Related papers: Porting the Nonlinear Optimization Library HiOp to…
Recently, saddle point problems have received much attention due to their powerful modeling capability for a lot of problems from diverse domains. Applications of these problems occur in many applied areas, such as robust optimization,…
We present a scalable solution method based on an alternating direction method of multipliers and graphics processing units (GPUs) for rapidly computing and tracking a solution of alternating current optimal power flow (ACOPF) problem. Such…
Stepwise controllable devices, such as switched capacitors or stepwise controllable loads and generators, transform the nonconvex AC optimal power flow (AC-OPF) problem into a nonconvex mixed-integer (MI) programming problem which is…
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:…
We propose a new framework to implement interior point method (IPM) to solve very large linear programs (LP). Traditional IPMs typically use Newton's method to approximately solve a subproblem that aims to minimize a log-barrier penalty…
As neural network model sizes have dramatically increased, so has the interest in various techniques to reduce their parameter counts and accelerate their execution. An active area of research in this field is sparsity - encouraging zero…
We introduce a learning-based framework to optimize tensor programs for deep learning workloads. Efficient implementations of tensor operators, such as matrix multiplication and high dimensional convolution, are key enablers of effective…
This paper describes REAP, a software-hardware approach that enables high performance sparse linear algebra computations on a cooperative CPU-FPGA platform. REAP carefully separates the task of organizing the matrix elements from the…
Linear Programming (LP) is a foundational optimization technique with widespread applications in finance, energy trading, and supply chain logistics. However, traditional Central Processing Unit (CPU)-based LP solvers often struggle to meet…
Increasing the complexity of solving budgetary allocation (NP-hardness problem) has led a wide range of methods to minimize the costs. Metaheuristics and Linear Programming (LP) are the most optimization in this fields. Therefore, this…
In this paper, we aim to introduce a new perspective when comparing highly parallelized algorithms on GPU: the energy consumption of the GPU. We give an analysis of the performance of linear algebra operations, including addition of…
Solving sparse systems of linear equations is a fundamental problem in the field of numerical methods, with applications spanning from circuit design to urban planning. These problems can have millions of constraints, such as when laying…
We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which…
In recent years, the fervent demand for computational power across various domains has prompted hardware manufacturers to introduce specialized computing hardware aimed at enhancing computational capabilities. Particularly, the utilization…
Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…
For interior-point algorithms in linear programming, it is well-known that the selection of the centering parameter is crucial for proving polynomility in theory and for efficiency in practice. However, the selection of the centering…
In this paper, we investigate the problem of optimization multivariate performance measures, and propose a novel algorithm for it. Different from traditional machine learning methods which optimize simple loss functions to learn prediction…
The aim of this paper is to solve linear semidefinite programs arising from higher-order Lasserre relaxations of unconstrained binary quadratic optimization problems. For this we use an interior point method with a preconditioned conjugate…
We present a novel architecture for sparse pattern processing, using flash storage with embedded accelerators. Sparse pattern processing on large data sets is the essence of applications such as document search, natural language processing,…
We propose sparseGeoHOPCA, a novel framework for sparse higher-order principal component analysis (SHOPCA) that introduces a geometric perspective to high-dimensional tensor decomposition. By unfolding the input tensor along each mode and…