Abstract

This paper presents a hybrid preconditioning technique for Conjugate Gradient method and discusses its parallel implementation on Graphic Processing Unit (GPU) for solving large sparse linear systems arising from application of interior point methods to conic optimization problems in the context of nonlinear Finite Element Limit Analysis (FELA) for computational Geomechanics. For large 3D problems, the use of direct solvers in general becomes prohibitively expensive due to exponentially growing memory requirements and computational time. Besides, the so-called saddle-point systems resulting from use of optimization framework is not an exemption. On the other hand, although preconditioned iterative methods have moderate storage requirements and therefore can be applied to much larger problems than direct methods, they usually exhibit high number of iterations to reach convergence. In present paper, we show that this problem can be effectively tackled using the proposed hybrid preconditioner along with an elaborate implementation on GPU. Furthermore, numerical results verify the robustness and efficiency of the proposed technique.

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