A Hybrid Multi-GPU Implementation of Simplex Algorithm with CPU Collaboration

The simplex algorithm has been successfully used for many years in solving linear programming (LP) problems. Due to the intensive computations required (especially for the solution of large LP problems), parallel approaches have also extensively been studied. The computational power provided by the modern GPUs as well as the rapid development of multicore CPU systems have led OpenMP and CUDA programming models to the top preferences during the last years. However, the desired efficient collaboration between CPU and GPU through the combined use of the above programming models is still considered a hard research problem. In the above context, we demonstrate here an excessively efficient implementation of standard simplex, targeting to the best possible exploitation of the concurrent use of all the computing resources, on a multicore platform with multiple CUDA-enabled GPUs. More concretely, we present a novel hybrid collaboration scheme which is based on the concurrent execution of suitably spread CPU-assigned (via multithreading) and GPU-offloaded computations. The experimental results extracted through the cooperative use of OpenMP and CUDA over a notably powerful modern hybrid platform (consisting of 32 cores and two high-spec GPUs, Titan Rtx and Rtx 2080Ti) highlight that the performance of the presented here hybrid GPU/CPU collaboration scheme is clearly superior to the GPU-only implementation under almost all conditions. The corresponding measurements validate the value of using all resources concurrently, even in the case of a multi-GPU configuration platform. Furthermore, the given implementations are completely comparable (and slightly superior in most cases) to other related attempts in the bibliography, and clearly superior to the native CPU-implementation with 32 cores.Comment: 12 page

Two-dimensional batch linear programming on the GPU

This paper presents a novel, high-performance, graphical processing unit-based algorithm for efficiently solving two-dimensional linear programs in batches. The domain of two-dimensional linear programs is particularly useful due to the prevalence of relevant geometric problems. Batch linear programming refers to solving numerous different linear programs within one operation. By solving many linear programs simultaneously and distributing workload evenly across threads, graphical processing unit utilization can be maximized. Speedups of over 22 times and 63 times are obtained against state-of-the-art graphics processing unit and CPU linear program solvers, respectively

Recent Advances on GPU Computing in Operations Research

Abstract-In the last decade, Graphics Processing Units (GPUs) have gained an increasing popularity as accelerators for High Performance Computing (HPC) applications. Recent GPUs are not only powerful graphics engines but also highly threaded parallel computing processors that can achieve sustainable speedup as compared with CPUs. In this context, researchers try to exploit the capability of this architecture to solve difficult problems in many domains in science and engineering. In this article, we present recent advances on GPU Computing in Operations Research. We focus in particular on Integer Programming and Linear Programming

Recent Advances on GPU Computing in Operations Research

In the last decade, Graphics Processing Units (GPUs) have gained an increasing popularity as accelerators for High Performance Computing (HPC) applications. Recent GPUs are not only powerful graphics engines but also highly threaded parallel computing processors that can achieve sustainable speedup as compared with CPUs. In this context, researchers try to exploit the capability of this architecture to solve difficult problems in many domains in science and engineering. In this article, we present recent advances on GPU Computing in Operations Research. We focus in particular on Integer Programming and Linear Programming

Linear optimization on modern GPUs

Abstract Optimization algorithms are becoming increasingly more important in many areas, such as finance and engineering. Typically, real problems involve several hundreds of variables, and are subject to as many constraints. Several methods have been developed trying to reduce the theoretical time complexity. Nevertheless, when problems exceed reasonable sizes they end up being very computationally intensive. Heterogeneous systems composed by coupling commodity CPUs and GPUs are becoming relatively cheap, highly performing systems. Recent developments of GPGPU technologies give even more powerful control over them. In this paper, we show how we use a revised simplex algorithm for solving linear programming problems originally described by Dantzig for both our CPU and GPU implementations. Previously, this approach has showed not to scale beyond around 200 variables. However, by taking advantage of modern libraries such as ATLAS for matrix-matrix multiplication, and the NVIDIA CUDA programming library on recent GPUs, we show that we can scale to problem sizes up to at least 2000 variables in our experiments for both architectures. On the GPU, we also achieve an appreciable precision on large problems with thousands of variables and constraints while achieving between 2X and 2.5X speed-ups over the serial ATLAS-based CPU version. With further tuning of both the algorithm and its implementations, even better results should be achievable for both the CPU and GPU versions

Tuning the Performance of a Computational Persistent Homology Package

In recent years, persistent homology has become an attractive method for data analysis. It captures topological features, such as connected components, holes, and voids from point cloud data and summarizes the way in which these features appear and disappear in a filtration sequence. In this project, we focus on improving the performanceof Eirene, a computational package for persistent homology. Eirene is a 5000-line open-source software library implemented in the dynamic programming language Julia. We use the Julia profiling tools to identify performance bottlenecks and develop novel methods to manage them, including the parallelization of some time-consuming functions on multicore/manycore hardware. Empirical results show that performance can be greatly improved