GPU Predictor-Corrector Interior Point Method for Large-Scale Linear Programming

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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Bibliographic Details
Main Author:	Rydberg, David
Format:	Others
Language:	English
Published:	KTH, Numerisk analys, NA 2015
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168672

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