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We propose a primal-dual interior-point (PDIP) method for solving quadratic programming problems with linear inequality constraints that typically arise form MPC applications. We show that the solver converges (locally) quadratically to a…

Optimization and Control · Mathematics 2017-09-20 X. Zhang , L. Ferranti , T. Keviczky

The Interior-Point Methods are a class for solving linear programming problems that rely upon the solution of linear systems. At each iteration, it becomes important to determine how to solve these linear systems when the constraint matrix…

Optimization and Control · Mathematics 2024-04-18 Catalina J. Villalba , Aurelio R. L. Oliveira

A novel inner approximation algorithm is proposed for dynamic optimization problems to ensure strict satisfaction of path constraints. Distinct from traditional methods relying on interval analysis, the proposed algorithm leverages the…

Optimization and Control · Mathematics 2026-02-10 Yuan Chang , Lizhong Jiang , Tai-Fang Li , Jun Fu

PDE-constrained optimization problems with control or state constraints are challenging from an analytical as well as numerical perspective. The combination of these constraints with a sparsity-promoting $\rm L^1$ term within the objective…

Optimization and Control · Mathematics 2019-02-13 John W. Pearson , Margherita Porcelli , Martin Stoll

This paper proposes a new method for differentiating through optimal trajectories arising from non-convex, constrained discrete-time optimal control (COC) problems using the implicit function theorem (IFT). Previous works solve a…

Machine Learning · Computer Science 2023-10-25 Ming Xu , Timothy Molloy , Stephen Gould

We develop a homotopy-based framework for computing Karush-Kuhn-Tucker (KKT) points of multiobjective optimization problems. The proposed homotopy map continuously deforms an easily solvable system into the KKT conditions associated with…

Optimization and Control · Mathematics 2026-05-04 Olaoluwa Ogunleye , Guangming Yao , Jianhua Zhang

Parallel processing of information plays a critical role in accelerating computation. This includes quantum computers, where parallel processing of quantum information will play a critical role in practical quantum advantage. Here, we…

Interior Point Methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…

Optimization and Control · Mathematics 2018-06-27 J. Gondzio , F. N. C. Sobral

We present a GPU-accelerated version of the real-space SPARC electronic structure code for performing hybrid functional calculations in generalized Kohn-Sham density functional theory. In particular, we develop a batch variant of the…

Computational Physics · Physics 2025-01-29 Xin Jing , Abhiraj Sharma , John E. Pask , Phanish Suryanarayana

Efficient large-scale inference of transformer-based large language models (LLMs) remains a fundamental systems challenge, frequently requiring multi-GPU parallelism to meet stringent latency and throughput targets. Conventional tensor…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-10 Chong Wang , Nan Du , Tom Gunter , Tao Lei , Kulin Seth , Senyu Tong , Jianyu Wang , Guoli Yin , Xiyou Zhou , Kelvin Zou , Ruoming Pang

A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…

Optimization and Control · Mathematics 2018-09-18 Forrest Laine , Claire Tomlin

This study presents a reconstruction of the Gaussian Beam Tracing solution using CUDA, with a particular focus on the utilisation of GPU acceleration as a means of overcoming the performance limitations of traditional CPU algorithms in…

Performance · Computer Science 2025-01-24 Zhang Sheng , Lishu Duan , Hanbo Jiang

The decomposition method which makes the parallel solution of the block-tridiagonal matrix systems possible is presented. The performance of the method is analytically estimated based on the number of elementary multiplicative operations…

Computational Physics · Physics 2015-05-27 P. A. Belov , E. R. Nugumanov , S. L. Yakovlev

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

Numerical Analysis · Mathematics 2021-03-26 Stefania Bellavia , Jacek Gondzio , Margherita Porcelli

We introduce a novel hybrid quantum-classical variational optimization method for unconstrained binary combinatorial optimization problems on gate-model quantum computers, integrating a custom variational ansatz, staged feedback-based dual…

Delaunay Triangulation(DT) is one of the important geometric problems that is used in various branches of knowledge such as computer vision, terrain modeling, spatial clustering and networking. Kinetic data structures have become very…

Computational Geometry · Computer Science 2023-08-15 Nazanin Hadiniya , Mohammad Ghodsi

This paper proposes an arc-search interior-point algorithm for the nonlinear constrained optimization problem. The proposed algorithm uses the second-order derivatives to construct a search arc that approaches the optimizer. Because the arc…

Optimization and Control · Mathematics 2025-06-13 Yaguang Yang

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-02-18 Natalya Litvinenko

We propose a new method for linear second-order cone programs. It is based on the sequential quadratic programming framework for nonlinear programming. In contrast to interior point methods, it can capitalize on the warm-start capabilities…

Optimization and Control · Mathematics 2023-08-01 Xinyi Luo , Andreas Waechter

Quadratic programmingis a class of constrained optimization problem with quadratic objective functions and linear constraints. It has applications in many areas and is also used to solve nonlinear optimization problems. This article focuses…

Numerical Analysis · Computer Science 2016-02-01 Duangpen Jetpipattanapong , Gun Srijuntongsiri