Related papers: MPAX: Mathematical Programming in JAX

We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…

We describe matrix computations available in the cluster programming framework, Apache Spark. Out of the box, Spark provides abstractions and implementations for distributed matrices and optimization routines using these matrices. When…

To achieve scalability with today's heterogeneous HPC resources, we need a dramatic shift in our thinking; MPI+X is not enough. Asynchronous Many Task (AMT) runtime systems break down the global barriers imposed by the Bulk Synchronous…

Joint object matching, also known as multi-image matching, namely, the problem of finding consistent partial maps among all pairs of objects within a collection, is a crucial task in many areas of computer vision. This problem subsumes…

We introduce Optimistix: a nonlinear optimisation library built in JAX and Equinox. Optimistix introduces a novel, modular approach for its minimisers and least-squares solvers. This modularity relies on new practical abstractions for…

In our effort to facilitate machine learning-assisted computational fluid dynamics (CFD), we introduce the second iteration of JAX-Fluids. JAX-Fluids is a Python-based fully-differentiable CFD solver designed for compressible single- and…

This documentation is designed for beginners in Graphics Processing Unit (GPU)-programming and who want to get familiar with OpenACC and OpenMP offloading models. Here we present an overview of these two programming models as well as of the…

Linear Programs (LPs) appear in a large number of applications and offloading them to the GPU is viable to gain performance. Existing work on offloading and solving an LP on GPU suggests that performance is gained from large sized LPs…

The emerging need for fast and power-efficient AI/ML deployment on-board spacecraft has forced the space industry to examine specialized accelerators, which have been successfully used in terrestrial applications. Towards this direction,…

We present Matrix Distributed Processing, a C++ library for fast development of efficient parallel algorithms. MDP is based on MPI and consists of a collection of C++ classes and functions such as lattice, site and field. Once an algorithm…

Solving massive-scale optimization problems requires scalable first-order methods with low per-iteration cost. This tutorial highlights a shift in optimization: using differentiable programming not only to execute algorithms but to learn…

We present the first version of CYJAX, a package for machine learning Calabi-Yau metrics using JAX. It is meant to be accessible both as a top-level tool and as a library of modular functions. CYJAX is currently centered around the…

Matrix Distributed Processing (MDP) is a C++ library for fast development of efficient parallel algorithms. It constitues the core of FermiQCD. MDP enables programmers to focus on algorithms, while parallelization is dealt with…

In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraints. These problems arise in a wide range of applications in…

Nonconvex mixed-integer nonlinear programs (MINLPs) represent a challenging class of optimization problems that often arise in engineering and scientific applications. Because of nonconvexities, these programs are typically solved with…

Matrix multiplication is a foundational operation in scientific computing and machine learning, yet its computational complexity makes it a significant bottleneck for large-scale applications. The shift to parallel architectures, primarily…

Mixed-Integer Programming (MIP), particularly Mixed-Integer Linear Programming (MILP) and Mixed-Integer Quadratic Programming (MIQP), has found extensive applications in domains such as portfolio optimization and network flow control, which…

Security-Constrained Unit Commitment is a fundamental optimization problem in power systems operations. The primary computational bottleneck arises from the need to solve large-scale Linear Programming (LP) relaxations within…

We introduce synax, a novel library for automatically differentiable simulation of Galactic synchrotron emission. Built on the JAX framework, synax leverages JAX's capabilities, including batch acceleration, just-in-time compilation, and…

In this paper, we present the first outer approximation algorithm for multi-objective mixed-integer linear programming problems with any number of objectives. The algorithm also works for certain classes of non-linear programming problems.…