Related papers: FastDOG: Fast Discrete Optimization on GPU

We present the numerical methods and GPU-accelerated implementation underlying a Total Lagrangian finite element framework for finite-deformation flexible multibody dynamics, introduced in the companion paper [1]. The framework supports…

This paper introduces cuHALLaR, a GPU-accelerated implementation of the HALLaR method proposed in Monteiro et al. 2024 for solving large-scale semidefinite programming (SDP) problems. We demonstrate how our Julia-based implementation…

In this paper, we propose a new framework for designing fast parallel algorithms for fundamental statistical subset selection tasks that include feature selection and experimental design. Such tasks are known to be weakly submodular and are…

GPUs have significantly accelerated first-order methods for large-scale optimization, especially in continuous optimization. However, this success has not transferred cleanly to problems with discrete variables, combinatorial structure, and…

In this paper, we aim at unifying, simplifying and improving the convergence rate analysis of Lagrangian-based methods for convex optimization problems. We first introduce the notion of nice primal algorithmic map, which plays a central…

In this paper we present an optimized parallel implementation of a flexible MAP decoder for synchronization error correcting codes, supporting a very wide range of code sizes and channel conditions. On mid-range GPUs we demonstrate decoding…

Low Autocorrelation Binary Sequences (LABS) is a particularly challenging binary optimization problem which quickly becomes intractable in finding the global optimum for problem sizes beyond 66. This aspect makes LABS appealing to use as a…

In this paper, we address the challenge of solving large-scale graph-structured nonlinear programs (gsNLPs) in a scalable manner. GsNLPs are problems in which the objective and constraint functions are associated with nodes on a graph and…

There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…

Block-tridiagonal systems are prevalent in state estimation and optimal control, and solving these systems is often the computational bottleneck. Improving the underlying solvers therefore has a direct impact on the real-time performance of…

Lagrangian duality in mixed integer optimization is a useful framework for problems decomposition and for producing tight lower bounds to the optimal objective, but in contrast to the convex counterpart, it is generally unable to produce…

We present a batched first-order method for solving multiple linear programs in parallel on GPUs. Our approach extends the primal-dual hybrid gradient algorithm to efficiently solve batches of related linear programming problems that arise…

We present GFORS, a GPU-accelerated framework for large binary integer programs. It couples a first-order (PDHG-style) routine that guides the search in the continuous relaxation with a randomized, feasibility-aware sampling module that…

We present PDLP, a practical first-order method for linear programming (LP) designed to solve large-scale LP problems. PDLP is based on the primal-dual hybrid gradient (PDHG) method applied to the minimax formulation of LP. PDLP…

Transformer models have achieved state-of-the-art performance on various domains of applications and gradually becomes the foundations of the advanced large deep learning (DL) models. However, how to train these models over multiple GPUs…

Decomposition plays a significant role in cooperative co-evolution which shows great potential in large scale black-box optimization. However, current popular decomposition algorithms generally require to sample and evaluate a large number…

We solve large-scale mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This is motivated by the MILPs being able to model problems in multi-agent autonomy, e.g., task assignment problems and…

We investigate the potential of Graphics Processing Units (GPUs) to solve large-scale nonlinear programs with a dynamic structure. Using ExaModels, a GPU-accelerated automatic differentiation tool, and the interior-point solver MadNLP, we…

A large number of objectives have been proposed to train latent variable generative models. We show that many of them are Lagrangian dual functions of the same primal optimization problem. The primal problem optimizes the mutual information…

There is an ongoing effort to develop tools that apply distributed computational resources to tackle large problems or reduce the time to solve them. In this context, the Alternating Direction Method of Multipliers (ADMM) arises as a method…