On the Relationships among GPU-Accelerated First-Order Methods for Solving Linear Programming

Fuente: arXiv
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Autori principali: Chen, Kaihuang, Sun, Defeng, Yuan, Yancheng, Zhang, Guojun, Zhao, Xinyuan
Natura: Preprint
Pubblicazione: 2025
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author Chen, Kaihuang
Sun, Defeng
Yuan, Yancheng
Zhang, Guojun
Zhao, Xinyuan
author_facet Chen, Kaihuang
Sun, Defeng
Yuan, Yancheng
Zhang, Guojun
Zhao, Xinyuan
contents This paper aims to understand the relationships among recently developed GPU-accelerated first-order methods (FOMs) for linear programming (LP), with particular emphasis on HPR-LP -- a Halpern Peaceman--Rachford (HPR) method for LP. Our findings can be summarized as follows: (i) the base algorithm of cuPDLPx, a recently released GPU solver, is a special case of the base algorithm of HPR-LP, thereby showing that cuPDLPx is another concrete implementation instance of HPR-LP; (ii) once the active sets have been identified, HPR-LP and EPR-LP -- an ergodic PR method for LP -- become equivalent under the same initialization; and (iii) extensive numerical experiments on benchmark datasets demonstrate that HPR-LP achieves the best overall performance among current GPU-accelerated LP solvers. These findings provide a strong motivation for using the HPR method as a baseline to further develop GPU-accelerated LP solvers and beyond.
format Preprint
id arxiv_https___arxiv_org_abs_2509_23903
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On the Relationships among GPU-Accelerated First-Order Methods for Solving Linear Programming
Chen, Kaihuang
Sun, Defeng
Yuan, Yancheng
Zhang, Guojun
Zhao, Xinyuan
Optimization and Control
90C05, 90C06, 90C25, 65Y20
This paper aims to understand the relationships among recently developed GPU-accelerated first-order methods (FOMs) for linear programming (LP), with particular emphasis on HPR-LP -- a Halpern Peaceman--Rachford (HPR) method for LP. Our findings can be summarized as follows: (i) the base algorithm of cuPDLPx, a recently released GPU solver, is a special case of the base algorithm of HPR-LP, thereby showing that cuPDLPx is another concrete implementation instance of HPR-LP; (ii) once the active sets have been identified, HPR-LP and EPR-LP -- an ergodic PR method for LP -- become equivalent under the same initialization; and (iii) extensive numerical experiments on benchmark datasets demonstrate that HPR-LP achieves the best overall performance among current GPU-accelerated LP solvers. These findings provide a strong motivation for using the HPR method as a baseline to further develop GPU-accelerated LP solvers and beyond.
title On the Relationships among GPU-Accelerated First-Order Methods for Solving Linear Programming
topic Optimization and Control
90C05, 90C06, 90C25, 65Y20
url https://arxiv.org/abs/2509.23903