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

M.E. Lalami, V. Boyer, D. El-Baz
CNRS, LAAS, Toulouse, France
IEEE International Symposium on Parallel and Distributed Processing Workshops and Phd Forum (IPDPSW), 2011

@inproceedings{lalami2011efficient,

   title={Efficient implementation of the simplex method on a CPU-GPU system},

   author={Lalami, M. and Boyer, V. and El Baz, D.},

   booktitle={25th symposium IEEE IPDPSW, Anchorage, USA},

   year={2011}

}

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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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