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In this paper we present the solver DuQuad specialized for solving general convex quadratic problems arising in many engineering applications. When it is difficult to project on the primal feasible set, we use the (augmented) Lagrangian…

Optimization and Control · Mathematics 2015-04-23 Ion Necoara , Andrei Patrascu

The orthogonalization process is an essential building block in Krylov space methods, which takes up a large portion of the computational time. Commonly used methods, like the Gram-Schmidt method, consider the projection and normalization…

Numerical Analysis · Mathematics 2022-04-29 Nils-Arne Dreier , Christian Engwer

This paper focuses on discussing Newton's method and its hybrid with machine learning for the steady state Navier-Stokes Darcy model discretized by mixed element methods. First, a Newton iterative method is introduced for solving the…

Numerical Analysis · Mathematics 2024-03-07 Jianguo Huang , Hui Peng , Haohao Wu

In this study, we develop a new parallel algorithm for solving systems of linear algebraic equations with the same block-tridiagonal matrix but with different right-hand sides. The method is a generalization of the parallel dichotomy…

Numerical Analysis · Mathematics 2013-04-22 Andrew V. Terekhov

Modern graphics hardware is designed for highly parallel numerical tasks and promises significant cost and performance benefits for many scientific applications. One such application is lattice quantum chromodyamics (lattice QCD), where the…

High Energy Physics - Lattice · Physics 2010-12-06 M. A. Clark , R. Babich , K. Barros , R. C. Brower , C. Rebbi

Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…

Optimization and Control · Mathematics 2025-10-16 Ling Liang , Qiyuan Pang , Kim-Chuan Toh , Haizhao Yang

Channel estimation and extrapolation are fundamental issues in MIMO communication systems. In this paper, we proposed the quasi-Newton orthogonal matching pursuit (QNOMP) approach to overcome these issues with high efficiency while…

Signal Processing · Electrical Eng. & Systems 2024-11-12 Yi Zeng , Mingguang Han , Xiaoguang Li , Tiejun Li

Matrix completion models are among the most common formulations of recommender systems. Recent works have showed a boost of performance of these techniques when introducing the pairwise relationships between users/items in the form of…

Machine Learning · Computer Science 2017-04-25 Federico Monti , Michael M. Bronstein , Xavier Bresson

We present a fast direct solver for structured linear systems based on multilevel matrix compression. Using the recently developed interpolative decomposition of a low-rank matrix in a recursive manner, we embed an approximation of the…

Numerical Analysis · Mathematics 2014-04-10 Kenneth L. Ho , Leslie Greengard

We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…

Numerical Analysis · Mathematics 2022-10-10 Sergio Blanes

Positive linear programs (LPs) model many graph and operations research problems. One can solve for a $(1+\epsilon)$-approximation for positive LPs, for any selected $\epsilon$, in polylogarithmic depth and near-linear work via variations…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-14 Caleb Ju , Serif Yesil , Mengyuan Sun , Chandra Chekuri , Edgar Solomonik

Solving linear systems of polynomial equations is a ubiquitous problem in both mathematics and physics. The standard approach, Gaussian elimination, scales cubically with system size and often constitutes a computational bottleneck. The…

Computational Physics · Physics 2026-05-26 Giuseppe De Laurentis , Jack Franklin

Different hybrid quantum-classical algorithms have recently been developed as a near-term way to solve linear systems of equations on quantum devices. However, the focus has so far been mostly on the methods, rather than the problems that…

Computational Engineering, Finance, and Science · Computer Science 2024-12-09 Giorgio Tosti Balducci , Boyang Chen , Matthias Möller , Roeland De Breuker

The generalized Gauss-Newton (GGN) optimization method incorporates curvature estimates into its solution steps, and provides a good approximation to the Newton method for large-scale optimization problems. GGN has been found particularly…

Machine Learning · Computer Science 2024-04-24 Adeyemi D. Adeoye , Philipp Christian Petersen , Alberto Bemporad

Recent progress in Graph Neural Networks (GNNs) for modeling atomic simulations has the potential to revolutionize catalyst discovery, which is a key step in making progress towards the energy breakthroughs needed to combat climate change.…

Machine Learning · Computer Science 2022-04-12 Anuroop Sriram , Abhishek Das , Brandon M. Wood , Siddharth Goyal , C. Lawrence Zitnick

A new technique is presented to solve a class of linear boundary value problems (BVP). Technique is primarily based on an operational matrix developed from a set of modified Bernoulli polynomials. The new set of polynomials is an…

Computational Engineering, Finance, and Science · Computer Science 2020-08-14 Udaya Pratap Singh

We consider differential Lyapunov and Riccati equations, and generalized versions thereof. Such equations arise in many different areas and are especially important within the field of optimal control. In order to approximate their…

Numerical Analysis · Mathematics 2018-10-23 Hermann Mena , Lena-Maria Pfurtscheller , Tony Stillfjord

We present a massively parallel Lagrange decomposition method for solving 0--1 integer linear programs occurring in structured prediction. We propose a new iterative update scheme for solving the Lagrangean dual and a perturbation technique…

Optimization and Control · Mathematics 2022-04-20 Ahmed Abbas , Paul Swoboda

In this paper we analyze, evaluate, and improve the performance of training generalized linear models on modern CPUs. We start with a state-of-the-art asynchronous parallel training algorithm, identify system-level performance bottlenecks,…

Machine Learning · Computer Science 2018-12-20 Nikolas Ioannou , Celestine Dünner , Kornilios Kourtis , Thomas Parnell

We present the implementation of a trust-region Newton algorithm ExaTron for bound-constrained nonlinear programming problems, fully running on multiple GPUs. Without data transfers between CPU and GPU, our implementation has achieved the…

Optimization and Control · Mathematics 2021-06-30 Youngdae Kim , François Pacaud , Kibaek Kim , Mihai Anitescu