Related papers: GPU-Accelerated Optimization Solver for Unit Commi…
Matrix Factorization (MF) on large scale data takes substantial time on a Central Processing Unit (CPU). While Graphical Processing Unit (GPU)s could expedite the computation of MF, the available memory on a GPU is finite. Leveraging GPUs…
Security-Constrained Unit Commitment is a fundamental optimization problem in power systems operations. The primary computational bottleneck arises from the need to solve large-scale Linear Programming (LP) relaxations within…
We introduce GRiD: a GPU-accelerated library for computing rigid body dynamics with analytical gradients. GRiD was designed to accelerate the nonlinear trajectory optimization subproblem used in state-of-the-art robotic planning, control,…
This paper develops a fast algorithm for computing the equilibrium assignment with the perturbed utility route choice (PURC) model. Without compromise, this allows the significant advantages of the PURC model to be used in large-scale…
This work deals with the CPU-GPU heterogeneous code acceleration of a finite-volume CFD solver utilizing multiple CPUs and GPUs at the same time. First, a high-level description of the CFD solver called SENSEI, the discretization of SENSEI,…
We show how to accelerate the direct solution of the Boltzmann equation using Graphics Processing Units (GPUs). In order to fully exploit the computational power of the GPU, we choose a method of solution which combines a finite difference…
We propose two variants of the Primal Dual Hybrid Gradient (PDHG) algorithm for saddle point problems with block decomposable duals, hereafter called Multi-Timescale PDHG (MT-PDHG) and its accelerated variant (AMT-PDHG). Through novel…
Branch-and-Bound (B&B) algorithms are time intensive tree-based exploration methods for solving to optimality combinatorial optimization problems. In this paper, we investigate the use of GPU computing as a major complementary way to speed…
A finite-difference Micromagnetic simulation code written in MATLAB is presented with Graphics Processing Unit (GPU) acceleration. The high performance of Graphics Processing Unit (GPU) is demonstrated compared to a typical Central…
This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…
Primal-Dual Hybrid Gradient (PDHG) and Alternating Direction Method of Multipliers (ADMM) are two widely-used first-order optimization methods. They reduce a difficult problem to simple subproblems, so they are easy to implement and have…
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…
We develop a GPU-accelerated dynamic programming (DP) method for valuing, operating, and bidding energy storage under multistage stochastic electricity prices. Motivated by computational limitations in existing models, we formulate DP…
Two-stage stochastic unit commitment (2S-SUC) problems have been widely adopted to manage the uncertainties introduced by high penetrations of intermittent renewable energy resources. While decomposition-based algorithms such as…
We propose a scalable preconditioned primal-dual hybrid gradient algorithm for solving partial differential equations (PDEs). We multiply the PDE with a dual test function to obtain an inf-sup problem whose loss functional involves…
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…
Quadratic programming (QP) is a fundamental optimization model with wide-ranging applications in decision-making and machine learning, yet efficiently solving large-scale instances remains a major computational challenge. Building upon the…
We present PDLP, a practical first-order method for linear programming (LP) designed to solve large-scale LP problems. PDLP is based on the primal-dual hybrid gradient (PDHG) method applied to the minimax formulation of LP. PDLP…
This paper addresses the bilinearly coupled minimax optimization problem: $\min_{x \in \mathbb{R}^{d_x}}\max_{y \in \mathbb{R}^{d_y}} \ f_1(x) + f_2(x) + y^{\top} Bx - g_1(y) - g_2(y)$, where $f_1$ and $g_1$ are smooth convex functions,…
Recent decades have witnessed the tremendous development of network science, which indeed brings a new and insightful language to model real systems of different domains. Betweenness, a widely employed centrality in network science, is a…