Related papers: Efficient sequential and parallel algorithms for m…
We propose a new algorithm for solving multistage stochastic mixed integer linear programming (MILP) problems with complete continuous recourse. In a similar way to cutting plane methods, we construct nonlinear Lipschitz cuts to build lower…
Positive semidefinite programs are an important subclass of semidefinite programs in which all matrices involved in the specification of the problem are positive semidefinite and all scalars involved are non-negative. We present a parallel…
The (Non-Preemptive) Throughput Maximization problem is a natural and fundamental scheduling problem. We are given $n$ jobs, where each job $j$ is characterized by a processing time and a time window, contained in a global interval $[0,T)$,…
Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…
Even though it is well known that for most relevant computational problems different algorithms may perform better on different classes of problem instances, most researchers still focus on determining a single best algorithmic…
We introduce a variant of Multicut Decomposition Algorithms (MuDA), called CuSMuDA (Cut Selection for Multicut Decomposition Algorithms), for solving multistage stochastic linear programs that incorporates a class of cut selection…
Multi-objective integer optimization problems are hard to solve, mainly because the number of nondominated images is often extremely large. We present the first exact algorithm, called PEA, that fully utilizes the multicore architecture of…
We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…
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…
We introduce a new spatial data structure for high dimensional data called the \emph{approximate principal direction tree} (APD tree) that adapts to the intrinsic dimension of the data. Our algorithm ensures vector-quantization accuracy…
We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…
In recent years, the paradigm of cloud computing has emerged as an architecture for computing that makes use of distributed (networked) computing resources. In this paper, we consider a distributed computing algorithmic scheme for…
We study asynchronous finite sum minimization in a distributed-data setting with a central parameter server. While asynchrony is well understood in parallel settings where the data is accessible by all machines -- e.g., modifications of…
For the last thirty years, several Dynamic Memory Managers (DMMs) have been proposed. Such DMMs include first fit, best fit, segregated fit and buddy systems. Since the performance, memory usage and energy consumption of each DMM differs,…
We consider a two-stage stochastic optimization problem, in which a long-term optimization variable is coupled with a set of short-term optimization variables in both objective and constraint functions. Despite that two-stage stochastic…
We consider the SUBSET SUM problem and its important variants in this paper. In the SUBSET SUM problem, a (multi-)set $X$ of $n$ positive numbers and a target number $t$ are given, and the task is to find a subset of $X$ with the maximal…
In this paper we study the computational complexity of solving a class of block structured integer programs (IPs) - so called multistage stochastic IPs. A multistage stochastic IP is an IP of the form $\max \{ c^T x \mid \mathcal{A} x = b,…
This paper presents a new column-and-constraint generation method for two-stage robust mixed-integer programs with finite uncertainty sets. Our method combines and extends speed-up techniques used in previous column-and-constraint…
In this paper we solve on GPUs massive problems with large amount of data, which are not appropriate for solution with the SIMD technology. For the given problem we consider a three-level parallelization. The multithreading of CPU is used…
There are billions of lines of sequential code inside nowadays' software which do not benefit from the parallelism available in modern multicore architectures. Automatically parallelizing sequential code, to promote an efficient use of the…