GPU Predictor-Corrector Interior Point Method for Large-Scale Linear Programming
This master’s thesis concerns the implementation of a GPUaccelerated version of Mehrotra’s predictor-corrector interior point algorithm for large-scale linear programming (LP). The implementations are tested on LP problems arising in the financial industry, where there is high demand for faster LP s...
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| Format: | Others |
| Language: | English |
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KTH, Numerisk analys, NA
2015
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168672 |