Related papers: cuPDLP-C: A Strengthened Implementation of cuPDLP …
In this paper, we provide an affirmative answer to the long-standing question: Are GPUs useful in solving linear programming? We present cuPDLP.jl, a GPU implementation of restarted primal-dual hybrid gradient (PDHG) for solving linear…
The rapid progress in GPU computing has revolutionized many fields, yet its potential in mathematical programming, such as linear programming (LP), has only recently begun to be realized. This survey aims to provide a comprehensive overview…
We introduce cuPDLPx, a further enhanced GPU-based first-order solver for linear programming. Building on the recently developed restarted Halpern PDHG for LP, cuPDLPx incorporates a number of new techniques, including a new restart…
We present PDLP, a practical first-order method for linear programming (LP) that can solve to the high levels of accuracy that are expected in traditional LP applications. In addition, it can scale to very large problems because its core…
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…
Linear Programming (LP) is a foundational optimization technique with widespread applications in finance, energy trading, and supply chain logistics. However, traditional Central Processing Unit (CPU)-based LP solvers often struggle to meet…
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…
Parallel computing can offer an enormous advantage regarding the performance for very large applications in almost any field: scientific computing, computer vision, databases, data mining, and economics. GPUs are high performance many-core…
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,…
In this paper, we introduce a practical GPU-enhanced matrix-free first-order method for solving large-scale conic programming problems, which we refer to as PDCS, standing for the Primal-Dual Conic Programming Solver. Problems that it…
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…
GPUs are popular devices for accelerating scientific calculations. However, as GPU code is usually written in low-level languages, it breaks the abstractions of high-level languages popular with scientific programmers. To overcome this, we…
Convex quadratic programming (QP) is an essential class of optimization problems with broad applications across various fields. Traditional QP solvers, typically based on simplex or barrier methods, face significant scalability challenges.…
Recent research has focused on developing GPU-accelerated first-order solvers for linear programming (LP). This line of work, however, has largely overlooked the role of presolving, and thus prior results do not fully reflect the speedups…
This paper aims to understand the relationships among recently developed GPU-accelerated first-order methods (FOMs) for linear programming (LP), with particular emphasis on HPR-LP -- a Halpern Peaceman--Rachford (HPR) method for LP. Our…
We introduce a fusion of GPU accelerated primal heuristics for Mixed Integer Programming. Leveraging GPU acceleration enables exploration of larger search regions and faster iterations. A GPU-accelerated PDLP serves as an approximate LP…
Large-scale linear programs (LPs) arise in many decision systems, including ranking, allocation, and matching problems that must be solved repeatedly at massive scale. Prior work such as ECLIPSE and LinkedIn's open-source DuaLip showed that…
This paper presents a hybrid CPU-GPU framework for solving combinatorial scheduling problems formulated as Integer Linear Programming (ILP). While scheduling underpins many optimization tasks in computing systems, solving these problems…
GPUs and other accelerators are popular devices for accelerating compute-intensive, parallelizable applications. However, programming these devices is a difficult task. Writing efficient device code is challenging, and is typically done in…
We present an online preconditioning technique for the primal-dual hybrid gradient (PDHG) algorithm for linear programming (LP). The method adaptively updates primal and dual preconditioners using an online optimization framework. To…