4 papers
Optimal Diagonal Preconditioning Beyond Worst-Case Conditioning: Theory and Practice of Omega Scaling
Saeed Ghadimi, Woosuk L. Jung, Arnesh Sujanani +2
We study optimal diagonal preconditioning using the classical worst-case -condition number and the averaging-based -condition number. For the -optimal preconditioning prob…
A User Manual for cuHALLaR: A GPU Accelerated Low-Rank Semidefinite Programming Solver
Jacob Aguirre, Diego Cifuentes, Vincent Guigues +3
We present a Julia-based interface to the precompiled HALLaR and cuHALLaR binaries for large-scale semidefinite programs (SDPs). Both solvers are established as fast and numericall…
cuHALLaR: A GPU Accelerated Low-Rank Augmented Lagrangian Method for Large-Scale Semidefinite Programming
Jacob M. Aguirre, Diego Cifuentes, Vincent Guigues +3
This paper introduces cuHALLaR, a GPU-accelerated implementation of the HALLaR method proposed in Monteiro et al. 2024 for solving large-scale semidefinite programming (SDP) proble…
Efficient parameter-free restarted accelerated gradient methods for convex and strongly convex optimization
Arnesh Sujanani, Renato D. C. Monteiro
This paper develops a new parameter-free restarted method, namely RPF-SFISTA, and a new parameter-free aggressive regularization method, namely A-REG, for solving strongly convex a…