Related papers: Decomposition method for block-tridiagonal matrix …
In dual decomposition, the dual to an optimization problem with a specific structure is solved in distributed fashion using (sub)gradient and recently also fast gradient methods. The traditional dual decomposition suffers from two main…
A tridiagonal matrix algorithm (TDMA), Pipelined-TDMA, is developed for multi-GPU systems to resolve the scalability bottlenecks caused by the sequential structure of conventional divide-and-conquer TDMA. The proposed method pipelines…
We consider the distributed computing problem of multiplying a set of vectors with a matrix. For this scenario, Li et al. recently presented a unified coding framework and showed a fundamental tradeoff between computational delay and…
In this paper we propose a new inexact dual decomposition algorithm for solving separable convex optimization problems. This algorithm is a combination of three techniques: dual Lagrangian decomposition, smoothing and excessive gap. The…
In this paper, we introduce novel fast matrix inversion algorithms that leverage triangular decomposition and recurrent formalism, incorporating Strassen's fast matrix multiplication. Our research places particular emphasis on triangular…
This paper was prompted by numerical experiments we performed, in which algorithms already available in the literature (DVS-BDDM) yielded accelerations (or speedups) many times larger (more than seventy in some examples already treated, but…
Currently, the size of scientific data is growing at an unprecedented rate. Data in the form of tensors exhibit high-order, high-dimensional, and highly sparse features. Although tensor-based analysis methods are very effective, the large…
The fast marching method is a widely used numerical method for solving the Eikonal equation arising from a variety of scientific and engineering fields. It is long deemed inherently sequential and an efficient parallel algorithm applicable…
The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…
This paper proposes efficient solutions for $k$-core decomposition with high parallelism. The problem of $k$-core decomposition is fundamental in graph analysis and has applications across various domains. However, existing algorithms face…
In this paper, we describe a low-rank matrix completion method based on matrix decomposition. An incomplete matrix is decomposed into submatrices which are filled with a proposed trimming step and then are recombined to form a low-rank…
As renewable energy integration, sector coupling, and spatiotemporal detail increase, energy system optimization models grow in size and complexity, often pushing solvers to their performance limits. This systematic review explores…
Numerical methods of approximate solution of the Cauchy problem for coupled systems of evolution equations are considered. Separating simpler subproblems for individual components of the solution achieves simplification of the problem at a…
In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…
We present an asymptotically faster algorithm for solving linear systems in well-structured 3-dimensional truss stiffness matrices. These linear systems arise from linear elasticity problems, and can be viewed as extensions of graph…
Regular chains and triangular decompositions are fundamental and well-developed tools for describing the complex solutions of polynomial systems. This paper proposes adaptations of these tools focusing on solutions of the real analogue:…
The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the stagnation of Moore's law, there is growing interest in…
Motivated by the idea of imposing paralleling computing on solving stochastic differential equations (SDEs), we introduce a new Domain Decomposition Scheme to solve forward-backward stochastic differential equations (FBSDEs) parallely. We…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
Parametric linear programming is a central operation for polyhedral computations, as well as in certain control applications.Here we propose a task-based scheme for parallelizing it, with quasi-linear speedup over large problems.This type…