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We present a GPU implementation of Algorithm NCL, an augmented Lagrangian method for solving large-scale and degenerate nonlinear programs. Although interior-point methods and sequential quadratic programming are widely used for solving…

Optimization and Control · Mathematics 2025-10-08 Alexis Montoison , François Pacaud , Michael Saunders , Sungho Shin , Dominique Orban

We consider the problem of computing the optimal solution and objective of a linear program under linearly changing linear constraints. The problem studied is given by $\min c^t x \text{ s.t } Ax + \lambda Dx \leq b$ where $\lambda$ belongs…

Optimization and Control · Mathematics 2026-03-02 Guillaume Derval , Bardhyl Miftari , Damien Ernst , Quentin Louveaux

Continuing the previous initiatives arXiv: 2207.05347 and arXiv: 2212.06180, we pursue the exploration of operator growth and Krylov complexity in dissipative open quantum systems. In this paper, we resort to the bi-Lanczos algorithm…

Quantum Physics · Physics 2023-12-15 Aranya Bhattacharya , Pratik Nandy , Pingal Pratyush Nath , Himanshu Sahu

In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: ${\min} \|Lx\|$ subject to ${\min} \|Ax - b\|$, where $L$ is a regularization matrix. Our…

Numerical Analysis · Mathematics 2019-09-24 Zhongxiao Jia , Yanfei Yang

We apply novel inner-iteration preconditioned Krylov subspace methods to the interior-point algorithm for linear programming (LP). Inner-iteration preconditioners recently proposed by Morikuni and Hayami enable us to overcome the severe…

Optimization and Control · Mathematics 2021-11-09 Yiran Cui , Keiichi Morikuni , Takashi Tsuchiya , Ken Hayami

In this paper an extension of the spectral Lanczos' tau method to systems of nonlinear integro-differential equations is proposed. This extension includes (i) linearization coefficients of orthogonal polynomials products issued from…

Numerical Analysis · Mathematics 2017-02-15 P. B. Vasconcelos , J. Matos , M. S. Trindade

To enable DNNs on edge devices like mobile phones, low-rank approximation has been widely adopted because of its solid theoretical rationale and efficient implementations. Several previous works attempted to directly approximate a…

Machine Learning · Computer Science 2020-05-01 Yuhui Xu , Yuxi Li , Shuai Zhang , Wei Wen , Botao Wang , Yingyong Qi , Yiran Chen , Weiyao Lin , Hongkai Xiong

This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity…

Optimization and Control · Mathematics 2026-02-23 Matthew X. Burns , Jiaming Liang

We investigate the state-of-the-art Lanczos eigensolvers available in the Grid and QUDA libraries. They include Implicitly Restarted Lanczos, Thick-Restart Lanczos, and Block Lanczos. We measure and analyze their performance for the Highly…

High Energy Physics - Lattice · Physics 2022-01-12 Hwancheol Jeong , Carleton DeTar , Steven Gottlieb

We describe a number of recently developed techniques for improving the performance of large-scale nuclear configuration interaction calculations on high performance parallel computers. We show the benefit of using a preconditioned block…

Numerical Analysis · Computer Science 2017-12-29 Meiyue Shao , Hasan Metin Aktulga , Chao Yang , Esmond G. Ng , Pieter Maris , James P. Vary

Global and block Krylov subspace methods are efficient iterative solvers for large sparse linear systems with multiple right-hand sides. However, global or block Lanczos-type solvers often exhibit large oscillations in the residual norms…

Numerical Analysis · Mathematics 2022-11-16 Kensuke Aihara , Akira Imakura , Keiichi Morikuni

Large language models (LLMs) enable long-context tasks but face efficiency challenges due to the growing key-value (KV) cache. We propose LeanK, a learning-based method that prunes unimportant key (K) cache channels by leveraging static…

Machine Learning · Computer Science 2025-08-05 Yike Zhang , Zhiyuan He , Huiqiang Jiang , Chengruidong Zhang , Yuqing Yang , Jianyong Wang , Lili Qiu

The time-ordered exponential is defined as the function that solves a system of coupled first-order linear differential equations with generally non-constant coefficients. In spite of being at the heart of much system dynamics, control…

Numerical Analysis · Mathematics 2022-06-28 Pierre-Louis Giscard , Stefano Pozza

We propose a novel parallel numerical algorithm for calculating the smallest eigenvalues of highly ill-conditioned matrices. It is based on the {\it LDLT} decomposition and involves finding a $k \times k$ sub-matrix of the inverse of the…

Numerical Analysis · Mathematics 2018-10-04 Yang Chen , Jakub Sikorowski , Mengkun Zhu

In practice, non-specialized interior point algorithms often cannot utilize the massively parallel compute resources offered by modern many- and multi-core compute platforms. However, efficient distributed solution techniques are required,…

Optimization and Control · Mathematics 2026-04-10 Nils-Christian Kempke , Daniel Rehfeldt , Thorsten Koch

Large language models have demonstrated exceptional performance, yet struggle with complex tasks such as numerical reasoning, plan generation. Integrating external tools, such as calculators and databases, into large language models (LLMs)…

Computation and Language · Computer Science 2025-06-18 Chenghao Li , Liu Liu , Baosheng Yu , Jiayan Qiu , Yibing Zhan

This work introduces a method for determining the energy spectrum of lattice quantum chromodynamics (LQCD) by applying the Lanczos algorithm to the transfer matrix and using a bootstrap generalization of the Cullum-Willoughby method to…

High Energy Physics - Lattice · Physics 2025-05-09 Michael L. Wagman

Approximating the action of a matrix function $f(\mathbf{A})$ on a vector $\mathbf{b}$ is an increasingly important primitive in machine learning, data science, and statistics, with applications such as sampling high dimensional Gaussians,…

Numerical Analysis · Mathematics 2024-11-07 Noah Amsel , Tyler Chen , Anne Greenbaum , Cameron Musco , Chris Musco

Post-training methods, especially Supervised Fine-Tuning (SFT) and Reinforcement Learning (RL), play an important role in improving large language models' (LLMs) complex reasoning abilities. However, the dominant two-stage pipeline (SFT…

Machine Learning · Computer Science 2025-12-22 Mingyu Su , Jian Guan , Yuxian Gu , Minlie Huang , Hongning Wang

In symmetric block eigenvalue algorithms, such as the subspace iteration algorithm and the locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm, a large block size is often employed to achieve robustness and rapid…

Numerical Analysis · Mathematics 2025-04-24 Yuqi Liu , Yuxin Ma , Meiyue Shao