تقرير
cuPDLP-C: A Strengthened Implementation of cuPDLP for Linear Programming by C language
| العنوان: | cuPDLP-C: A Strengthened Implementation of cuPDLP for Linear Programming by C language |
|---|---|
| المؤلفون: | Lu, Haihao, Yang, Jinwen, Hu, Haodong, Huangfu, Qi, Liu, Jinsong, Liu, Tianhao, Ye, Yinyu, Zhang, Chuwen, Ge, Dongdong |
| سنة النشر: | 2023 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Optimization and Control |
| الوصف: | A recent GPU implementation of the Restarted Primal-Dual Hybrid Gradient Method for Linear Programming was proposed in Lu and Yang (2023). Its computational results demonstrate the significant computational advantages of the GPU-based first-order algorithm on certain large-scale problems. The average performance also achieves a level close to commercial solvers for the first time in history. However, due to limitations in experimental hardware and the disadvantage of implementing the algorithm in Julia compared to C language, neither the commercial solver nor cuPDLP reached their maximum efficiency. Therefore, in this report, we have re-implemented and optimized cuPDLP in C language. Utilizing state-of-the-art CPU and GPU hardware, we extensively compare cuPDLP with the best commercial solvers. The experiments further highlight its substantial computational advantages and potential for solving large-scale linear programming problems. We also discuss the profound impact this breakthrough may have on mathematical programming research and the entire operations research community. Comment: fix typos, update numerical results |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2312.14832 |
| رقم الأكسشن: | edsarx.2312.14832 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |