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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…

Optimization and Control · Mathematics 2025-08-13 Alfred Wassermann

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

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…

Numerical Analysis · Mathematics 2018-10-23 Hermann Mena , Lena-Maria Pfurtscheller , Tony Stillfjord

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…

Mathematical Software · Computer Science 2017-03-22 J. T. Becerra-Sagredo , F. Mandujano , C. Malaga

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…

Algebraic Geometry · Mathematics 2015-03-03 Tianran Chen , Dhagash Mehta

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…

Mathematical Software · Computer Science 2018-07-02 Helmut Harbrecht , Peter Zaspel

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…

Quantum Physics · Physics 2025-10-16 Matteo Vandelli , Francesco Ferrari , Daniele Dragoni

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…

Computation · Statistics 2015-03-13 Hua Zhou , Kenneth Lange , Marc A. Suchard

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…

Optimization and Control · Mathematics 2026-05-11 David Cole , Sungho Shin , François Pacaud , Victor M. Zavala , Mihai Anitescu

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…

Optimization and Control · Mathematics 2025-12-09 Hussein Sharadga , Javad Mohammadi

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.…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-04-26 Uldis Locans , Andreas Adelmann , Andreas Suter , Jannis Fischer , Werner Lustermann , Gunther Dissertori , Qiulin Wang

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…

Optimization and Control · Mathematics 2024-09-13 François Pacaud , Sungho Shin

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-10-25 Antonio Wendell De Oliveira Rodrigues , Frédéric Guyomarch , Yvonnick Le Menach , Jean-Luc Dekeyser

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-12-13 Zhonggen Li , Xiangyu Ke , Yifan Zhu , Yunjun Gao , Yaofeng Tu

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…

Artificial Intelligence · Computer Science 2018-01-12 Ferdinando Fioretto , Enrico Pontelli , William Yeoh , Rina Dechter

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…

Machine Learning · Computer Science 2026-05-22 Jiachang Liu , Andrea Lodi

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…

Optimization and Control · Mathematics 2025-10-31 Akif Çördük , Piotr Sielski , Alice Boucher , Kumar Aatish

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-02-18 Natalya Litvinenko

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…

Mathematical Software · Computer Science 2015-01-05 Jonathan Wong , Ellen Kuhl , Eric Darve

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…

Optimization and Control · Mathematics 2023-10-17 Minseok Ryu , Geunyeong Byeon , Kibaek Kim
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