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We discuss the role of automatic differentiation tools in optimization software. We emphasize issues that are important to large-scale optimization and that have proved useful in the installation of nonlinear solvers in the NEOS Server. Our…

Mathematical Software · Computer Science 2007-05-23 Jorge J. Moré

In scientific computation, it is often necessary to calculate higher-order derivatives of a function. Currently, two primary methods for higher-order automatic differentiation exist: symbolic differentiation and algorithmic automatic…

Computational Physics · Physics 2025-06-03 He Zhang

Nonlinear (deterministic and stochastic) optimal control problems are often solved on embedded devices using first-order numerical optimisation methods. The gradient computation accounts for a significant part of the computation cost per…

Optimization and Control · Mathematics 2023-06-21 Jie Lin , Ruairi Moran , Pantelis Sopasakis

Coarse-grained (CG) molecular dynamics enables simulations of atomic systems such as biomolecules at timescales inaccessible to all-atom (AA) methods, but existing CG neural potentials trained via force matching capture only the gradient of…

Machine Learning · Computer Science 2026-05-14 Sanya Murdeshwar , Sanjit Shashi , Kevin Bachelor , William Noid , Ashwin Lokapally , Razvan Marinescu

We present two new algebraic multilevel hierarchical matrix algorithms to perform fast matrix-vector product (MVP) for $N$-body problems in $d$ dimensions, namely efficient $\mathcal{H}^2_{*}$ (fully nested algorithm, i.e., $\mathcal{H}^2$…

Numerical Analysis · Mathematics 2026-04-13 Ritesh Khan , Sivaram Ambikasaran

This work presents the efficient, matrix-free finite-element library hyper.deal for solving partial differential equations in two to six dimensions with high-order discontinuous Galerkin methods. It builds upon the low-dimensional…

Mathematical Software · Computer Science 2020-02-20 Peter Munch , Katharina Kormann , Martin Kronbichler

The Hadamard product of two tensors in the tensor-train (TT) format is a fundamental operation across various applications, such as TT-based function multiplication for nonlinear differential equations or convolutions. However, conventional…

Quantum Physics · Physics 2026-02-23 Zhaonan Meng , Yuehaw Khoo , Jiajia Li , E. Miles Stoudenmire

Financial markets are notoriously complex environments, presenting vast amounts of noisy, yet potentially informative data. We consider the problem of forecasting financial time series from a wide range of information sources using online…

Statistical Finance · Quantitative Finance 2018-07-12 Sid Ghoshal , Stephen Roberts

Wide applications of differentiable two-player sequential games (e.g., image generation by GANs) have raised much interest and attention of researchers to study efficient and fast algorithms. Most of the existing algorithms are developed…

Optimization and Control · Mathematics 2022-05-24 Yihang Gao , Huafeng Liu , Michael K. Ng , Mingjie Zhou

Nowadays, the paradigm of parallel computing is changing. CUDA is now a popular programming model for general purpose computations on GPUs and a great number of applications were ported to CUDA obtaining speedups of orders of magnitude…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-09 Bogdan Oancea , Tudorel Andrei

With the aim of efficiently simulating three-dimensional multiphase turbulent flows with a phase-field method, we propose a new discretization scheme for the biharmonic term (the 4th-order derivative term) of the Cahn-Hilliard equation.…

Fluid Dynamics · Physics 2022-05-24 Hao-Ran Liu , Chong Shen Ng , Kai Leong Chong , Detlef Lohse , Roberto Verzicco

Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…

Machine Learning · Computer Science 2017-01-17 Xi He , Dheevatsa Mudigere , Mikhail Smelyanskiy , Martin Takáč

Differentiable programming allows for derivatives of functions implemented via computer code to be calculated automatically. These derivatives are calculated using automatic differentiation (AD). This thesis explores two applications of…

Plasma Physics · Physics 2024-10-16 Nick McGreivy

With growing deployment of Internet of Things (IoT) and machine learning (ML) applications, which need to leverage computation on edge and cloud resources, it is important to develop algorithms and tools to place these distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-12-30 Xiangchen Zhao , Diyi Hu , Bhaskar Krishnamachari

Dataset deduplication is widely recognized as a crucial preprocessing step that enhances data quality and improves the performance of large language models. A commonly used method for this process is the MinHash Locality-Sensitive Hashing…

Computation and Language · Computer Science 2026-05-19 Youngjun Son , Chaewon Kim , Jaejin Lee

We present ATC, a C++ library for advanced Tucker-based lossy compression of dense multidimensional numerical data in a shared-memory parallel setting, based on the sequentially truncated higher-order singular value decomposition (ST-HOSVD)…

Mathematical Software · Computer Science 2024-07-02 Wouter Baert , Nick Vannieuwenhoven

Serving generative inference of the large language model is a crucial component of contemporary AI applications. This paper focuses on deploying such services in a heterogeneous and cross-datacenter setting to mitigate the substantial…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-28 Youhe Jiang , Ran Yan , Xiaozhe Yao , Yang Zhou , Beidi Chen , Binhang Yuan

Due to the effectiveness of second-order algorithms in solving classical optimization problems, designing second-order optimizers to train deep neural networks (DNNs) has attracted much research interest in recent years. However, because of…

Machine Learning · Computer Science 2024-03-06 Ying Sun , Hongwei Yong , Lei Zhang

The Hierarchical Directed Capacitated Arc Routing Problem (HDCARP) is an extension of the Capacitated Arc Routing Problem (CARP), where the arcs of a graph are divided into classes based on their priority. The traversal of these classes is…

Machine Learning · Computer Science 2025-01-03 Van Quang Nguyen , Quoc Chuong Nguyen , Thu Huong Dang , Truong-Son Hy

Generative Adversarial Networks (GAN) are cutting-edge algorithms for generating new data samples based on the learned data distribution. However, its performance comes at a significant cost in terms of computation and memory requirements.…

Machine Learning · Computer Science 2022-01-25 Azzam Alhussain , Mingjie Lin