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The market split problem was proposed by Cornu\'ejols and Dawande in 1998 as benchmark problem for algorithms solving linear systems with binary variables. The recent (2025) Quantum Optimization Benchmark Library (QOBLIB) contains a set of…
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…
We consider differential Lyapunov and Riccati equations, and generalized versions thereof. Such equations arise in many different areas and are especially important within the field of optimal control. In order to approximate their…
A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…
The problem of solving a system of polynomial equations is one of the most fundamental problems in applied mathematics. Among them, the problem of solving a system of binomial equations form a important subclass for which specialized…
In this work, we consider the solution of boundary integral equations by means of a scalable hierarchical matrix approach on clusters equipped with graphics hardware, i.e. graphics processing units (GPUs). To this end, we extend our…
Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…
This paper discusses the potential of graphics processing units (GPUs) in high-dimensional optimization problems. A single GPU card with hundreds of arithmetic cores can be inserted in a personal computer and dramatically accelerates many…
We report numerical results on solving constrained linear-quadratic model predictive control (MPC) problems by exploiting graphics processing units (GPUs). The presented method reduces the MPC problem by eliminating the state variables and…
This work presents a GPU-accelerated solver for the unit commitment (UC) problem in large-scale power grids. The solver uses the Primal-Dual Hybrid Gradient (PDHG) algorithm to efficiently solve the relaxed linear subproblem, achieving…
In recent years graphical processing units (GPUs) have become a powerful tool in scientific computing. Their potential to speed up highly parallel applications brings the power of high performance computing to a wider range of users.…
We investigate the potential of Graphics Processing Units (GPUs) to solve large-scale nonlinear programs with a dynamic structure. Using ExaModels, a GPU-accelerated automatic differentiation tool, and the interior-point solver MadNLP, we…
Nowadays, several industrial applications are being ported to parallel architectures. In fact, these platforms allow acquire more performance for system modelling and simulation. In the electric machines area, there are many problems which…
Sparse Matrix-Matrix Multiplication (SpMM) is a fundamental operation in graph computing and analytics. However, the irregularity of real-world graphs poses significant challenges to achieving efficient SpMM operation for graph data on…
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…
GPUs have significantly accelerated first-order methods for large-scale optimization, especially in continuous optimization. However, this success has not transferred cleanly to problems with discrete variables, combinatorial structure, and…
We introduce a fusion of GPU accelerated primal heuristics for Mixed Integer Programming. Leveraging GPU acceleration enables exploration of larger search regions and faster iterations. A GPU-accelerated PDLP serves as an approximate LP…
In this paper we solve on GPUs massive problems with large amount of data, which are not appropriate for solution with the SIMD technology. For the given problem we consider a three-level parallelization. The multithreading of CPU is used…
Recently, graphics processors (GPUs) have been increasingly leveraged in a variety of scientific computing applications. However, architectural differences between CPUs and GPUs necessitate the development of algorithms that take advantage…
We propose a GPU-based distributed optimization algorithm, aimed at controlling optimal power flow in multi-phase and unbalanced distribution systems. Typically, conventional distributed optimization algorithms employed in such scenarios…