Zi-Xi Chen

PDNQP: A GPU-based Factorization-free Method for Large-scale Nonconvex Quadratic Programming

Large-scale nonconvex quadratic programming remains challenging because the sparse matrix factorizations used by many existing solvers can incur substantial computational and memory costs and are difficult to parallelize efficiently on GPUs. We present PDNQP, a factorization-free first-order solver for finding stationa...