A PyTorch/ROCm implementation of PDHG, torchPDLP, achieves up to 36x speedup over its own CPU version on large linear programs, with a novel but inconsistent multi-start heuristic called fishnet casting.
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Accelerating a Linear Programming Algorithm on AMD GPUs
A PyTorch/ROCm implementation of PDHG, torchPDLP, achieves up to 36x speedup over its own CPU version on large linear programs, with a novel but inconsistent multi-start heuristic called fishnet casting.