Efficient implementation of linprog
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I am using linprog to solve a linear optimization problem with thousands of constraints. I have noticed that for constraints more than a few thousand the matlab implementation of linprog performs very slow. Are there any GPU(CUDA) or parallel implementations of linprog available within Matlab or elsewhere ?
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William Handler
on 20 Feb 2018
Not sure why Enrico is so down on your question. I would also be interested in a parallel version of linprog, dod you get anywhere with it?
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