A Fast Parallel Implementation of a PTAS for Fractional Packing and Covering Linear Programs

作者：Jelic Slobodan^*; Laue Soeren; Matijevic Domagoj; Wijerama Patrick

来源：International Journal of Parallel Programming, 2015, 43(5): 840-875.

DOI：10.1007/s10766-015-0352-y

• Fractional packing and covering linear programs
• Randomized algorithm
• Derandomized algorithm
• General-purpose graphics processing unit computation

We present a parallel implementation of the randomized approximation algorithm for packing and covering linear programs presented by Koufogiannakis and Young (2007). Their approach builds on ideas of the sublinear time algorithm of Grigoriadis and Khachiyan's (Oper Res Lett 18(2):53-58, 1995) and Garg and Konemann's (SIAM J Comput 37(2):630-652, 2007) non-uniform-increment amortization scheme. With high probability it computes a feasible primal and dual solution whose costs are within a factor of of the optimal cost. In order to make their algorithm more parallelizable we also implemented a deterministic version of the algorithm, i.e. instead of updating a single random entry at each iteration we updated deterministically many entries at once. This slowed down a single iteration of the algorithm but allowed for larger step-sizes which lead to fewer iterations. We use NVIDIA's parallel computing architecture CUDA for the parallel environment. We report a speedup between one and two orders of magnitude over the times reported by Koufogiannakis and Young (2007).

• 出版日期2015-10