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@ARTICLE{Zhang:1052751,
author = {Zhang, Hongzhen and Kerkenhoff, Tim and Kichler, Neil and
Dahmen, Manuel and Mitsos, Alexander and Naumann, Uwe and
Bongartz, Dominik},
title = {{A}ccelerating {D}eterministic {G}lobal {O}ptimization via
{GPU}-parallel {I}nterval {A}rithmetic},
publisher = {arXiv},
reportid = {FZJ-2026-01108},
year = {2025},
abstract = {Spatial Branch and Bound $(B\&B)$ algorithms are widely
used for solving nonconvex problems to global optimality,
yet they remain computationally expensive. Though some works
have been carried out to speed up $B\&B$ via CPU
parallelization, GPU parallelization is much less explored.
In this work, we investigate the design of a spatial $B\&B$
algorithm that involves an interval-based GPU-parallel lower
bounding solver: The domain of each $B\&B$ node is
temporarily partitioned into numerous subdomains, then
massive GPU parallelism is leveraged to compute interval
bounds of the objective function and constraints on each
subdomain, using the Mean Value Form. The resulting bounds
are tighter than those achieved via regular interval
arithmetic without partitioning, but they remain fast to
compute. We implement the method into our open-source solver
MAiNGO via CUDA in two manners: wrapping all GPU tasks
within one kernel function, or distributing the GPU tasks
onto a CUDA graph. Numerical experiments show that using
more subdomains leads to significantly tighter lower bounds
and thus less $B\&B$ iterations. Regarding wall clock time,
the proposed spatial $B\&B$ framework achieves a speedup of
three orders of magnitude compared to applying interval
arithmetic on the CPU without domain partitioning. Among the
two implementations, the one developed with CUDA graph
enables higher efficiency. Moreover, in some case studies,
the proposed method delivers competitive or better
performance compared to MAiNGO's default solver which is
based on McCormick relaxations. These results highlight the
potential of GPU-accelerated bounding techniques to
accelerate $B\&B$ algorithms.},
keywords = {Optimization and Control (math.OC) (Other) / Distributed,
Parallel, and Cluster Computing (cs.DC) (Other) / FOS:
Mathematics (Other) / FOS: Computer and information sciences
(Other) / 90C26, 90C30, 90-04, 90-08 (Other)},
cin = {ICE-1},
cid = {I:(DE-Juel1)ICE-1-20170217},
pnm = {1121 - Digitalization and Systems Technology for
Flexibility Solutions (POF4-112)},
pid = {G:(DE-HGF)POF4-1121},
typ = {PUB:(DE-HGF)25},
doi = {10.48550/ARXIV.2507.20769},
url = {https://juser.fz-juelich.de/record/1052751},
}