Related papers: SDSL-Solver: Scalable Distributed Sparse Linear So…

System Level Synthesis (SLS) allows us to construct internally stabilizing controllers for large-scale systems. However, solving large-scale SLS problems is computationally expensive and the state-of-the-art methods consider only state…

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1,…

Discrete Optimal Transport problems give rise to very large linear programs (LP) with a particular structure of the constraint matrix. In this paper we present a hybrid algorithm that mixes an interior point method (IPM) and column…

The efficient solution of discretisations of coupled systems of partial differential equations (PDEs) is at the core of much of numerical simulation. Significant effort has been expended on scalable algorithms to precondition Krylov…

We describe a parallel solver for the discretized weakly singular space-time boundary integral equation of the spatially two-dimensional heat equation. The global space-time nature of the system matrices leads to improved parallel…

Randomized subspace embedding methods have had a great impact on the solution of a linear least squares (LS) problem by reducing its row dimension, leading to a randomized or sketched LS (sLS) problem, and use the solution of the sLS…

In recent years, GPU-accelerated optimization solvers based on second-order methods (e.g., interior-point methods) have gained momentum with the advent of mature and efficient GPU-accelerated direct sparse linear solvers, such as cuDSS.…

In this paper, we propose an inexact multi-block ADMM-type first-order method for solving a class of high-dimensional convex composite conic optimization problems to moderate accuracy. The design of this method combines an inexact 2-block…

We develop and analyze new scheduling algorithms for solving sparse triangular linear systems (SpTRSV) in parallel. Our approach produces highly efficient synchronous schedules for the forward- and backward-substitution algorithm. Compared…

When an iterative method is applied to solve the linear equation system in interior point methods (IPMs), the attention is usually placed on accelerating their convergence by designing appropriate preconditioners, but the linear solver is…

Semidefinite programming (SDP) problems are challenging to solve because of their high dimensionality. However, solving sparse SDP problems with small tree-width are known to be relatively easier because: (1) they can be decomposed into…

With the increase in the computation intensity of the chip, the mismatch between computation layer shapes and the available computation resource significantly limits the utilization of the chip. Driven by this observation, prior works…

Iterative solvers preconditioned with algebraic multigrid have been devised as an optimal technology to speed up the response of large sparse linear systems. In this work, this technique was implemented in the framework of the dual…

Stochastic gradient methods (SGMs) are predominant approaches for solving stochastic optimization. On smooth nonconvex problems, a few acceleration techniques have been applied to improve the convergence rate of SGMs. However, little…

Sparse matrix-vector multiplication (spMVM) is the dominant operation in many sparse solvers. We investigate performance properties of spMVM with matrices of various sparsity patterns on the nVidia "Fermi" class of GPGPUs. A new "padded…

Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all…

This paper explores two condensed-space interior-point methods to efficiently solve large-scale nonlinear programs on graphics processing units (GPUs). The interior-point method solves a sequence of symmetric indefinite linear systems, or…

The goal in network state prediction (NSP) is to classify the global state (label) associated with features embedded in a graph. This graph structure encoding feature relationships is the key distinctive aspect of NSP compared to classical…

Exploiting sparsity in Semidefinite Programs (SDP) is critical to solving large-scale problems. The chordal completion based maximal clique decomposition is the preferred approach for exploiting sparsity in SDPs. In this paper, we show that…

Generalized sparse matrix-matrix multiplication (or SpGEMM) is a key primitive for many high performance graph algorithms as well as for some linear solvers, such as algebraic multigrid. Here we show that SpGEMM also yields efficient…