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Neuro-dynamic programming is a class of powerful techniques for approximating the solution to dynamic programming equations. In their most computationally attractive formulations, these techniques provide the approximate solution only…

Machine Learning · Computer Science 2016-04-18 Wei Chen , Dayu Huang , Ankur A. Kulkarni , Jayakrishnan Unnikrishnan , Quanyan Zhu , Prashant Mehta , Sean Meyn , Adam Wierman

Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

We propose a GPU-accelerated distributed optimization algorithm for controlling multi-phase optimal power flow in active distribution systems with dynamically changing topologies. To handle varying network configurations and enable…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-15 Minseok Ryu , Geunyeong Byeon , Kibaek Kim

This paper discusses an outer-approximation guided optimization method for constrained neural network inverse problems with rectified linear units. The constrained neural network inverse problems refer to an optimization problem to find the…

Optimization and Control · Mathematics 2020-02-25 Myun-Seok Cheon

We propose a GPU-based iterative method for accelerated elastodynamic simulation with the log-barrier-based contact model. While Newton's method is a conventional choice for solving the interior-point system, the presence of ill-conditioned…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-04-14 Dewen Guo , Minchen Li , Yin Yang , Guoping Wang , Sheng Li

In this paper we present a first-order method that admits near-optimal convergence rates for convex/concave min-max problems while requiring a simple and intuitive analysis. Similarly to the seminal work of Nemirovski and the recent…

Computer Science and Game Theory · Computer Science 2023-01-18 Volkan Cevher , Georgios Piliouras , Ryann Sim , Stratis Skoulakis

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

Motif finding is one of the NP-complete problems in Computational Biology. Existing nondeterministic algorithms for motif finding do not guarantee the global optimality of results and are sensitive to initial parameters. To address this…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-24 Jhoirene B. Clemente , Francis George C. Cabarle , Henry N. Adorna

This paper presents a novel meta algorithm, Partition-Merge (PM), which takes existing centralized algorithms for graph computation and makes them distributed and faster. In a nutshell, PM divides the graph into small subgraphs using our…

Data Structures and Algorithms · Computer Science 2013-09-25 Vincent Blondel , Kyomin Jung , Pushmeet Kohli , Devavrat Shah

Adaptive gradient methods, such as AdaGrad, are among the most successful optimization algorithms for neural network training. While these methods are known to achieve better dimensional dependence than stochastic gradient descent (SGD) for…

Optimization and Control · Mathematics 2025-06-09 Ruichen Jiang , Devyani Maladkar , Aryan Mokhtari

GPUs offer orders-of-magnitude higher memory bandwidth than traditional CPU-only systems. However, GPU device memory tends to be relatively small and the memory capacity can not be increased by the user. This paper describes Buddy…

Hardware Architecture · Computer Science 2019-04-17 Esha Choukse , Michael Sullivan , Mike O'Connor , Mattan Erez , Jeff Pool , David Nellans , Steve Keckler

We present an efficient implementation for running three-dimensional numerical simulations of fluid-structure interaction problems on single GPUs, based on Nvidia CUDA through Numba and Python. The incompressible flow around moving bodies…

Fluid Dynamics · Physics 2024-12-05 M. Guerrero-Hurtado , J. M. Catalán , M. Moriche , A. Gonzalo , O. Flores

Here we present an implementation of Primal-Dual Affine scaling method to solve linear optimization problem on GPU based systems. Strategies to convert the system generated by complementary slackness theorem into a symmetric system are…

Numerical Analysis · Computer Science 2015-02-13 Nithish Divakar

Recent literature has effectively leveraged diffusion models trained on continuous variables as priors for solving inverse problems. Notably, discrete diffusion models with discrete latent codes have shown strong performance, particularly…

Computer Vision and Pattern Recognition · Computer Science 2025-09-22 Naoki Murata , Chieh-Hsin Lai , Yuhta Takida , Toshimitsu Uesaka , Bac Nguyen , Stefano Ermon , Yuki Mitsufuji

Memory-augmented neural networks consisting of a neural controller and an external memory have shown potentials in long-term sequential learning. Current RAM-like memory models maintain memory accessing every timesteps, thus they do not…

Machine Learning · Computer Science 2019-03-21 Hung Le , Truyen Tran , Svetha Venkatesh

We propose a server-based approach to manage a general-purpose graphics processing unit (GPU) in a predictable and efficient manner. Our proposed approach introduces a GPU server that is a dedicated task to handle GPU requests from other…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-14 Hyoseung Kim , Pratyush Patel , Shige Wang , Ragunathan , Rajkumar

The primal-dual Douglas-Rachford method is a well-known algorithm to solve optimization problems written as convex-concave saddle-point problems. Each iteration involves solving a linear system involving a linear operator and its adjoint.…

Optimization and Control · Mathematics 2025-11-11 Emanuele Naldi , Felix Schneppe

We consider constraint-coupled optimization problems in which agents of a network aim to cooperatively minimize the sum of local objective functions subject to individual constraints and a common linear coupling constraint. We propose a…

Optimization and Control · Mathematics 2019-07-26 Alessandro Falsone , Ivano Notarnicola , Giuseppe Notarstefano , Maria Prandini

A projection-based immersed boundary method is dominated by sparse linear algebra routines. Using the open-source Cusp library, we observe a speedup (with respect to a single CPU core) which reflects the constraints of a bandwidth-dominated…

Computational Engineering, Finance, and Science · Computer Science 2016-04-12 Simon K Layton , Anush Krishnan , Lorena A. Barba

Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…

Signal Processing · Electrical Eng. & Systems 2019-03-27 Layla Majzoobi , Farshad Lahouti , Vahid Shah-Mansouri