PDHCG-CQP is a matrix-free GPU solver that provably converges linearly under strict complementarity for conic quadratic programs and scales to 440 million variables on 8 GPUs.
Haeberly, and Michael L
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GPU-Accelerated Conic Quadratic Programming with Local Linear Convergence under Strict Complementarity
PDHCG-CQP is a matrix-free GPU solver that provably converges linearly under strict complementarity for conic quadratic programs and scales to 440 million variables on 8 GPUs.