Related papers: HPR-LP: An implementation of an HPR method for sol…

Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…

Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…

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…

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…

Packing and covering linear programs (PC-LPs) form an important class of linear programs (LPs) across computer science, operations research, and optimization. In 1993, Luby and Nisan constructed an iterative algorithm for approximately…

Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the ex-…

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra…

Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…

A recent GPU implementation of the Restarted Primal-Dual Hybrid Gradient Method for Linear Programming was proposed in Lu and Yang (2023). Its computational results demonstrate the significant computational advantages of the GPU-based…

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…

We propose a novel Linear Program (LP) based formula- tion for solving jigsaw puzzles. We formulate jigsaw solving as a set of successive global convex relaxations of the stan- dard NP-hard formulation, that can describe both jigsaws with…

To analyze large sets of grid states, e.g. when evaluating the impact from the uncertainties of the renewable generation with probabilistic Monte Carlo simulation or in stationary time series simulation, large number of power flow…

We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincar\'e--Steklov (HPS) family of algorithms for…

High-throughput computational imaging requires efficient processing algorithms to retrieve multi-dimensional and multi-scale information. In computational phase imaging, phase retrieval (PR) is required to reconstruct both amplitude and…

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…

Personalized PageRank (PPR) is a graph algorithm that evaluates the importance of the surrounding nodes from a source node. Widely used in social network related applications such as recommender systems, PPR requires real-time responses…

Large-scale LP problems from industry usually contain much redundancy that severely hurts the efficiency and reliability of solving LPs, making presolve (i.e., the problem simplification module) one of the most critical components in modern…

Despite major advancements in nonlinear programming (NLP) and convex relaxations, most system operators around the world still predominantly use some form of linear programming (LP) approximation of the AC power flow equations. This is…

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…

Solving large, sparse linear systems is a fundamental workload in scientific computing and engineering simulations, often dominating runtime and energy consumption in high-performance computing (HPC) applications. In this work, we explore…