Scaling Performance of Interior-Point Method on Large-Scale Chip Multiprocessor System

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Provided by: Association for Computing Machinery
Topic: Hardware
Format: PDF
In this paper, the authors describe parallelization of Interior-Point Method (IPM) aimed at achieving high scalability on large-scale Chip Multi-Processors (CMPs). IPM is an important computational technique used to solve optimization problems in many areas of science, engineering and finance. IPM spends most of its computation time in a few sparse linear algebra kernels. While each of these kernels contains a large amount of parallelism, sparse irregular datasets seen in many optimization problems make parallelism difficult to exploit.
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