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math.OC2025
Solving Large Multicommodity Network Flow Problems on GPUs
Fangzhao Zhang, Stephen Boyd
We consider the all-pairs multicommodity network flow problem on a network with capacitated edges. The usual treatment keeps track of a separate flow for each source-destination pa…
math.OC2024
Newton Meets Marchenko-Pastur: Massively Parallel Second-Order Optimization with Hessian Sketching and Debiasing
Elad Romanov, Fangzhao Zhang, Mert Pilanci
Motivated by recent advances in serverless cloud computing, in particular the "function as a service" (FaaS) model, we consider the problem of minimizing a convex function in a mas…