English

PDHCG-II: An Enhanced Version of PDHCG for Large-Scale Convex QP

Optimization and Control 2026-03-02 v1

Abstract

Quadratic programming (QP) is a fundamental optimization model with wide-ranging applications in decision-making and machine learning, yet efficiently solving large-scale instances remains a major computational challenge. Building upon the recently developed PDHCG framework, we propose PDHCG-II, an enhanced first-order solver tailored for large-scale convex QPs. The proposed method explicitly exploits the quadratic structure of the objective and incorporates several key algorithmic innovations, including Halpern-type acceleration and a PID-controlled adaptive update of the primal-dual weight. To further improve practical performance, PDHCG-II introduces a refined adaptive termination criterion for inner subproblems to prevent over-solving, together with an infeasibility detection mechanism for robust handling of ill-posed instances. Extensive numerical experiments demonstrate that PDHCG-II consistently achieves 2.5-5 times speedups over PDHCG on standard QP benchmarks. To facilitate reproducibility and broader adoption, we release a CUDA-C implementation of PDHCG-II as open-source software.

Keywords

Cite

@article{arxiv.2602.23967,
  title  = {PDHCG-II: An Enhanced Version of PDHCG for Large-Scale Convex QP},
  author = {Hongpei Li and Yicheng Huang and Huikang Liu and Dongdong Ge and Yinyu Ye},
  journal= {arXiv preprint arXiv:2602.23967},
  year   = {2026}
}

Comments

A GPU-accelerated Convex QP Solver