Abstract
Matrix manipulation of Linear Programming (LP) problems is a performance bottleneck in Single Instruction Single Data (SIMD) pattern. While, GPU is specialized for this compute-intensive and highly parallel computation, which is exactly what graphics rendering is about, due to the Single Instruction Multiple Data (SIMD) architecture. This paper introduces a Revised Simplex Method (RSM) on a GPU–Data Parallel Virtual Machine (DPVM). It assigns different routines for CPU and GPU according to respective characteristics: Iteration control and minimum value obtained are completed by CPU and Matrix multiplication by DPVM. In detail, we carefully organize the data as 4-channel textures, and efficiently implement the computation using Fetch4 technology of pixel shader. Numerical experiments are presented to verify the practical value and performance of this algorithm. The results are very promising. In particular, they reveal that our method not only can get correct optimal solution, but also is sixty-six faster than a traditional method on CPU, near 2.5 times faster than a lasted released MATLAB when LP problem size reaches 1200.
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Acknowledgements
The authors gratefully acknowledge the financial supports for this research from the National Natural Science Foundation of China (51409117, 61272208, 61572228), Jilin Province Department of Education “Thirteen Five” scientific and technological research projects [2016] No. 432, Fundamental Research Funds for the Central Universities Special (JCKY-QKJC47, JCKY-QKJC49).
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Bai, H., He, L., Jiang, Y., Wang, J., Jiang, S. (2017). Linear Programming Computation Model Based on DPVM. In: Park, J., Pan, Y., Yi, G., Loia, V. (eds) Advances in Computer Science and Ubiquitous Computing. UCAWSN CUTE CSA 2016 2016 2016. Lecture Notes in Electrical Engineering, vol 421. Springer, Singapore. https://doi.org/10.1007/978-981-10-3023-9_74
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DOI: https://doi.org/10.1007/978-981-10-3023-9_74
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