The Simplex algorithm is a well known method to solve linear programming (LP) problems. In this paper, we propose an implementation via CUDA of the Simplex method on a multi GPU architecture. Computational tests have been carried out on randomly generated instances for non-sparse LP problems. The tests show a maximum speedup of 24:5 with two Tesla C2050 boards.
['Mohamed Esseghir Lalami', 'Didier El-Baz', 'Vincent Boyer']
Multi GPU Implementation of the Simplex Algorithm