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We introduce primal and dual stochastic gradient oracle methods for decentralized convex optimization problems. Both for primal and dual oracles, the proposed methods are optimal in terms of the number of communication steps. However, for…

Optimization and Control · Mathematics 2021-02-12 Darina Dvinskikh , Alexander Gasnikov

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…

We present a parallel hierarchical solver for general sparse linear systems on distributed-memory machines. For large-scale problems, this fully algebraic algorithm is faster and more memory-efficient than sparse direct solvers because it…

Numerical Analysis · Mathematics 2017-12-21 Chao Chen , Hadi Pouransari , Sivasankaran Rajamanickam , Erik G. Boman , Eric Darve

Parabolic optimal control problems arise in numerous scientific and engineering applications. They typically lead to large-scale coupled forward-backward systems that cannot be treated with classical time-stepping schemes and are…

Numerical Analysis · Mathematics 2026-03-10 Liu-Di Lu , Tommaso Vanzan

The advent of large aperture arrays, such as the ones currently under construction for the SKA project, allows for observing the Universe in the radio-spectrum at unprecedented resolution and sensitivity. To process the enormous amounts of…

Instrumentation and Methods for Astrophysics · Physics 2025-07-31 S. Wang , S. Mignot , S. Prunet , L. Di Mascolo , M. Spinelli , A. Ferrari

This paper studies kernel PCA in a decentralized setting, where data are distributively observed with full features in local nodes and a fusion center is prohibited. Compared with linear PCA, the use of kernel brings challenges to the…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-30 Fan He , Ruikai Yang , Lei Shi , Xiaolin Huang

This paper is devoted to the problem of time parallelization of assimilation methods applying on unbounded time domain. In this way, we present a general procedure to couple the Luenberger observer with time parallelization algorithm. Our…

Optimization and Control · Mathematics 2022-12-06 Sebastián Riffo , Félix Kwok , Julien Salomon

Motivated by large-scale optimization problems arising in the context of machine learning, there have been several advances in the study of asynchronous parallel and distributed optimization methods during the past decade. Asynchronous…

Machine Learning · Computer Science 2020-06-25 Mahmoud Assran , Arda Aytekin , Hamid Feyzmahdavian , Mikael Johansson , Michael Rabbat

Due to rapid data growth, statistical analysis of massive datasets often has to be carried out in a distributed fashion, either because several datasets stored in separate physical locations are all relevant to a given problem, or simply to…

Computation · Statistics 2016-02-08 Matthias Katzfuss , Dorit Hammerling

For the parallel-in-time integration method Parareal, pipelining can be used to hide some of the cost of the serial correction step and improve its efficiency. The paper introduces a basic OpenMP implementation of pipelined Parareal and…

Mathematical Software · Computer Science 2019-11-12 Daniel Ruprecht

The fusion research facility ITER is currently being assembled to demonstrate that fusion can be used for industrial energy production, while several other programmes across the world are also moving forward, such as EU-DEMO, CFETR, SPARC…

Decoupling approach presents a novel solution/alternative to the highly time-consuming fluid-thermal-structural simulation procedures when thermal effects and resultant displacements on machine tools are analyzed. Using high dimensional…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-10-31 Janine Glänzel , Andreas Naumann , Tharun Suresh Kumar

This paper presents a novel parallel-in-time algorithm able to compute time-periodic solutions of problems where the period is not given. Exploiting the idea of the multiple shooting method, the proposed approach calculates the initial…

Numerical Analysis · Mathematics 2020-07-08 Iryna Kulchytska-Ruchka , Sebastian Schöps

Decentralized learning has emerged as an alternative method to the popular parameter-server framework which suffers from high communication burden, single-point failure and scalability issues due to the need of a central server. However,…

Machine Learning · Computer Science 2023-12-19 Guojun Xiong , Gang Yan , Shiqiang Wang , Jian Li

The modeling of atmospheric processes in the context of weather and climate simulations is an important and computationally expensive challenge. The temporal integration of the underlying PDEs requires a very large number of time steps,…

Numerical Analysis · Mathematics 2020-01-03 Francois P. Hamon , Martin Schreiber , Michael L. Minion

Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integration. One remedy is to integrate in a parallel fashion,…

Numerical Analysis · Mathematics 2022-09-26 Kamran Pentland , Massimiliano Tamborrino , T. J. Sullivan , James Buchanan , L. C. Appel

Many real-life problems of practical importance -- spanning a wide range of applications from chip design to bioinformatics -- represent constraint satisfaction problems, where classical solvers have to rely on heuristic approximations due…

Emerging Technologies · Computer Science 2026-03-03 Recep Bugra Uludag , Ahmet Efe , Ismail Akturk , Ulya R Karpuzcu

In this work, the Parareal algorithm is applied to evolution problems that admit good low-rank approximations and for which the dynamical low-rank approximation (DLRA) can be used as time stepper. Many discrete integrators for DLRA have…

Numerical Analysis · Mathematics 2022-09-14 Benjamin Carrel , Martin J. Gander , Bart Vandereycken

In this tutorial paper, we will firstly review some basic simulation concepts and then introduce the parallel and distributed simulation techniques in view of some new challenges of today and tomorrow. More in particular, in the last years…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-19 Gabriele D'Angelo

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky