GPU Acceleration of the Matrix-Free Interior Point Method.
Edmund SmithJacek GondzioJ. A. Julian HallPublished in: PPAM (1) (2011)
Keyphrases
- interior point methods
- coefficient matrix
- convex optimization
- semidefinite
- linear program
- linear programming
- semidefinite programming
- primal dual
- low rank
- interior point algorithm
- computationally intensive
- quadratic programming
- linear systems
- preconditioned conjugate gradient method
- inequality constraints
- linear programming problems
- solving problems
- optimal solution
- floating point
- learning algorithm