Abstract-The Simplex algorithm is a well known method to solve linear programming (LP) problems. In this paper, we propose an implementation via CUDA of the Simplex method on a multi GPU architecture. Computational tests have been carried out on randomly generated instances for non-sparse LP problems. The tests show a maximum speedup of 24.5 with two Tesla C2050 boards.
A multi-GPU implementation of the simplex algorithm in REF reports a speedup of 2.93× on LP problems of dimension 1000×1000.
Multi GPU Implementation of the Simplex Algorithm
2011 IEEE International Conference on High Performance Computing and Communications
2011 IEEE International Conference on High Performance Computing and Communications
Computer Science