Asymmetry PRISM-CPU achieves 4.5x-24.1x speedups over reference solvers on N=100-2000 problems and GPU completes all 500 accounts in 109.5s where OSQP completes 4.
Applications of second-order cone programming.Linear Algebra and its Applications, 284:193–228, 1998
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Asymmetry PRISM: A CPU/GPU Portfolio Optimization Engine for Deadline-Bounded Institutional Rebalancing
Asymmetry PRISM-CPU achieves 4.5x-24.1x speedups over reference solvers on N=100-2000 problems and GPU completes all 500 accounts in 109.5s where OSQP completes 4.