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math.OC2025
MadNCL: A GPU Implementation of Algorithm NCL for Large-Scale, Degenerate Nonlinear Programs
Alexis Montoison, François Pacaud, Michael Saunders +2
We present a GPU implementation of Algorithm NCL, an augmented Lagrangian method for solving large-scale and degenerate nonlinear programs. Although interior-point methods and sequ…
math.OC2023
A Multi-Precision Quadratic Regularization Method for Unconstrained Optimization with Rounding Error Analysis
Domnique Monnet, Dominique Orban
We propose a multi-precision extension of the Quadratic Regularization (R2) algorithm that enables it to take advantage of low-precision computations, and by extension to decrease…