%0 Journal Article
%T Primal Dual Affine Scaling on GPUs
%A Nithish Divakar
%J Computer Science
%D 2015
%I arXiv
%X Here we present an implementation of Primal-Dual Affine scaling method to solve linear optimization problem on GPU based systems. Strategies to convert the system generated by complementary slackness theorem into a symmetric system are given. A new CUDA friendly technique to solve the resulting symmetric positive definite subsystem is also developed. Various strategies to reduce the memory transfer and storage requirements were also explored.
%U http://arxiv.org/abs/1502.03543v1