GPU-Enabled Large-Scale Optimization Using Randomized Linear Algebra
This paper introduces rlaopt, a PyTorch-based package for large-scale optimization and scientific computing using randomized numerical linear algebra (RandNLA). Despite substantial progress in RandNLA-based algorithms, few implementations combine GPU acceleration with a simple interface for specifying optimization prob...
Pratik Rathore, Zachary Frangella, P. Nobel et al.
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