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A major bottleneck in scenario-based Sample Average Approximation (SAA) for stochastic programming (SP) is the cost of solving an exact second-stage problem for every scenario, especially when each scenario contains an NP-hard combinatorial…

Optimization and Control · Mathematics 2026-05-12 Jingyi Zhao , Linxin Yang , Haohua Zhang , Qile He , Tian Ding

A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…

Mathematical Software · Computer Science 2017-03-22 J. T. Becerra-Sagredo , F. Mandujano , C. Malaga

Solving inverse problems and achieving statistical rigour in landscape evolution models requires running many model realizations. Parallel computation is necessary to achieve this in a reasonable time. However, no previous algorithm is…

Computational Engineering, Finance, and Science · Computer Science 2019-01-23 Richard Barnes

In this paper we present a methodology for data accesses when solving batches of Tridiagonal and Pentadiagonal matrices that all share the same left-hand-side (LHS) matrix. The intended application is to the numerical solution of Partial…

Computational Physics · Physics 2021-07-13 Enda Carroll , Andrew Gloster , Miguel D. Bustamante , Lennon Ó' Náraigh

Spatial Branch and Bound (B&B) algorithms are widely used for solving nonconvex problems to global optimality, yet they remain computationally expensive. Though some works have been carried out to speed up B&B via CPU parallelization, GPU…

Optimization and Control · Mathematics 2025-07-29 Hongzhen Zhang , Tim Kerkenhoff , Neil Kichler , Manuel Dahmen , Alexander Mitsos , Uwe Naumann , Dominik Bongartz

Recent research has focused on developing GPU-accelerated first-order solvers for linear programming (LP). This line of work, however, has largely overlooked the role of presolving, and thus prior results do not fully reflect the speedups…

Optimization and Control · Mathematics 2026-04-28 Daniel Cederberg , Stephen Boyd

With the advent of supercomputers, multi-processor environments and parallel-in-time (PinT) algorithms offer ways to solve initial value problems for ordinary and partial differential equations (ODEs and PDEs) over long time intervals, a…

Computation · Statistics 2025-07-21 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…

Quantitative Methods · Quantitative Biology 2009-11-13 Liang Qiao , Radek Erban , C. T. Kelley , Ioannis G. Kevrekidis

CPU-GPU heterogeneous architectures are now commonly used in a wide variety of computing systems from mobile devices to supercomputers. Maximizing the throughput for multi-programmed workloads on such systems is indispensable as one single…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-08 Issa Saba , Eishi Arima , Dai Liu , Martin Schulz

Modeling real-world problems with partial differential equations (PDEs) is a prominent topic in scientific machine learning. Classic solvers for this task continue to play a central role, e.g. to generate training data for deep learning…

Machine Learning · Computer Science 2024-06-10 Tim Weiland , Marvin Pförtner , Philipp Hennig

We present a new adaptive parallel algorithm for the challenging problem of multi-dimensional numerical integration on massively parallel architectures. Adaptive algorithms have demonstrated the best performance, but efficient many-core…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-24 Ioannis Sakiotis , Kamesh Arumugam , Marc Paterno , Desh Ranjan , Balša Terzić , Mohammad Zubair

Evolutionary algorithms (EAs) are increasingly implemented on graphics processing units (GPUs) to leverage parallel processing capabilities for enhanced efficiency. However, existing studies largely emphasize the raw speedup obtained by…

Neural and Evolutionary Computing · Computer Science 2026-01-28 Xinmeng Yu , Tao Jiang , Ran Cheng , Yaochu Jin , Kay Chen Tan

The solution of eigenproblems is often a key computational bottleneck that limits the tractable system size of numerical algorithms, among them electronic structure theory in chemistry and in condensed matter physics. Large eigenproblems…

GPUs are uniquely suited to accelerate (SQL) analytics workloads thanks to their massive compute parallelism and High Bandwidth Memory (HBM) -- when datasets fit in the GPU HBM, performance is unparalleled. Unfortunately, GPU HBMs remain…

We present the basic idea, implementation, measured performance and performance model of FDPS (Framework for developing particle simulators). FDPS is an application-development framework which helps the researchers to develop particle-based…

Instrumentation and Methods for Astrophysics · Physics 2016-06-15 Masaki Iwasawa , Ataru Tanikawa , Natsuki Hosono , Keigo Nitadori , Takayuki Muranushi , Junichiro Makino

Edge computing is a popular target for accelerating machine learning algorithms supporting mobile devices without requiring the communication latencies to handle them in the cloud. Edge deployments of machine learning primarily consider…

Hardware Architecture · Computer Science 2024-10-28 Sébastien Ollivier , Sheng Li , Yue Tang , Chayanika Chaudhuri , Peipei Zhou , Xulong Tang , Jingtong Hu , Alex K. Jones

Reduction operations are extensively employed in many computational problems. A reduction consists of, given a finite set of numeric elements, combining into a single value all elements in that set, using for this a combiner function. A…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-23 Walid Jradi , Hugo do Nascimento , Wellington Martins

The convex hull is a fundamental geometrical structure for many applications where groups of points must be enclosed or represented by a convex polygon. Although efficient sequential convex hull algorithms exist, and are constantly being…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-27 Alan Keith , Héctor Ferrada , Cristóbal A. Navarro

Image segmentation plays an important role in computer vision, object detection, traffic control, and video surveillance. Typically, it is a critical step in the 3D reconstruction of a specific organ in medical image processing which…

Image and Video Processing · Electrical Eng. & Systems 2020-12-22 Yu-Wei Chang , Tony W. H. Sheu

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero