Related papers: Massively parallelizable proximal algorithms for l…
We investigate the problem of certifying optimality for sparse generalized linear models (GLMs), where sparsity is enforced through a cardinality constraint. While Branch-and-Bound (BnB) frameworks can certify optimality using perspective…
Previous studies on stochastic primal-dual algorithms for solving min-max problems with faster convergence heavily rely on the bilinear structure of the problem, which restricts their applicability to a narrowed range of problems. The main…
Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing. In these contexts, the statistics of the data are often unknown a priori or their direct…
This paper studies a scheduling problem in a parallel machine setting, where each machine must adhere to a predetermined fixed order for processing the jobs. Given $n$ jobs, each with processing times and deadlines, we aim to minimize the…
In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…
Many realistic decision-making problems in networked scenarios, such as formation control and collaborative task offloading, often involve complicatedly entangled local decisions, which, however, have not been sufficiently investigated yet.…
Binary optimization is a powerful tool for modeling combinatorial problems, yet scalable and theoretically sound solution methods remain elusive. Conventional solvers often rely on heuristic strategies with weak guarantees or struggle with…
It is a challenging task to train large DNN models on sophisticated GPU platforms with diversified interconnect capabilities. Recently, pipelined training has been proposed as an effective approach for improving device utilization. However,…
The proliferation of extensive neural network architectures, particularly deep learning models, presents a challenge in terms of resource-intensive training. GPU memory constraints have become a notable bottleneck in training such sizable…
We present a centralized algorithmic framework for solving multi-robot path planning problems in general, two-dimensional, continuous environments while minimizing globally the task completion time. The framework obtains high levels of…
This paper presents efforts to improve the hierarchical parallelism of a two scale simulation code. Two methods to improve the GPU parallel performance were developed and compared. The first used the NVIDIA Multi-Process Service and the…
In this paper, a multi-parameterized proximal point algorithm combining with a relaxation step is developed for solving convex minimization problem subject to linear constraints. We show its global convergence and sublinear convergence rate…
Scaling to arbitrarily large bundle adjustment problems requires data and compute to be distributed across multiple devices. Centralized methods in prior works are only able to solve small or medium size problems due to overhead in…
In this paper, we compare the performance of two scenario-based numerical methods to solve stochastic optimal control problems: scenario trees and particles. The problem consists in finding strategies to control a dynamical system perturbed…
The maximal clique enumeration (MCE) problem has numerous applications in biology, chemistry, sociology, and graph modeling. Though this problem is well studied, most current research focuses on finding solutions in large sparse graphs or…
In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space of probability measures. We then introduce a penalized…
We present a novel characterization of the mapping of multiple parallelism forms (e.g. data and model parallelism) onto hierarchical accelerator systems that is hierarchy-aware and greatly reduces the space of software-to-hardware mapping.…
This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…
Chance constrained program is computationally intractable due to the existence of chance constraints, which are randomly disturbed and should be satisfied with a probability. This paper proposes a two-layer randomized algorithm to address…
Control parallelism and data parallelism is mostly reasoned and optimized as separate functions. Because of this, workloads that are irregular, fine-grain and dynamic such as dynamic graph processing become very hard to scale. An…