4 papers
Optimal Nonergodic Primal-Dual Complexity of Efficient Inexact Parameter-Free Augmented Lagrangian Methods
Arnesh Sujanani, Saeed Ghadimi, Henry WoÅkowicz +1
Augmented Lagrangian (AL) methods are a classical framework for constrained optimization, but for directly verifiable approximate KKT points, known first-order complexity bounds fo…
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 p…
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…
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…