Related papers: Hybridizing PDHG and Interior-Point Methods
The interior-point method (IPM) has become the workhorse method for nonlinear programming. The performance of IPM is directly related to the linear solver employed to factorize the Karush--Kuhn--Tucker (KKT) system at each iteration of the…
We study infeasible-start primal-dual interior-point methods for convex optimization problems given in a typically natural form we denote as Domain-Driven formulation. Our algorithms extend many advantages of primal-dual interior-point…
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 consider a multi-agent consensus optimization problem over a server-client (federated) network, where all clients are connected to a central server. Current distributed algorithms fail to capture the heterogeneity in clients' local…
Adversarial examples, crafted by adding imperceptible perturbations to natural inputs, can easily fool deep neural networks (DNNs). One of the most successful methods for training adversarially robust DNNs is solving a nonconvex-nonconcave…
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 least absolute shrinkage and selection operator (Lasso) is widely recognized across various fields of mathematics and engineering. Its variant, the generalized Lasso, finds extensive application in the fields of statistics, machine…
We present a new adaptive parallel algorithm for the challenging problem of multi-dimensional numerical integration on massively parallel architectures. Adaptive algorithms have demonstrated the best performance, but efficient many-core…
The simplex algorithm has been successfully used for many years in solving linear programming (LP) problems. Due to the intensive computations required (especially for the solution of large LP problems), parallel approaches have also…
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…
In this paper we present a novel numerical method for computing local minimizers of twice smooth differentiable non-linear programming (NLP) problems. So far all algorithms for NLP are based on either of the following three principles:…
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,…
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…
In this work, we develop a fully implicit Hybrid High-Order algorithm for the Cahn-Hilliard problem in mixed form. The space discretization hinges on local reconstruction operators from hybrid polynomial unknowns at elements and faces. The…
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 present a new parallel algorithm for probabilistic graphical model optimization. The algorithm relies on data-parallel primitives (DPPs), which provide portable performance over hardware architecture. We evaluate results on CPUs and GPUs…
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…
Solving large-scale linear programming (LP) problems is an important task in various areas such as communication networks, power systems, finance and logistics. Recently, two distinct approaches have emerged to expedite LP solving: (i)…
Massively parallel architectures such as the GPU are becoming increasingly important due to the recent proliferation of data. In this paper, we propose a key class of hybrid parallel graphlet algorithms that leverages multiple CPUs and GPUs…
Neural graphics primitives, parameterized by fully connected neural networks, can be costly to train and evaluate. We reduce this cost with a versatile new input encoding that permits the use of a smaller network without sacrificing…