Recent Advances on GPU Computing in Operations Research

In the last decade, Graphics Processing Units(GPUs) have gained an increasing popularity as accelerators for High Performance Computing (HPC) applications. Recent GPUs are not only powerful graphics engines but also highly threaded parallel computing processors that can achieve sustainable speedup as compared with CPUs. In this context, researchers try to exploit the capability of this architecture to solve difficult problems in many domains in science and engineering. In this article, we present recent advances on GPU Computing in Operations Research. We focus in particular on Integer Programming and Linear Programming.