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An alternating direction method of multipliers (ADMM) solver is described for optimal resource allocation problems with separable convex quadratic costs and constraints and linear coupling constraints. We describe a parallel implementation…

Optimization and Control · Mathematics 2019-07-09 Zawar Qureshi , Sebastian East , Mark Cannon

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

A new method for solving systems of linear algebraic equations of a special type arising in solving problems of image reconstruction has been proposed. This method, due to a certain symmetry of the matrix and the choice of the voxel…

Numerical Analysis · Mathematics 2019-08-30 A. A. Alikhanov , A. M. Apekov , Z. A. Kokov , A. O. Belyaev , L. A. Khamukova

Particle Image Velocimetry (PIV) is a method of im-aging and analysing fields of flows. The PIV tech-niques compute and display all the motion vectors of the field in a resulting image. Speeds more than thou-sand vectors per second can be…

Hardware Architecture · Computer Science 2008-07-24 Alain Aubert , Nathalie Bochard , Virginie Fresse

We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on functions that satisfy an essential strong…

Optimization and Control · Mathematics 2014-11-12 Ji Liu , Stephen J. Wright , Christopher Ré , Victor Bittorf , Srikrishna Sridhar

This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…

Optimization and Control · Mathematics 2011-09-14 Q. Tran Dinh , C. Savorgnan , M. Diehl

The research in parallel machine scheduling in combinatorial optimization suggests that the desirable parallel efficiency could be achieved when the jobs are sorted in the non-increasing order of processing times. In this paper, we find…

Numerical Analysis · Mathematics 2012-02-15 Lei Wang , Heng Liang , Fengshan Bai , Yan Huo

Recent years have witnessed the surge of asynchronous parallel (async-parallel) iterative algorithms due to problems involving very large-scale data and a large number of decision variables. Because of asynchrony, the iterates are computed…

Optimization and Control · Mathematics 2021-02-05 Zhimin Peng , Yangyang Xu , Ming Yan , Wotao Yin

Furthering our understanding of many of today's interesting problems in plasma physics---including plasma based acceleration and magnetic reconnection with pair production due to quantum electrodynamic effects---requires large-scale kinetic…

Computational Physics · Physics 2020-10-28 Kyle G. Miller , Roman P. Lee , Adam Tableman , Anton Helm , Ricardo A. Fonseca , Viktor K. Decyk , Warren B. Mori

In this paper we propose a fast optimization algorithm for approximately minimizing convex quadratic functions over the intersection of affine and separable constraints (i.e., the Cartesian product of possibly nonconvex real sets). This…

Optimization and Control · Mathematics 2015-09-29 Reza Takapoui , Nicholas Moehle , Stephen Boyd , Alberto Bemporad

A P3M (Particle-Particle, Particle-Mesh) algorithm to compute the gravitational force on a set of particles is described. The gravitational force is computed using Fast Fourier Transforms. This leads to an incorrect force when the distance…

Astrophysics · Physics 2009-10-22 T. Theuns

This paper presents our work on developing parallel computational methods for two-phase flow on modern parallel computers, where techniques for linear solvers and nonlinear methods are studied and the standard and inexact Newton methods are…

Computational Engineering, Finance, and Science · Computer Science 2017-01-24 Hui Liu , Lihua Shen , Yan Chen , Kun Wang , Bo Yang , Zhangxin Chen

In this paper we combine the Parareal parallel-in-time method together with spatial parallelization and investigate this space-time parallel scheme by means of solving the three-dimensional incompressible Navier-Stokes equations.…

Computational Engineering, Finance, and Science · Computer Science 2017-05-18 Roberto Croce , Daniel Ruprecht , Rolf Krause

We consider the problem of sampling $n$ numbers from the range $\{1,\ldots,N\}$ without replacement on modern architectures. The main result is a simple divide-and-conquer scheme that makes sequential algorithms more cache efficient and…

Data Structures and Algorithms · Computer Science 2019-11-18 Peter Sanders , Sebastian Lamm , Lorenz Hübschle-Schneider , Emanuel Schrade , Carsten Dachsbacher

High order methods have shown great potential to overcome performance issues of simulations of partial differential equations (PDEs) on modern hardware, still many users stick to low-order, matrix-based simulations, in particular in porous…

Numerical Analysis · Mathematics 2026-01-06 Christian Engwer , Alexander Schell , Nils-Arne Dreier

This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

Multi-objective verification problems of parametric Markov decision processes under optimality criteria can be naturally expressed as nonlinear programs. We observe that many of these computationally demanding problems belong to the…

Logic in Computer Science · Computer Science 2017-02-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ivan Papusha , Hasan A. Poonawala , Ufuk Topcu

We present a polarization-insensitive metasurface processor to perform spatial asymmetric filtering of an incident optical beam, thereby allowing for real-time parallel optical processing. To enable massive parallel processing, we introduce…

Optics · Physics 2021-04-14 Amirhossein Babaee , Ali Momeni , Ali Abdolali , Romain Fleury

A myriad of applications ranging from engineering and scientific simulations, image and signal processing as well as high-sensitive data retrieval demand high processing power reaching up to teraflops for their efficient execution. While a…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-08-02 Patrick Mukala

We propose new sequential sorting operations by adapting techniques and methods used for designing parallel sorting algorithms. Although the norm is to parallelize a sequential algorithm to improve performance, we adapt a contrarian…

Data Structures and Algorithms · Computer Science 2016-09-01 Alexandros V Gerbessiotis
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