Preface: I'm sorry that this a very open-ended question, since it would be quite complex to go into the exact problem I am working on, and I think an abstract formulation also contains the necessary detail. If more details are needed though, feel free to ask.
Efficiency in GPU computing comes from being able to parallelize calculations over thousands of cores, even though these run more slowly than traditional CPU cores. I am wondering if this idea can be applied to the problem I am working on.
The problem I am working on is an optimisation problem, where a potential solution is generated, the quality of this solution calculated, and compared to the current best solution, in order to approach the best solution possible.
In the current algorithm, a variation of gradient descent, the calculating of this penalty is what takes by far the most processor time (Profiling suggest around 5% of the time is used to generate a new valid possibility, and 95% of the time is used to calculate the penalty). However, the calculating of this penalty is quite a complex process, where different parts of the (potential) solution depend on eachother, and are subject to multiple different constraints for which a penalty may be given to the solution - the data model for this problem currently takes over 200MB of RAM to store.
Are there strategies in which to write an algorithm for such a problem on the GPU? My problem is currently that the datamodel needs to be loaded for each processor core/thread working the problem, since the generating of a new solution takes so little time, it would be inefficient to start using locks and have to wait for a processor to be done with its penalty calculation.
A GPU obviously doesn't have this amount of memory available for each of its cores. However, my understanding is that if the model were to be stored on RAM, the overhead of communication between the GPU and the CPU would greatly slow down the algorithm (Currently around 1 million of these penalty calculations are performed every second on a single core of a fairly modern CPU, and I'm guessing a million transfers of data to the GPU every second would quickly become a bottleneck).
If anyone has any insights, or even a reference to a similar problem, I would be most grateful, since my own searches have not yet turned up much.
