1 citations · 3 across the 6 of their papers we have counts for
6 papers
Auto-bidding and Auctions in Online Advertising: A Survey
Gagan Aggarwal, Ashwinkumar Badanidiyuru, Santiago R. Balseiro +23
In this survey, we summarize recent developments in research fueled by the growing adoption of automated bidding strategies in online advertising. We explore the challenges and opp…
PDOT: a Practical Primal-Dual Algorithm and a GPU-Based Solver for Optimal Transport
Haihao Lu, Jinwen Yang
In this paper, we propose a practical primal-dual algorithm with theoretical guarantees and develop a GPU-based solver, which we dub PDOT, for solving large-scale optimal transport…
First-Order Methods for Linear Programming
Haihao Lu
Linear programming is the seminal optimization problem that has spawned and grown into today's rich and diverse optimization modeling and algorithmic landscape. This article provid…
cuPDLP-C: A Strengthened Implementation of cuPDLP for Linear Programming by C language
Haihao Lu, Jinwen Yang, Haodong Hu +6
A recent GPU implementation of the Restarted Primal-Dual Hybrid Gradient Method for Linear Programming was proposed in Lu and Yang (2023). Its computational results demonstrate the…
On the Convergence of L-shaped Algorithms for Two-Stage Stochastic Programming
John R. Birge, Haihao Lu, Baoyu Zhou
In this paper, we design, analyze, and implement a variant of the two-loop L-shaped algorithms for solving two-stage stochastic programming problems that arise from important appli…
On a Unified and Simplified Proof for the Ergodic Convergence Rates of PPM, PDHG and ADMM
Haihao Lu, Jinwen Yang
We present a unified viewpoint of proximal point method (PPM), primal-dual hybrid gradient (PDHG) and alternating direction method of multipliers (ADMM) for solving convex-concave…