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This paper analyzes the iteration-complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs. More specifically, the objective function is of the form $f + h$…

Optimization and Control · Mathematics 2019-07-17 Weiwei Kong , Jefferson G. Melo , Renato D. C. Monteiro

Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…

Numerical Analysis · Mathematics 2024-02-20 Tianyu Liang , Chao Chen , Per-Gunnar Martinsson , George Biros

Generalised matrix-matrix multiplication forms the kernel of many mathematical algorithms. A faster matrix-matrix multiply immediately benefits these algorithms. In this paper we implement efficient matrix multiplication for large matrices…

Performance · Computer Science 2019-12-11 Douglas Aberdeen , Jonathan Baxter

Dual decomposition is a powerful technique for deriving decomposition schemes for convex optimization problems with separable structure. Although the Augmented Lagrangian is computationally more stable than the ordinary Lagrangian, the…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Johan A. K. Suykens

When used to accelerate the convergence of fixed-point iterative methods, such as the Picard method, which is a kind of nonlinear fixed-point iteration, polynomial extrapolation techniques can be very effective. The numerical solution of…

Numerical Analysis · Mathematics 2025-01-07 Abdellatif Mouhssine , Ahmed Ratnani , Hassane Sadok

Discrete cosine transform (DCT) and other Fourier-related transforms have broad applications in scientific computing. However, off-the-shelf high-performance multi-dimensional DCT (MD DCT) libraries are not readily available in parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-05 Zixuan Jiang , Jiaqi Gu , David Z. Pan

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…

Optimization and Control · Mathematics 2014-11-10 Robin Vujanic , Peyman Mohajerin Esfahani , Paul Goulart , Sebastien Mariethoz , Manfred Morari

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…

Optimization and Control · Mathematics 2025-08-26 Xiyan Hu , Titus Parker , Connor Phillips , Yifa Yu

This study addresses the challenge of simulating realistic particle systems by proposing a novel particle decomposition scheme that improves the parallel performance of surface resolved particle simulations. Realistic particle systems often…

Fluid Dynamics · Physics 2024-03-21 J. E. Marquardt , N. Hafen , M. J. Krause

This article is concerned with the efficient computation of modular matrix multiplication C=AB mod p, a key kernel in computer algebra. We focus on floating-point arithmetic, which allows for using efficient matrix multiplication libraries.…

Numerical Analysis · Mathematics 2026-02-05 Jérémy Berthomieu , Stef Graillat , Dimitri Lesnoff , Theo Mary

We present a mixed-precision benchmark called HPL-MxP that uses both a lower-precision LU factorization with a non-stationary iterative refinement based on GMRES. We evaluate the numerical stability of one of the methods of generating the…

Numerical Analysis · Mathematics 2025-09-25 Jack Dongarra , Piotr Luszczek

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

Numerical Analysis · Computer Science 2019-09-05 Dimitri P. Bertsekas

There are some types of ill-conditioned algebraic equations that have difficulty in obtaining accurate roots and coefficients that must be expressed with a multiple precision floating-point number. When all their roots are simple, the…

Numerical Analysis · Mathematics 2023-02-07 Tomonori Kouya

Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standard uncertainty quantification (UQ) tools for a wide class of…

Numerical Analysis · Mathematics 2025-10-01 Josef Martínek , Erin Carson , Robert Scheichl

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

In the field of High Performance Computing, communications among processes represent a typical bottleneck for massively parallel scientific applications. Object of this research is the development of a network interface card with specific…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-07 Roberto Ammendola

The accurate assembly of the system matrix is an important step in any code that solves partial differential equations on a mesh. We either explicitly set up a matrix, or we work in a matrix-free environment where we have to be able to…

Mathematical Software · Computer Science 2020-06-19 Charles D. Murray , Tobias Weinzierl

Given a flow network, the Minimum Flow Decomposition (MFD) problem is finding the smallest possible set of weighted paths whose superposition equals the flow. It is a classical, strongly NP-hard problem that is proven to be useful in RNA…

Genomics · Quantitative Biology 2023-11-20 Andreas Grigorjew , Fernando H. C. Dias , Andrea Cracco , Romeo Rizzi , Alexandru I. Tomescu

Linear bilevel programs (linear BLPs) have been widely used in computational mathematics and optimization in several applications. Single-level reformulation for linear BLPs replaces the lower-level linear program with its…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Saeed Mohammadi , Mohammad Reza Hesamzadeh , Steven A. Gabriel , Dina Khastieva

In this paper, an exact method is proposed to optimize two fractional linear functions over the efficient set of a fractional multiobjective linear problem (MOILFP). This type of problems is encountered when there are two decision makers…

Optimization and Control · Mathematics 2020-03-12 Yacine Chaiblaine , Mustapha Moulaï , Yasmine Cherfaoui
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