Related papers: MPAX: Mathematical Programming in JAX
JAX-in-Cell is a fully electromagnetic, multispecies, and relativistic 1D3V Particle-in-Cell (PIC) framework implemented entirely in JAX. It provides a modern, Python-based alternative to traditional PIC frameworks. It leverages…
MadJax is a tool for generating and evaluating differentiable matrix elements of high energy scattering processes. As such, it is a step towards a differentiable programming paradigm in high energy physics that facilitates the incorporation…
Differentiable optimization has attracted significant research interest, particularly for quadratic programming (QP). Existing approaches for differentiating the solution of a QP with respect to its defining parameters often rely on…
Multi-agent reinforcement learning (MARL) research is inherently computationally expensive and it is often difficult to obtain a sufficient number of experiment samples to test hypotheses and make robust statistical claims. Furthermore,…
In a wide range of applications, we are required to rapidly solve a sequence of convex multiparametric quadratic programs (mp-QPs) on resource-limited hardwares. This is a nontrivial task and has been an active topic for decades in control…
We present novel mixed-integer programming (MIP) formulations for optimization over nonconvex piecewise linear functions. We exploit recent advances in the systematic construction of MIP formulations to derive new formulations for…
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…
In a landscape of high-performance distributed ML systems, JAX has emerged as a framework of choice. However, JAX's modular design philosophy leaves it without a standardized checkpointing solution. In this paper, we introduce Orbax, a…
We introduce microJAX, the first fully differentiable implementation of the image-centered ray-shooting (ICRS) algorithm for gravitational microlensing. Built on JAX and its XLA just-in-time compiler, microJAX exploits GPU parallelism while…
Dense, discrete Graphical Models with pairwise potentials are a powerful class of models which are employed in state-of-the-art computer vision and bio-imaging applications. This work introduces a new MAP-solver, based on the popular Dual…
The rapid development in computing technology has paved the way for directive-based programming models towards a principal role in maintaining software portability of performance-critical applications. Efforts on such models involve a least…
Mixed-Integer Linear Programming (MILP) plays an important role across a range of scientific disciplines and within areas of strategic importance to society. The MILP problems, however, suffer from combinatorial complexity. Because of…
We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…
We propose a new exact approach for solving integer linear programming (ILP) problems which we will call projective splitting algorithms (PSAs). Unlike classical methods for solving ILP problems, PSAs conduct the search for the optimal…
We present a novel relaxation framework for general mixed-integer nonlinear programming (MINLP) grounded in computational geometry. Our approach constructs polyhedral relaxations by convexifying finite sets of strategically chosen points,…
We present ALX, an open-source library for distributed matrix factorization using Alternating Least Squares, written in JAX. Our design allows for efficient use of the TPU architecture and scales well to matrix factorization problems of…
The MPLAPACK (formerly MPACK) is a multiple-precision version of LAPACK (https://www.netlib.org/lapack/). MPLAPACK version 2.0.1 is based on LAPACK version 3.9.1 and translated from Fortran 90 to C++ using FABLE, a Fortran to C++…
MAP inference for general energy functions remains a challenging problem. While most efforts are channeled towards improving the linear programming (LP) based relaxation, this work is motivated by the quadratic programming (QP) relaxation.…
The rapid rise of scientific machine learning (SciML) has expanded the role of differentiable modeling, surrogate modeling, and data-driven constitutive laws in large-scale simulation. The JAX framework provides an attractive environment…
This paper presents alpaqa, an open-source C++ implementation of an augmented Lagrangian method for nonconvex constrained numerical optimization, using the first-order PANOC algorithm as inner solver. The implementation is packaged as an…