4 papers
cuPDLPx: A Further Enhanced GPU-Based First-Order Solver for Linear Programming
Haihao Lu, Zedong Peng, Jinwen Yang
We introduce cuPDLPx, a further enhanced GPU-based first-order solver for linear programming. Building on the recently developed restarted Halpern PDHG for LP, cuPDLPx incorporates…
An Overview of GPU-based First-Order Methods for Linear Programming and Extensions
Haihao Lu, Jinwen Yang
The rapid progress in GPU computing has revolutionized many fields, yet its potential in mathematical programming, such as linear programming (LP), has only recently begun to be re…
New Understandings and Computation on Augmented Lagrangian Methods for Low-Rank Semidefinite Programming
Lijun Ding, Haihao Lu, Jinwen Yang
Augmented Lagrangian Method (ALM) combined with Burer-Monteiro (BM) factorization, dubbed ALM-BM, offers a powerful approach for solving large-scale low-rank semidefinite programs…
MPAX: Mathematical Programming in JAX
Haihao Lu, Zedong Peng, Jinwen Yang
We present MPAX (Mathematical Programming in JAX), an open-source first-order solver for large-scale linear programming (LP) and convex quadratic programming (QP) built natively in…