cuRegOT: A GPU-Accelerated Solver for Entropic-Regularized Optimal Transport

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 problems. rlaopt addresses this gap by providing GPU-enabled solvers for positive-definite linear systems and convex empirical risk minimization with constraints and regularizers. These solvers use RandNLA to accelerate conjugate gradient (NystromPCG), operator splitting (NysADMM), and stochastic gradient methods (SAPPHIRE). Moreover, rlaopt includes a modeling language that lets users specify problems using natural mathematical syntax. rlaopt automatically checks compatibility with the selected solver and performs the required problem decomposition. The solvers also support differentiation through their iterations, enabling applications such as hyperparameter tuning. Experiments on ridge regression, bounded multinomial logistic regression, and bounded elastic net identify when randomized preconditioning improves performance and demonstrate substantial speedups from GPU execution. The package is open-source under an Apache license, with source code at https://github.com/udellgroup/rlaopt and version 0.1.0 available on PyPI.

Sparse matrix computation performance on GPU depends on how representation and execution schedule match the input structure and target hardware. No single implementation consistently dominates across sparsity patterns, operators, and hardwares. Existing sparse compilers and specialized systems cannot cover all of them simultaneously. We present SparseDitto, an agentic sparse compilation framework for sparse matrix computation on GPUs. It jointly synthesizes representation, execution schedule, and hardware mapping in a unified compilation plan. Structural analysis and a learned template-ranking prior guide architecture-aware synthesis. LLM-guided lowering realizes each plan as CUDA code, while target-GPU profiling drives plan refinement. SparseDitto covers multiple operators, e.g., SpMV, SpMM, and SpGEMM, and various representations within one framework. It can also automatically adapt to different hardwares. Across various SuiteSparse matrices, SparseDitto achieves geometric-mean speedups over cuSPARSE of $2.68\times$ on an NVIDIA RTX PRO 6000 and $2.79\times$ on an NVIDIA H200 (up to 146.61$\times$). Its generated SpMM kernels accelerate full-batch GCN training by up to $3.39\times$.

This paper introduces numerical optimizations for maximizing throughput on GPU when solving large batches (10,000 to over 100,000) of sequential quadratic programming (SQP) iterations, where all problems have the same structure. The optimizations are implemented in a toolbox WarpMPC for model-predictive control (MPC) in JAX and Warp. Based on the insight that all MPC problem instances in a batch share the same sparsity in time, cost, and constraints, we propose unrolling sparse linear factorizations and solves, which dominate alternating direction method of multipliers (ADMM) solver runtime. We avoid memory access bottlenecks and wasting computations via optimized memory layout, padding-reducing segmentation of the unrolled factorization, and dependency level scheduled backsolves, additionally accelerating sensitivity computation. We achieve throughputs of 8,000 to 250,000 SQP iterations per second on nonlinear cartpole, quadrotor, and humanoid robot benchmarks, outperforming baselines by 3$\times$ to 25$\times$. We illustrate practical usefulness by synthesizing a dataset and training a neural network approximation of an MPC in under 4 minutes that stabilizes a nano quadrotor in hardware experiments.