-

 

 

 




Optimization Online





 

TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods

Brent Edmunds(brent.edmunds***at***math.ucla.edu)
Zhimin Peng(zhiminp***at***gmail.com)
Wotao Yin(wotaoyin***at***math.ucla.edu)

Abstract: TMAC is a toolbox written in C++11 that implements algorithms based on a set of mod- ern methods for large-scale optimization. It covers a variety of optimization problems, which can be both smooth and nonsmooth, convex and nonconvex, as well as constrained and unconstrained. The algorithms implemented in TMAC, such as the coordinate up- date method and operator splitting method, are scalable as they decompose a problem into simple subproblems. These algorithms can run in a multi-threaded fashion, either synchronously or asynchronously, to take advantages of all the cores available. TMAC ar- chitecture mimics how a scientist writes down an optimization algorithm. Therefore, it is easy for one to obtain a new algorithm by making simple modifications such as adding a new operator and adding a new splitting, while maintaining the multicore parallelism and other features. The package is available at https://github.com/uclaopt/TMAC.

Keywords: Asynchronous, Parallel, Operator Splitting, Optimization, Coordinate Up- date, Stochastic Methods

Category 1: Optimization Software and Modeling Systems (Parallel Algorithms )

Category 2: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Citation:

Download: [PDF]

Entry Submitted: 06/10/2016
Entry Accepted: 06/13/2016
Entry Last Modified: 06/10/2016

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society