Reformulating DP as GPU kernels delivers 100- to 100,000-fold speedups for stochastic vehicle routing and inventory problems, enabling much larger scenario sets and stronger first-stage decisions.
A dynamic programming al- gorithm for solving the k-color shortest path problem.Optimization Letters, 15(6):1973–1992
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From Sequential to Parallel: Reformulating Dynamic Programming as GPU Kernels for Large-Scale Stochastic Combinatorial Optimization
Reformulating DP as GPU kernels delivers 100- to 100,000-fold speedups for stochastic vehicle routing and inventory problems, enabling much larger scenario sets and stronger first-stage decisions.