Related papers: PDHCG: A Scalable First-Order Method for Large-Sca…

DC Optimal Power Flow (DCOPF) is a key operational tool for power system operators, and it is embedded as a subproblem in many challenging optimization problems (e.g., line switching). However, traditional CPU-based solve routines (e.g.,…

We extend a primal-dual fixed point algorithm (PDFP) proposed in [5] to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP…

The Preconditioned Conjugate Gradient (PCG) method is widely used for solving linear systems of equations with sparse matrices. A recent version of PCG, Pipelined PCG, eliminates the dependencies in the computations of the PCG algorithm so…

LLM-based applications have been widely used in various industries, but with the increasing of models size, an efficient large language model (LLM) inference system is an urgent problem to be solved for service providers. Since the…

We study a block-structured class of convex-concave saddle-point problems in which both the primal and dual variables admit natural separable decompositions. Motivated by large-scale applications where a full update on either side can be…

We present a parallel GPU-accelerated solver for branch Model Predictive Control problems. Based on iterative LQR methods, our solver exploits the tree-sparse structure and implements temporal parallelism using the parallel scan algorithm.…

We present new algorithms for the parallelization of Eulerian-Lagrangian interaction operations in the immersed boundary method. Our algorithms rely on two well-studied parallel primitives: key-value sort and segmented reduce. The use of…

Distributed algorithms to solve linear equations in multi-agent networks have attracted great research attention and many iteration-based distributed algorithms have been developed. The convergence speed is a key factor to be considered for…

We present a new adaptive parallel algorithm for the challenging problem of multi-dimensional numerical integration on massively parallel architectures. Adaptive algorithms have demonstrated the best performance, but efficient many-core…

Large-scale optimization problems that involve thousands of decision variables have extensively arisen from various industrial areas. As a powerful optimization tool for many real-world applications, evolutionary algorithms (EAs) fail to…

In this work we propose a new primal-dual algorithm with adaptive step-sizes. The stochastic primal-dual hybrid gradient (SPDHG) algorithm with constant step-sizes has become widely applied in large-scale convex optimization across many…

In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…

Specialized function gradient computing hardware could greatly improve the performance of state-of-the-art optimization algorithms, e.g., based on gradient descent or conjugate gradient methods that are at the core of control, machine…

The generalized Lasso is a remarkably versatile and extensively utilized model across a broad spectrum of domains, including statistics, machine learning, and image science. Among the optimization techniques employed to address the…

Discrete optimization is a central problem in artificial intelligence. The optimization of the aggregated cost of a network of cost functions arises in a variety of problems including (W)CSP, DCOP, as well as optimization in stochastic…

We consider a multi-agent consensus optimization problem over a server-client (federated) network, where all clients are connected to a central server. Current distributed algorithms fail to capture the heterogeneity in clients' local…

In this paper, we propose a stochastic Primal-Dual Hybrid Gradient (PDHG) approach for solving a wide spectrum of regularized stochastic minimization problems, where the regularization term is composite with a linear function. It has been…

We present a scalable combinatorial algorithm for globally optimizing over the space of geometrically consistent mappings between 3D shapes. We use the mathematically elegant formalism proposed by Windheuser et al. (ICCV 2011) where 3D…

In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters and Bregman divergences, we propose new accelerated primal-dual proximal gradient splitting methods for solving bilinear saddle-point problems with…

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…