I want to use my GPU (Graphic Processing Unit) to accelerate the computations.
Of course, I’m solving LMIs, usually with SDPT3.
My questions are as follows:
Does CVX support using GPUs for solving optimization problems?
If so, do I use the standard Matlab command “gpuArray” to store the decision variables, or is there something special I should do?
Whether or not the GPU can be used to accelerate the solution of a single optimization problem, is it possible to invoke the GPU parallel processing capabilities to solve several optimization problems in parallel?