Implementation and performance analysis of the Simplex algorithm adapted to run on commodity OpenCL enabled graphics processors

The Simplex algorithm is commonly used for solving Linear Optimization problems. Linear Optimization methods are used to solve problems in areas such as Economics, Business, Planning and Engineering. Developments of hardware platforms have allowed the use of Linear Optimization methods on problems that presented serious computational challenges in the past. However, solving large optimization problems can be time consuming, which has to be taken into consideration for time-critical applications. With the invention of the GPU assisted computing the situation in this field has progressed. In this paper, implementation and performance analysis of the Simplex algorithm adapted to take the advantage of modern graphics processors versus traditional CPU adapted implementation is presented.