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MIT Operations Research Center, Department of Industrial and Systems Engineering, Operations Research Center, MIT Sloan School of Management
MIT CSAIL2
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Exact robust regression at scale is now possible: a new algorithm solves the NP-hard Least Trimmed Squares problem orders of magnitude faster than existing methods.
DuaLip-GPU achieves a 10x speedup over CPU-based DuaLip for large-scale linear programs by redesigning the solver architecture for GPU execution and introducing novel GPU execution techniques tailored to sparse matching constraints.
