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Multi GPU Implementation of the Simplex Algorithm

Mohamed Esseghir Lalami, Didier El-Baz, Vincent Boyer
CNRS, LAAS, 7 avenue du colonel Roche, F-31077 Toulouse, France
IEEE 13th International Conference on High Performance Computing and Communications (HPCC), 2011

@inproceedings{lalami2011multi,

   title={Multi GPU Implementation of the Simplex Algorithm},

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

   booktitle={High Performance Computing and Communications (HPCC), 2011 IEEE 13th International Conference on},

   pages={179–186},

   year={2011},

   organization={IEEE}

}

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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.
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