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Machine learning is increasingly used to improve decisions within branch-and-bound algorithms for mixed-integer programming. Many existing approaches rely on deep learning, which often requires very large training datasets and substantial…
In this paper we introduce a generic model for multiplicative algorithms which is suitable for the MapReduce parallel programming paradigm. We implement three typical machine learning algorithms to demonstrate how similarity comparison,…
In this paper, we explore the limits of graphics processors (GPUs) for general purpose parallel computing by studying problems that require highly irregular data access patterns: parallel graph algorithms for list ranking and connected…
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…
In this paper, we propose a Bi-layer Predictionbased Reduction Branch (BP-RB) framework to speed up the process of finding a high-quality feasible solution for Mixed Integer Programming (MIP) problems. A graph convolutional network (GCN) is…
We propose a primal-dual splitting algorithm for solving monotone inclusions involving a mixture of sums, linear compositions, and parallel sums of set-valued and Lipschitzian operators. An important feature of the algorithm is that the…
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…
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…
Mixed Integer Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better…
Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused…
The focus of my PhD thesis is on exploring parallel approaches to efficiently solve problems modeled by constraints and presenting a new proposal. Current solvers are very advanced; they are carefully designed to effectively manage the…
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…
We consider the all-pairs multicommodity network flow problem on a network with capacitated edges. The usual treatment keeps track of a separate flow for each source-destination pair on each edge; we rely on a more efficient formulation in…
A recent Graph Neural Network (GNN) approach for learning to branch has been shown to successfully reduce the running time of branch-and-bound algorithms for Mixed Integer Linear Programming (MILP). While the GNN relies on a GPU for…
We propose a new hybrid topology optimization algorithm based on multigrid approach that combines the parallelization strategy of CPU using OpenMP and heavily multithreading capabilities of modern Graphics Processing Units (GPU). In…
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…
Finding optimal join orders is among the most crucial steps to be performed by query optimisers. Though extensively studied in data management research, the problem remains far from solved: While query optimisers rely on exhaustive search…
We present a generic branch-and-bound algorithm for finding all the Pareto solutions of a biobjective mixed-integer linear program. The main contributions are new algorithms for obtaining dual bounds at a node, for checking node fathoming,…
We present new algorithms for the parallelization of Eulerian-Lagrangian interaction operations in the immersed boundary method. Our algorithms rely on two well-studied parallel primitives: key-value sort and segmented reduce. The use of…
We transform join ordering into a mixed integer linear program (MILP). This allows to address query optimization by mature MILP solver implementations that have evolved over decades and steadily improved their performance. They offer…