Papers › MPAX: Mathematical Programming in JAX

MPAX: Mathematical Programming in JAX

12 Dec 2024arXiv:2412.09734archive 2025-07-28

Haihao Lu, Zedong Peng, Jinwen Yang

This paper presents MPAX (Mathematical Programming in JAX), a versatile and efficient toolbox for integrating linear programming (LP) into machine learning workflows. MPAX implemented the state-of-the-art first-order methods, restarted average primal-dual hybrid gradient and reflected restarted Halpern primal-dual hybrid gradient, to solve LPs in JAX. This provides native support for hardware accelerations along with features like batch solving, auto-differentiation, and device parallelism. Extensive numerical experiments demonstrate the advantages of MPAX over existing solvers. The solver is available at https://github.com/MIT-Lu-Lab/MPAX.

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compute_dual_objective mit-lu-lab/mpax/mpax/iteration_stats_utils.py official repository unverified MIT (permissive) · 58f58ab6a4e2cb01 · report
compute_primal_residual_constraint mit-lu-lab/mpax/mpax/iteration_stats_utils.py official repository unverified MIT (permissive) · da1956a72830acc8 · report
compute_reduced_costs_from_primal_gradient mit-lu-lab/mpax/mpax/iteration_stats_utils.py official repository unverified MIT (permissive) · dd0b2c0fc9d868a6 · report
get_col_l2_norms mit-lu-lab/mpax/mpax/solver_log.py official repository unverified MIT (permissive) · 72a164ccb4b124a2 · report
get_row_l2_norms mit-lu-lab/mpax/mpax/solver_log.py official repository unverified MIT (permissive) · f3fdb36f75a5cec8 · report
get_row_l_inf_norms mit-lu-lab/mpax/mpax/solver_log.py official repository unverified MIT (permissive) · 0cfab9977cda6fb9 · report
primal_infeasibility_criteria_met mit-lu-lab/mpax/mpax/termination.py official repository unverified MIT (permissive) · 6af3de844b47c59d · report
set_dual_solution_to_zero mit-lu-lab/mpax/mpax/feasibility_polishing.py official repository unverified MIT (permissive) · a9589aec08506834 · report
transform_to_bcoo mit-lu-lab/mpax/mpax/mp_io.py official repository unverified MIT (permissive) · 0a7d7bc78139975c · report
transform_to_jnp_array mit-lu-lab/mpax/mpax/mp_io.py official repository unverified MIT (permissive) · d8610b208af06287 · report
weighted_norm mit-lu-lab/mpax/mpax/restart.py official repository unverified MIT (permissive) · f0f48991b8dae33e · report
while_loop mit-lu-lab/mpax/mpax/loop_utils.py official repository unverified MIT (permissive) · 77406568f0545873 · report

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