUTION; SIMPLEX ALGORITHM; SIMPLEX METHODS;

DISTRIBUTED PARAMETER NETWORKS; LINEAR PROGRAMMING; OPTIMIZATION; PARALLEL ARCHITECTURES; PARALLEL PROCESSING SYSTEMS;

DISTRIBUTED COMPUTER SYSTEMS;

EID: 83455186453     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IPDPS.2011.362     Document Type: Conference Paper

References (18)

1. V. Boyer, D. El Baz, M. Elkihel, "Dense dynamic programming on multi GPU," in Proc. of the 19th International Conference on Parallel Distributed and networked-based Processing, PDP 2011, Ayia Napa, Cyprus, 545-551, February 2011.
2. E. B. Ford, "Parallel algorithm for solving Keplers equation on graphics processing units: application to analysis of Doppler exoplanet searches," New Astronomy, 14:406-412, 2009.
3. Y. Zhang, J. Cohen, J. D. Owens, "Fast tridiagonal solvers on the GPU," in Proc. of the 15th ACM SIGPLAN Symposium on Principles and Practice of Parallel Programming, (PPoPP 2010):127-136, Bangalore, India, January 2010.
4. V. Vineet, P. J. Narayanan, "CUDA cuts: fast graph cuts on the GPU," in Workshop on Visual Computer Vision on GPU's, 2008.
5. D. P. O'Leary, J. H. Jung, "Implementing an interior point method for linear programs on a CPU-GPU system," Electronic Transactions on Numerical Analysis, 28:879-899, May 2008.
6. NETLIB, http://www.netlib.org/
7. D. G. Spampinato, A. C. Elster, "Linear optimization on modern GPUs," in Proc. of the 23rd IEEE International Parallel and Distributed Processing Symposium, (IPDPS 2009), Rome, Italy, May 2009.
8. CUDA - CUBLAS Library 2.0, NVIDIA Corporation, LAPACK Library, http://www.culatools.com/
9. J. Bieling, P. Peschlow, P. Martini, "An efficient GPU implementation of the revised Simplex method," in Proc. of the 24th IEEE International Parallel and Distributed Processing Symposium, (IPDPS 2010), Atlanta, USA, April 2010.
10. G. B. Dantzig, Linear Programming and Extensions, Princeton University Press and the RAND Corporation, 1963.
11. G. B. Dantzig, M. N. Thapa, Linear Programming 2: Theory and Extensions, Springer-Verlag, 2003.
12. S. S. Morgan, A Comparison of Simplex Method Algorithms, Master's thesis, Univ. of Florida, Jan. 1997.
13. G. Yarmish, "The simplex method applied to wavelet decomposition," in Proc. of the International Conference on Applied Mathematics, Dallas, USA, 226-228, November 2006.
14. J. Eckstein, I. Bodurglu, L. Polymenakos, and D. Goldfarb, "Data-Parallel Implementations of Dense Simplex Methods on the Connection Machine CM-2," ORSA Journal on Computing, vol. 7, 4:434-449, 2010.
15. S. P. Bradley, U. M. Fayyad, and O. L. Mangasarian, "Mathematical Programming for Data Mining: Formulations and Challenges," INFORMS Journal on Computing, vol. 11, 3:217-238, 1999.
16. V. Boyer, D. El Baz, M. Elkihel, "Solution of multidimensional knapsack problems via cooperation of dynamic programming and branch and bound," European J. Industrial Engineering, 4, 4:434-449, 2010.
17. NVIDIA, Cuda 2.0 programming guide, http://devel-oper.download.nvidia. com/compute/cuda/20/docs/NVIDIA-CUDA-Programming-Guide-2.0.pdf (2009)
18. R. S. Garfinkel, D. L. Nemhauser, Integer Programming, Wiley-Interscience, 1972.