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Dynamic programming (DP) is a cornerstone of combinatorial optimization, yet its inherently sequential structure has long limited its scalability in scenario-based stochastic programming (SP). This paper introduces a GPU-accelerated…

Optimization and Control · Mathematics 2025-11-25 Jingyi Zhao , Linxin Yang , Haohua Zhang , Tian Ding

Natural gradient descent has proven effective at mitigating the effects of pathological curvature in neural network optimization, but little is known theoretically about its convergence properties, especially for \emph{nonlinear} networks.…

Machine Learning · Statistics 2019-10-29 Guodong Zhang , James Martens , Roger Grosse

This paper presents a practical GPU-accelerated convex hull algorithm and a novel Sorting-based Preprocessing Approach (SPA) for planar point sets. The proposed algorithm consists of two stages: (1) two rounds of preprocessing performed on…

Computational Geometry · Computer Science 2016-05-24 Gang Mei

We introduce Coordinate Condensation, a variant of coordinate descent that accelerates physics-based simulation by augmenting local coordinate updates with a Schur-complement-based subspace correction. Recent work by Lan et al. 2025 (JGS2)…

Graphics · Computer Science 2025-10-15 Ty Trusty

In this paper, we propose a new randomized second-order optimization algorithm---Stochastic Subspace Cubic Newton (SSCN)---for minimizing a high dimensional convex function $f$. Our method can be seen both as a {\em stochastic} extension of…

Optimization and Control · Mathematics 2020-02-25 Filip Hanzely , Nikita Doikov , Peter Richtárik , Yurii Nesterov

The hypercube queueing model was initially developed to address spatial queueing problems and has found wide applications in emergency services, such as ambulance and police systems. While the model was originally designed for homogeneous…

Optimization and Control · Mathematics 2026-03-10 Cheng Hua , Jun Luo , Arthur J. Swersey , Yixing Wen

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

We consider sequential and parallel decomposition methods for a dual problem of a general total variation minimization problem with applications in several image processing tasks, like image inpainting, estimation of optical flow and…

Numerical Analysis · Mathematics 2022-11-02 Stephan Hilb , Andreas Langer

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

The proximal algorithm is a powerful tool to minimize nonlinear and nonsmooth functionals in a general metric space. Motivated by the recent progress in studying the training dynamics of the noisy gradient descent algorithm on two-layer…

Optimization and Control · Mathematics 2026-05-19 Shuailong Zhu , Xiaohui Chen

Recent advances in 3D Gaussian Splatting (3DGS) have demonstrated remarkable rendering fidelity and efficiency. However, these methods still rely on computationally expensive sequential alpha-blending operations, resulting in significant…

Computer Vision and Pattern Recognition · Computer Science 2025-11-17 Weihang Liu , Yuke Li , Yuxuan Li , Jingyi Yu , Xin Lou

Bloom filters are a fundamental data structure for approximate membership queries, with applications ranging from data analytics to databases and genomics. Several variants have been proposed to accommodate parallel architectures. GPUs,…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-18 Daniel Jünger , Kevin Kristensen , Yunsong Wang , Xiangyao Yu , Bertil Schmidt

The self-join finds all objects in a dataset that are within a search distance, epsilon, of each other; therefore, the self-join is a building block of many algorithms. We advance a GPU-accelerated self-join algorithm targeted towards high…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-09-27 Michael Gowanlock , Ben Karsin

Spatial Branch and Bound (B&B) algorithms are widely used for solving nonconvex problems to global optimality, yet they remain computationally expensive. Though some works have been carried out to speed up B&B via CPU parallelization, GPU…

Optimization and Control · Mathematics 2025-07-29 Hongzhen Zhang , Tim Kerkenhoff , Neil Kichler , Manuel Dahmen , Alexander Mitsos , Uwe Naumann , Dominik Bongartz

This paper presents a novel Jacobi-style iteration algorithm for solving the problem of distributed submodular maximization, in which each agent determines its own strategy from a finite set so that the global submodular objective function…

Systems and Control · Electrical Eng. & Systems 2020-10-28 Bin Du , Kun Qian , Christian Claudel , Dengfeng Sun

As recurrent neural networks become larger and deeper, training times for single networks are rising into weeks or even months. As such there is a significant incentive to improve the performance and scalability of these networks. While…

Machine Learning · Computer Science 2016-04-08 Jeremy Appleyard , Tomas Kocisky , Phil Blunsom

The recent trend of using Graphics Processing Units (GPU's) for high performance computations is driven by the high ratio of price performance for these units, complemented by their cost effectiveness. At first glance, computational fluid…

Computational Engineering, Finance, and Science · Computer Science 2018-02-13 Kiril S. Shterev

A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…

Machine Learning · Computer Science 2014-06-11 Yann Dauphin , Razvan Pascanu , Caglar Gulcehre , Kyunghyun Cho , Surya Ganguli , Yoshua Bengio

We present the GPU calculation with the common unified device architecture (CUDA) for the Wolff single-cluster algorithm of the Ising model. Proposing an algorithm for a quasi-block synchronization, we realize the Wolff single-cluster Monte…

Computational Physics · Physics 2012-01-10 Yukihiro Komura , Yutaka Okabe

We develop a globalized Proximal Newton method for composite and possibly non-convex minimization problems in Hilbert spaces. Additionally, we impose less restrictive assumptions on the composite objective functional considering…

Optimization and Control · Mathematics 2021-11-02 Bastian Pötzl , Anton Schiela , Patrick Jaap