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Linear Programming (LP) is a foundational optimization technique with widespread applications in finance, energy trading, and supply chain logistics. However, traditional Central Processing Unit (CPU)-based LP solvers often struggle to meet…

Optimization and Control · Mathematics 2025-08-26 Xiyan Hu , Titus Parker , Connor Phillips , Yifa Yu

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

Recent enhancements to the Primal-Dual Hybrid Gradient (PDHG) algorithm have enabled GPUs to efficiently solve large linear programming problems, often faster than the long-dominant simplex and interior-point methods. The solutions found by…

Optimization and Control · Mathematics 2025-11-19 Edward Rothberg

The rapid progress in GPU computing has revolutionized many fields, yet its potential in mathematical programming, such as linear programming (LP), has only recently begun to be realized. This survey aims to provide a comprehensive overview…

Optimization and Control · Mathematics 2025-06-04 Haihao Lu , Jinwen Yang

The exponential growth of computational workloads is surpassing the capabilities of conventional architectures, which are constrained by fundamental limits. In-memory computing (IMC) with RRAM provides a promising alternative by providing…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-09 Huynh Q. N. Vo , Md Tawsif Rahman Chowdhury , Paritosh Ramanan , Gozde Tutuncuoglu , Junchi Yang , Feng Qiu , Murat Yildirim

We present a distributed framework of the Primal-Dual Hybrid Gradient (PDHG) algorithm for solving massive-scale linear programming (LP) problems. Although PDHG-based solvers demonstrate strong performance on single-node GPU architectures,…

Optimization and Control · Mathematics 2026-05-11 Hongpei Li , Yicheng Huang , Huikang Liu , Dongdong Ge , Yinyu Ye

DC Optimal Power Flow (DCOPF) is a key operational tool for power system operators, and it is embedded as a subproblem in many challenging optimization problems (e.g., line switching). However, traditional CPU-based solve routines (e.g.,…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Seide Saba Rafiei , Samuel Chevalier

The Primal-Dual Hybrid Gradient (PDHG) algorithm is a first-order method that can exploit GPUs to solve large-scale linear programming problems. The approach can often be faster than the alternatives, simplex and interior-point methods,…

Optimization and Control · Mathematics 2026-03-04 Edward Rothberg

Large-scale competitive market equilibrium problems arise in a wide range of important applications, including economic decision-making and intelligent manufacturing. Traditional solution methods, such as interior-point algorithms and…

Optimization and Control · Mathematics 2025-06-09 Huikang Liu , Yicheng Huang , Hongpei Li , Dongdong Ge , Yinyu Ye

Convex quadratic programming (QP) is an essential class of optimization problems with broad applications across various fields. Traditional QP solvers, typically based on simplex or barrier methods, face significant scalability challenges.…

Optimization and Control · Mathematics 2024-10-08 Yicheng Huang , Wanyu Zhang , Hongpei Li , Dongdong Ge , Huikang Liu , Yinyu Ye

The Preconditioned Conjugate Gradient (PCG) method is widely used for solving linear systems of equations with sparse matrices. A recent version of PCG, Pipelined PCG, eliminates the dependencies in the computations of the PCG algorithm so…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-14 Manasi Tiwari , Sathish Vadhiyar

With increased reliance on cyber infrastructure, large scale power networks face new challenges owing to computational scalability. In this paper we focus on developing an asynchronous decentralized solution framework for the Unit…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-04-15 Paritosh Ramanan , Murat Yildirim , Edmond Chow , Nagi Gebraeel

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

The linear primal-dual hybrid gradient (PDHG) method is a first-order method that splits convex optimization problems with saddle-point structure into smaller subproblems. Unlike those obtained in most splitting methods, these subproblems…

Optimization and Control · Mathematics 2022-04-05 Jérôme Darbon , Gabriel P. Langlois

GPU has a significantly higher performance in single-precision computing than that of double precision. Hence, it is important to take a maximal advantage of the single precision in the CG inverter, using the mixed precision method. We have…

Computational Physics · Physics 2011-11-02 Yong-Chull Jang , Hyung-Jin Kim , Weonjong Lee

In this paper, we provide an affirmative answer to the long-standing question: Are GPUs useful in solving linear programming? We present cuPDLP.jl, a GPU implementation of restarted primal-dual hybrid gradient (PDHG) for solving linear…

Optimization and Control · Mathematics 2024-06-10 Haihao Lu , Jinwen Yang

We describe the GPU implementation of shifted or multimass iterative solvers for sparse linear systems of the sort encountered in lattice gauge theory. We provide a generic tool that can be used by those without GPU programming experience…

High Energy Physics - Lattice · Physics 2011-02-16 Richard Galvez , Greg van Anders

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

We present an efficient, robust and fully GPU-accelerated aggregation-based algebraic multigrid preconditioning technique for the solution of large sparse linear systems. These linear systems arise from the discretization of elliptic PDEs.…

Numerical Analysis · Mathematics 2014-03-10 Rajesh Gandham , Ken Esler , Yongpeng Zhang

Parallel algorithms on CPU and GPU are implemented for the Unified Gas-Kinetic Scheme and their performances are investigated and compared by a two dimensional channel flow case. The parallel CPU algorithm has a one dimensional block…

Computational Physics · Physics 2018-11-02 Jizhou Liu , Fang Q. Hu , Xiaodong Li
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