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Sparse Convex Optimization on GPUs


Sparse Convex Optimization on GPUs - UIC Indigo

Sparse Convex Optimization on GPUs ... Convex optimization is a fundamental mathematical framework used for general problem solving. The ...

Sparse Convex Optimization on GPUs - UIC Indigo

Page 1. Sparse Convex Optimization on GPUs by. Marco Maggioni. B.A. (Politecnico di Milano) 2006. M.S. (University of Illinois at Chicago) 2008. M.S. ...

SOPT: Sparse optimisation | Jason McEwen

SOPT provides functionality to perform sparse optimisation using state-of-the-art convex optimisation algorithms.

Using GPUs to speedup sparse coding algorithms applied to self ...

We build on top of the iterative approach of solving two convex optimization problems alternatingly (originally suggested in [2]). The first and most important ...

GPU Acceleration of ADMM for Large-Scale Convex Optimization

Thus, indirect solvers are best suited to accelerate the linear system solver on the GPUs. In the second step all the sparse matrix-vector products used in the ...

Enhancing Deep Learning with Scalable GPU Accelerated Convex ...

We introduce the CRONOS algorithm for convex optimization of two-layer neural networks. CRONOS is the first algorithm capable of scaling to high ...

Which GPUs to get for Mathematical Optimization (if any)?

GPU's excel at dense matrix linear algebra but don't perform quite so well with sparse matrices. Nearly all linear programming models have ...

Fast Nonlinear Least Squares Optimization on the GPU

semi-sparse optimization on graphics hardware. Here we apply our solver to ... [BV04] BOYD S., VANDENBERGHE L.: Convex Optimization. Cam- bridge ...

GPU-Resident Sparse Direct Linear Solvers for Alternating Current ...

The vector of optimization primal vari- ables is y = (u−, u+, s−, s+. ) ∈ Rn and f : Rn → R is a possibly non-convex objective function.

GPU-accelerated parallel optimization for sparse regularization

Abstract: We prove the concept that the block successive convex approximation algorithm can be configured in a flexible manner to adjust for implementations ...

Efficient Convex Optimization on GPUs for Embedded Model ...

Quadratic programming algorithms for the solution of convex optimization problems generally lend themselves to parallelization. However, until ...

Optimization for Classical Machine Learning Problems on the GPU

For small convex problems, a projected Newton method has been de- scribed in (Bertsekas 1982). Nesterov acceleration (Nesterov 1983) has also been ap- plied to ...

Introduction — CR.Sparse documentation - Read the Docs

... GPUs and custom accelerators (like Google TPUs). JAX is a front-end for XLA ... Convex Optimization based Recovery Algorithms¶. A port of yall1 (Your ...

GPU acceleration of ADMM for large-scale quadratic programming

... convex optimization problems. Due to its relatively low per-iteration ... sparse matrix–vector multiplications can be performed efficiently on the GPU.

Efficient Convex Optimization on GPUs for Embedded Model ...

Quadratic programming algorithms for the solution of convex optimization problems generally lend themselves to parallelization. However, until the introduction ...

Fast, Differentiable and Sparse Top-k: a Convex Analysis Perspective

... GPU/TPU-friendly Dykstra algorithm to solve isotonic optimization problems. We successfully use our operators to prune weights in neural networks, to fine ...

Convex optimization techniques for fitting sparse Gaussian ...

For models with tens of nodes, the resulting problem can be solved using standard interior-point algorithms for convex optimization, but these methods scale ...

A New Architecture for Optimization Modeling Frameworks

We develop such a method in this paper and demonstrate that it outperforms the existing state of the art for solving large convex optimization problems, a GPU- ...

Sparse Convex Optimization Toolkit: A Mixed-Integer Framework

This paper proposes an open-source distributed solver for solving Sparse Convex Optimization (SCO) problems over computational networks.

Design Considerations for GPU-based Mixed Integer Programming ...

Sparse convex optimization on GPUs. Ph.D. Dissertation. University of Illinois at Chicago. [24] Xavier Meyer, Paul Albuquerque, and Bastien Chopard. 2011. A ...