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Primal Dual Affine Scaling on GPUs

Nithish Divakar
Supercomputer Education and Research Center, Indian Institute of Technology, Bangalore
arXiv:1502.03543 [cs.NA], (12 Feb 2015)

@article{divakar2015primal,

   title={Primal Dual Affine Scaling on GPUs},

   author={Divakar, Nithish},

   year={2015},

   month={feb},

   archivePrefix={"arXiv"},

   primaryClass={cs.NA}

}

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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.
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