Cardinal Optimizer (COPT) User Guide
Cardinal Optimizer is a high-performance mathematical programming solver for efficiently solving largescale optimization problem. This documentation provides basic introduction to the Cardinal Optimizer.
arXiv subjects
Publications and source records attributed to Qi Huangfu.
Cardinal Optimizer is a high-performance mathematical programming solver for efficiently solving largescale optimization problem. This documentation provides basic introduction to the Cardinal Optimizer.
A recent GPU implementation of the Restarted Primal-Dual Hybrid Gradient Method for Linear Programming was proposed in Lu and Yang (2023). Its computational results demonstrate the significant computational advantages of the GPU-based first-order algorithm on certain large-scale problems. The average performance also achieves a level close to commercial solvers for the first time in history. However, due to limitations in experimental hardware and the disadvantage of implementing the algorithm in Julia compared to C language, neither the commercial solver nor cuPDLP reached their maximum efficiency. Therefore, in this report, we have re-implemented and optimized cuPDLP in C language. Utilizing state-of-the-art CPU and GPU hardware, we extensively compare cuPDLP with the best commercial solvers. The experiments further highlight its substantial computational advantages and potential for solving large-scale linear programming problems. We also discuss the profound impact this breakthrough may have on mathematical programming research and the entire operations research community.