相关论文: On the Relationships among GPU-Accelerated First-O…

The IEEE 754-2008 standard recommends the correct rounding of some elementary functions. This requires to solve the Table Maker's Dilemma which implies a huge amount of CPU computation time. We consider in this paper accelerating such…

Online linear programming (OLP) has found broad applications in revenue management and resource allocation. State-of-the-art OLP algorithms achieve low regret by repeatedly solving linear programming (LP) subproblems that incorporate…

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra…

Graphics Processing Units (GPUs) with high computational capabilities used as modern parallel platforms to deal with complex computational problems. We use this platform to solve large-scale linear programing problems by revised simplex…

First-order primal-dual methods are appealing for their low memory overhead, fast iterations, and effective parallelization. However, they are often slow at finding high accuracy solutions, which creates a barrier to their use in…

This work presents a GPU-accelerated solver for the unit commitment (UC) problem in large-scale power grids. The solver uses the Primal-Dual Hybrid Gradient (PDHG) algorithm to efficiently solve the relaxed linear subproblem, achieving…

GPU-embedded systems have gained popularity across various domains due to their efficient power consumption. However, in order to meet the demands of real-time or time-consuming applications running on these systems, it is crucial for them…

In this paper, we propose and analyze a new matrix-free primal-dual algorithm, called restarted Halpern primal-dual hybrid gradient (rHPDHG), for solving linear programming (LP). We show that rHPDHG can achieve optimal accelerated linear…

A reduced-order model algorithm, called ALP, is proposed to solve nonlinear evolution partial differential equations. It is based on approximations of generalized Lax pairs. Contrary to other reduced-order methods, like Proper Orthogonal…

There has been tremendous recent progress on equilibrium-finding algorithms for zero-sum imperfect-information extensive-form games, but there has been a puzzling gap between theory and practice. First-order methods have significantly…

The main goal of this paper is to develop uniformly optimal first-order methods for convex programming (CP). By uniform optimality we mean that the first-order methods themselves do not require the input of any problem parameters, but can…

I present HPRMAT, a high-performance solver library for the linear systems arising in R-matrix coupled-channel scattering calculations in nuclear physics. Designed as a drop-in replacement for the linear algebra routines in existing…

Parallel computing is a standard approach to achieving high-performance computing (HPC). Three commonly used methods to implement parallel computing include: 1) applying multithreading technology on single-core or multi-core CPUs; 2)…

Motivated by big data applications, first-order methods have been extremely popular in recent years. However, naive gradient methods generally converge slowly. Hence, much efforts have been made to accelerate various first-order methods.…

In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…

Online linear programming (OLP) has gained significant attention from both researchers and practitioners due to its extensive applications, such as online auction, network revenue management, order fulfillment and advertising. Existing OLP…

We present a distributed framework of the Primal-Dual Hybrid Gradient (PDHG) algorithm for solving massive-scale linear programming (LP) problems. Although PDHG-based solvers demonstrate strong performance on single-node GPU architectures,…

Standard gradient descent methods are susceptible to a range of issues that can impede training, such as high correlations and different scaling in parameter space.These difficulties can be addressed by second-order approaches that apply a…

This paper presents a novel, high-performance, graphical processing unit-based algorithm for efficiently solving two-dimensional linear programs in batches. The domain of two-dimensional linear programs is particularly useful due to the…

We consider the problem of computing an equilibrium in a class of \textit{nonlinear generalized Nash equilibrium problems (NGNEPs)} in which the strategy sets for each player are defined by equality and inequality constraints that may…