2 papers
math.OC2026
From Sequential to Parallel: Reformulating Dynamic Programming as GPU Kernels for Large-Scale Stochastic Combinatorial Optimization
Jingyi Zhao, Linxin Yang, Haohua Zhang +2
A major bottleneck in scenario-based Sample Average Approximation (SAA) for stochastic programming (SP) is the cost of solving an exact second-stage problem for every scenario, esp…
math.OC2025
GPU-based Split algorithm for Large-Scale CVRPSD
Jingyi Zhao, Linxin Yang, Haohua Zhang +1
Dynamic programming (DP) is a cornerstone of combinatorial optimization, yet its inherently sequential structure has long limited its scalability in scenario-based stochastic progr…