Related papers: Backing PDHG into a Corner

The primal-dual hybrid gradient (PDHG) method is one of the most popular algorithms for solving saddle point problems. However, when applying the PDHG method and its many variants to some real-world models commonly encountered in signal…

Large-scale linear programs (LPs) arise in many decision systems, including ranking, allocation, and matching problems that must be solved repeatedly at massive scale. Prior work such as ECLIPSE and LinkedIn's open-source DuaLip showed that…

There has been a recent surge in development of first-order methods (FOMs) for solving huge-scale linear programming (LP) problems. The attractiveness of FOMs for LP stems in part from the fact that they avoid costly matrix factorization…

The primal dual hybrid gradient algorithm (PDHG), which is also known as the Arrow-Hurwicz method, is a fundamental algorithm for saddle point problems especially in imaging. It also inspires a great number of influential algorithms such as…

Process mapping asks to assign vertices of a task graph to processing elements of a supercomputer such that the computational workload is balanced while the communication cost is minimized. Motivated by the recent success of GPU-based graph…

We present a convex hull algorithm that is accelerated on commodity graphics hardware. We analyze and identify the hurdles of writing a recursive divide and conquer algorithm on the GPU and divise a framework for representing this class of…

The edge computing paradigm has emerged to handle cloud computing issues such as scalability, security and low response time among others. This new computing trend heavily relies on ubiquitous embedded systems on the edge. Performance and…

We propose a primal-dual interior-point (PDIP) method for solving quadratic programming problems with linear inequality constraints that typically arise form MPC applications. We show that the solver converges (locally) quadratically to a…

The Convex Hull algorithm is one of the most important algorithms in computational geometry, with many applications such as in computer graphics, robotics, and data mining. Despite the advances in the new algorithms in this area, it is…

Large scale-free graphs are famously difficult to process efficiently: the skewed vertex degree distribution makes it difficult to obtain balanced partitioning. Our research instead aims to turn this into an advantage by partitioning the…

This paper proposes and analyzes a tuning-free variant of Primal-Dual Hybrid Gradient (PDHG), and investigates its effectiveness for solving large-scale semidefinite programming (SDP). The core idea is based on the combination of two…

The restarted primal-dual hybrid gradient method (rPDHG) has recently emerged as an important tool for solving large-scale linear programs (LPs). For LPs with unique optima, we present an iteration bound of…

In this paper, we propose a practical primal-dual algorithm with theoretical guarantees and develop a GPU-based solver, which we dub PDOT, for solving large-scale optimal transport problems. Compared to Sinkhorn algorithm or classic LP…

This work is related to PHG (Parallel Hierarchical Grid). PHG is a toolbox for developing parallel adaptive finite element programs, which is under active development at the State Key Laboratory of Scientific and Engineering Computing. The…

Convolutional gridding is a processor-intensive step in interferometric imaging. While it is possible to use graphics processing units (GPUs) to accelerate this operation, existing methods use only a fraction of the available flops. We…

Algorithm learning is a core problem in artificial intelligence with significant implications on automation level that can be achieved by machines. Recently deep learning methods are emerging for synthesizing an algorithm from its…

We present a massively parallel Lagrange decomposition method for solving 0--1 integer linear programs occurring in structured prediction. We propose a new iterative update scheme for solving the Lagrangean dual and a perturbation technique…

We consider a class of non-smooth strongly convex-strongly concave saddle point problems in a decentralized setting without a central server. To solve a consensus formulation of problems in this class, we develop an inexact primal dual…

Recent research has focused on developing GPU-accelerated first-order solvers for linear programming (LP). This line of work, however, has largely overlooked the role of presolving, and thus prior results do not fully reflect the speedups…

We present a unified viewpoint of proximal point method (PPM), primal-dual hybrid gradient (PDHG) and alternating direction method of multipliers (ADMM) for solving convex-concave primal-dual problems. This viewpoint shows the equivalence…