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Using Colab GPU for PULP Python

So I am trying to solve a linear programming problem with around 10,000 binary variables using the PULP python library. It's taking me a lot of time to solve the problem. I was wondering if there is anyway for the code to use GPUs available in Colab to solve these linear programming issues.

Solution

  • GPUs have little or no advantage for general large, sparse LP and MIP models. Apart from some academic exercises on highly structured problems, there are few or no solvers available that use GPUs. The underlying problem is that GPUs are really good for data-parallel problems (SIMD architecture). Large, sparse LPs are different.