Related papers: Condensed interior-point methods: porting reduced-…
In this paper, we propose an infeasible arc-search interior-point algorithm for solving nonlinear programming problems. Most algorithms based on interior-point methods are categorized as line search, since they compute a next iterate on a…
Primal-Dual Interior-Point methods are capable of solving constrained convex optimization problems to tight tolerances in a fast and robust manner. The derivatives of the primal-dual solution with respect to the problem matrices can be…
We propose a novel preconditioned inexact primal-dual interior point method for constrained convex quadratic programming problems. The algorithm we describe invokes the preconditioned conjugate gradient method on a new reduced Schur…
An arc-search interior-point method is a type of interior-point methods that approximates the central path by an ellipsoidal arc, and it can often reduce the number of iterations. In this work, to further reduce the number of iterations and…
This paper presents a new fast active-set quadratic programming (QP) solver based on inverse matrix updates, which is suitable for real-time model predictive control (MPC). This QP solver, called imuQP (inverse matrix update QP), is based…
The real-time solution of parametric optimization problems is critical for applications that demand high accuracy under tight real-time constraints, such as model predictive control. To this end, this work presents a learning-based…
Thermodynamic computing has emerged as a promising paradigm for accelerating computation by harnessing the thermalization properties of physical systems. This work introduces a novel approach to solving quadratic programming problems using…
The Material Point Method (MPM) has become a cornerstone of physics-based simulation, widely used in geomechanics and computer graphics for modeling phenomena such as granular flows, viscoelasticity, fracture mechanics, etc. Despite its…
We propose an input convex neural network (ICNN)-based self-supervised learning framework to solve continuous constrained optimization problems. By integrating the augmented Lagrangian method (ALM) with the constraint correction mechanism,…
Alternating current optimal power flow (ACOPF) problems are nonconvex and nonlinear optimization problems. Utilities and independent service operators (ISO) require ACOPF to be solved in almost real time. Interior point methods (IPMs) are…
We provide a condition-based analysis of two interior-point methods for unconstrained geometric programs, a class of convex programs that arise naturally in applications including matrix scaling, matrix balancing, and entropy maximization.…
Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well…
We present the Tucker tensor DFT (TTDFT) code which uses a tensor-structured algorithm with graphic processing unit (GPU) acceleration for conducting ground-state DFT calculations on large-scale systems. The Tucker tensor DFT algorithm uses…
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…
This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…
Processing-in-memory (PIM) is a promising computing paradigm to tackle the "memory wall" challenge. However, PIM system-level benefits over traditional von Neumann architecture can be reduced when the memory array cannot fully store all the…
Auxiliary variables are often used to model a convex piecewise linear function in the framework of linear optimization. This work shows that such variables yield a block diagonal plus low rank structure in the reduced KKT system of the dual…
Decoder-only Transformer models such as GPT have demonstrated exceptional performance in text generation, by autoregressively predicting the next token. However, the efficacy of running GPT on current hardware systems is bounded by low…
The optimization of parallel kinematic manipulators (PKM) involve several constraints that are difficult to formalize, thus making optimal synthesis problem highly challenging. The presence of passive joint limits as well as the…
The advent of efficient interior point optimization methods has enabled the tractable solution of large-scale linear and nonlinear programming (NLP) problems. A prominent example of such a method is seen in Ipopt, a widely-used, open-source…