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We present a distributed framework of the Primal-Dual Hybrid Gradient (PDHG) algorithm for solving massive-scale linear programming (LP) problems. Although PDHG-based solvers demonstrate strong performance on single-node GPU architectures,…

Optimization and Control · Mathematics 2026-05-11 Hongpei Li , Yicheng Huang , Huikang Liu , Dongdong Ge , Yinyu Ye

The generalized Dryja--Smith--Widlund (GDSW) preconditioner is a two-level overlapping Schwarz domain decomposition (DD) preconditioner that couples a classical one-level overlapping Schwarz preconditioner with an energy-minimizing coarse…

Numerical Analysis · Mathematics 2023-04-12 Ichitaro Yamazaki , Alexander Heinlein , Sivasankaran Rajamanickam

We present a sparse matrix permutation from graph theory that gives stable incomplete Lower-Upper (LU) preconditioners necessary for iterative solutions to the steady state density matrix for quantum optomechanical systems. This reordering…

Quantum Physics · Physics 2015-01-28 P. D. Nation , J. R. Johansson , M. P. Blencowe , A. J. Rimberg

In this article, we present a parallel recursive algorithm based on multi-level domain decomposition that can be used as a precondtioner to a Krylov subspace method to solve sparse linear systems of equations arising from the discretization…

Numerical Analysis · Mathematics 2012-10-24 Rahul S. Sampath , Bobby Philip , Srikanth Allu , Srdjan Simunovic

We present a matrix-free flow solver for high-order finite element discretizations of the incompressible Navier-Stokes and Stokes equations with GPU acceleration. For high polynomial degrees, assembling the matrix for the linear systems…

Numerical Analysis · Mathematics 2020-04-21 Michael Franco , Jean-Sylvain Camier , Julian Andrej , Will Pazner

In this article, we introduce a three-precision formulation of the General Alternating-Direction Implicit method (GADI) designed to accelerate the solution of large-scale sparse linear systems $Ax=b$. GADI is a framework that can represent…

Numerical Analysis · Mathematics 2026-01-01 Jifeng Ge , Bastien Vieublé , Juan Zhang

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…

Mathematical Software · Computer Science 2025-12-05 David Jin , Alexis Montoison , Sungho Shin

The convergence of the conjugate gradient method for solving large-scale and sparse linear equation systems depends on the spectral properties of the system matrix, which can be improved by preconditioning. In this paper, we develop a…

Optimization and Control · Mathematics 2024-10-25 Paul Häusner , Ozan Öktem , Jens Sjölund

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…

Optimization and Control · Mathematics 2026-03-03 Jiachang Liu , Andrea Lodi , Soroosh Shafiee

Sparse linear system solvers are computationally expensive kernels that lie at the heart of numerous applications. This paper proposes a flexible preconditioning framework to substantially reduce the time and energy requirements of this…

Emerging Technologies · Computer Science 2021-07-16 Vasileios Kalantzis , Anshul Gupta , Lior Horesh , Tomasz Nowicki , Mark S. Squillante , Chai Wah Wu

Stochastic Galerkin finite element discretizations of partial differential equations with coefficients characterized by arbitrary distributions lead, in general, to fully block dense linear systems. We propose two novel strategies for…

Numerical Analysis · Mathematics 2014-07-31 Bedřich Sousedík , Roger G. Ghanem

In this paper, we use graphics processing units(GPU) to accelerate sparse and arbitrary structured neural networks. Sparse networks have nodes in the network that are not fully connected with nodes in preceding and following layers, and…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-12 Aavaas Gajurel , Sushil J. Louis , Frederick C Harris

We propose a GPU-based distributed optimization algorithm, aimed at controlling optimal power flow in multi-phase and unbalanced distribution systems. Typically, conventional distributed optimization algorithms employed in such scenarios…

Optimization and Control · Mathematics 2023-10-17 Minseok Ryu , Geunyeong Byeon , Kibaek Kim

Nowadays, several industrial applications are being ported to parallel architectures. In fact, these platforms allow acquire more performance for system modelling and simulation. In the electric machines area, there are many problems which…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-10-25 Antonio Wendell De Oliveira Rodrigues , Frédéric Guyomarch , Yvonnick Le Menach , Jean-Luc Dekeyser

In this paper we study fast iterative solvers for the large sparse linear systems resulting from the stochastic Galerkin discretization of stochastic partial differential equations. A block triangular preconditioner is introduced and…

Numerical Analysis · Mathematics 2013-04-08 Bin Zheng , Guang Lin , Jinchao Xu

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

We present a preconditioning method for the linear systems arising from the boundary element discretization of the Laplace hypersingular equation on a $2$-dimensional triangulated surface $\Gamma$ in $\mathbb{R}^3$. We allow $\Gamma$ to…

Numerical Analysis · Mathematics 2023-10-16 Martin Averseng , Xavier Claeys , Ralf Hiptmair

We are interested in solving linear systems arising from three applications: (1) kernel methods in machine learning, (2) discretization of boundary integral equations from mathematical physics, and (3) Schur complements formed in the…

Numerical Analysis · Mathematics 2022-08-15 Chao Chen , Per-Gunnar Martinsson

This paper is concerned with the design, analysis and implementation of preconditioning concepts for spectral Discontinuous Galerkin discretizations of elliptic boundary value problems. While presently known techniques realize a growth of…

Numerical Analysis · Mathematics 2014-05-14 Kolja Brix , Martin Campos Pinto , Claudio Canuto , Wolfgang Dahmen

We describe the GPU implementation of shifted or multimass iterative solvers for sparse linear systems of the sort encountered in lattice gauge theory. We provide a generic tool that can be used by those without GPU programming experience…

High Energy Physics - Lattice · Physics 2011-02-16 Richard Galvez , Greg van Anders
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