Automatic source code generation for deterministic global optimization with parallel architectures.

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Title: Automatic source code generation for deterministic global optimization with parallel architectures.
Authors: Gottlieb, Robert X.1 (AUTHOR), Xu, Pengfei1 (AUTHOR), Stuber, Matthew D.1 (AUTHOR) stuber@alum.mit.edu
Source: Optimization Methods & Software. Apr2026, Vol. 41 Issue 2, p308-346. 39p.
Subjects: Global optimization, Graphics processing units, Parallel processing, Code generators, Computer performance, Branch & bound algorithms, Software libraries (Computer programming)
Abstract: Trends over the past two decades indicate that much of the performance gains of commercial optimization solvers is due to improvements in x86 hardware. To continue making progress, it is critical to consider alternative/specialized massively parallel computing architectures. In this work, we detail the development of an open-source source code transformation approach built using Symbolics.jl to construct McCormick-based relaxations of functions that enables their effective parallelized evaluation. We then apply this approach in a novel parallelized branch-and-bound routine that offloads lower- and upper-bounding problems to a GPU. The effectiveness of this new approach is demonstrated on three nonconvex problems of interest, where it yields convergence time improvements of 22–118x compared to an equivalent serial CPU implementation and in two cases outperforms vanilla branch-and-bound versions of existing state-of-the-art solvers that use tighter bounding techniques. This work exemplifies how deterministic global optimizers using alternative hardware architectures can compete with—or eventually outclass—even the most powerful serial CPU implementations, and to the best of the authors' knowledge, represents the first successful demonstration of deterministic global optimization using a GPU. [ABSTRACT FROM AUTHOR]
Copyright of Optimization Methods & Software is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
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  Data: Automatic source code generation for deterministic global optimization with parallel architectures.
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  Data: <searchLink fieldCode="AR" term="%22Gottlieb%2C+Robert+X%2E%22">Gottlieb, Robert X.</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Xu%2C+Pengfei%22">Xu, Pengfei</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Stuber%2C+Matthew+D%2E%22">Stuber, Matthew D.</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> stuber@alum.mit.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22Optimization+Methods+%26+Software%22">Optimization Methods & Software</searchLink>. Apr2026, Vol. 41 Issue 2, p308-346. 39p.
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  Data: <searchLink fieldCode="DE" term="%22Global+optimization%22">Global optimization</searchLink><br /><searchLink fieldCode="DE" term="%22Graphics+processing+units%22">Graphics processing units</searchLink><br /><searchLink fieldCode="DE" term="%22Parallel+processing%22">Parallel processing</searchLink><br /><searchLink fieldCode="DE" term="%22Code+generators%22">Code generators</searchLink><br /><searchLink fieldCode="DE" term="%22Computer+performance%22">Computer performance</searchLink><br /><searchLink fieldCode="DE" term="%22Branch+%26+bound+algorithms%22">Branch & bound algorithms</searchLink><br /><searchLink fieldCode="DE" term="%22Software+libraries+%28Computer+programming%29%22">Software libraries (Computer programming)</searchLink>
– Name: Abstract
  Label: Abstract
  Group: Ab
  Data: Trends over the past two decades indicate that much of the performance gains of commercial optimization solvers is due to improvements in x86 hardware. To continue making progress, it is critical to consider alternative/specialized massively parallel computing architectures. In this work, we detail the development of an open-source source code transformation approach built using Symbolics.jl to construct McCormick-based relaxations of functions that enables their effective parallelized evaluation. We then apply this approach in a novel parallelized branch-and-bound routine that offloads lower- and upper-bounding problems to a GPU. The effectiveness of this new approach is demonstrated on three nonconvex problems of interest, where it yields convergence time improvements of 22–118x compared to an equivalent serial CPU implementation and in two cases outperforms vanilla branch-and-bound versions of existing state-of-the-art solvers that use tighter bounding techniques. This work exemplifies how deterministic global optimizers using alternative hardware architectures can compete with—or eventually outclass—even the most powerful serial CPU implementations, and to the best of the authors' knowledge, represents the first successful demonstration of deterministic global optimization using a GPU. [ABSTRACT FROM AUTHOR]
– Name: AbstractSuppliedCopyright
  Label:
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  Data: <i>Copyright of Optimization Methods & Software is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1080/10556788.2024.2396297
    Languages:
      – Code: eng
        Text: English
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        PageCount: 39
        StartPage: 308
    Subjects:
      – SubjectFull: Global optimization
        Type: general
      – SubjectFull: Graphics processing units
        Type: general
      – SubjectFull: Parallel processing
        Type: general
      – SubjectFull: Code generators
        Type: general
      – SubjectFull: Computer performance
        Type: general
      – SubjectFull: Branch & bound algorithms
        Type: general
      – SubjectFull: Software libraries (Computer programming)
        Type: general
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      – TitleFull: Automatic source code generation for deterministic global optimization with parallel architectures.
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            NameFull: Gottlieb, Robert X.
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            NameFull: Xu, Pengfei
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            NameFull: Stuber, Matthew D.
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            – D: 01
              M: 04
              Text: Apr2026
              Type: published
              Y: 2026
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