Related papers: Batched First-Order Methods for Parallel LP Solvin…
In this work, we present an extension of Gaussian process (GP) models with sophisticated parallelization and GPU acceleration. The parallelization scheme arises naturally from the modular computational structure w.r.t. datapoints in the…
Matrix Factorization (MF) has been widely applied in machine learning and data mining. A large number of algorithms have been studied to factorize matrices. Among them, stochastic gradient descent (SGD) is a commonly used method.…
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…
We design, implement, and evaluate GPU-based algorithms for the maximum cardinality matching problem in bipartite graphs. Such algorithms have a variety of applications in computer science, scientific computing, bioinformatics, and other…
Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…
This report provides an introduction to algorithms for fundamental linear algebra problems on various parallel computer architectures, with the emphasis on distributed-memory MIMD machines. To illustrate the basic concepts and key issues,…
The problem of scheduling conflicting jobs on parallel machines consists in assigning a set of jobs to a set of machines so that no two conflicting jobs are allocated to the same machine, and the maximum processing time among all machines…
Generalized additive index models (GAIMs) offer a flexible semiparametric framework for capturing complex data relationships, balancing the interpretability of parametric models with the flexibility of nonparametric approaches. However,…
The rapid advancement of GPU technology has unlocked powerful parallel processing capabilities, creating new opportunities to enhance classic search algorithms. This hardware has been exploited in best-first search algorithms with neural…
Algorithms for finding minimum or bounded vertex covers in graphs use a branch-and-reduce strategy, which involves exploring a highly imbalanced search tree. Prior GPU solutions assign different thread blocks to different sub-trees, while…
The selection of branching variables is a key component of branch-and-bound algorithms for solving Mixed-Integer Programming (MIP) problems since the quality of the selection procedure is likely to have a significant effect on the size of…
The number of cores on graphical computing units (GPUs) is reaching thousands nowadays, whereas the clock speed of processors stagnates. Unfortunately, constraint programming solvers do not take advantage yet of GPU parallelism. One reason…
With multi-core processors a ubiquitous building block of modern supercomputers, it is now past time to enable applications to embrace these developments in processor design. To achieve exascale performance, applications will need ways of…
We present the GPU implementation of the general-purpose interior-point solver Clarabel for convex optimization problems with conic constraints. We introduce a mixed parallel computing strategy that processes linear constraints first, then…
We propose an easy-to-implement iterative method for resolving the implicit (or semi-implicit) schemes arising in solving reaction-diffusion (RD) type equations. We formulate the nonlinear time implicit scheme as a min-max saddle point…
In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…
We investigate the problem of certifying optimality for sparse generalized linear models (GLMs), where sparsity is enforced through a cardinality constraint. While Branch-and-Bound (BnB) frameworks can certify optimality using perspective…
General sparse matrix-matrix multiplication (SpGEMM) is a fundamental building block for numerous applications such as algebraic multigrid method (AMG), breadth first search and shortest path problem. Compared to other sparse BLAS routines,…
Primal heuristics play a crucial role in exact solvers for Mixed Integer Programming (MIP). While solvers are guaranteed to find optimal solutions given sufficient time, real-world applications typically require finding good solutions early…
Problems from graph drawing, spectral clustering, network flow and graph partitioning can all be expressed in terms of graph Laplacian matrices. There are a variety of practical approaches to solving these problems in serial. However, as…