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Author

Hui-Kang Liu

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Preprint Aug 2026

GPU-Accelerated Conic Quadratic Programming with Local Linear Convergence under Strict Complementarity

We present PDHCG-CQP, a GPU-accelerated first-order solver for large-scale conic convex quadratic programming. PDHCG-CQP supports affine constraints and Cartesian products of nonnegative, second-order, rotated second-order, exponential, and three-dimensional power cones. At its core is a restarted averaged primal-dual...

Hongpei Li, Yicheng Huang, Hui-Kang Liu et al. · 3 citations
Open access Jul 2026

An MILP-Based Solution Scheme for Factored Markov Decision Processes

A new mathematical programming perspective on FMDPs is introduced that swaps hand-crafted machinery for off-the-shelf optimization solvers, unifies and extends existing treatments of context-specific independence, and pairs an approximate linear program with a novel cutting-plane algorithm.

Huikang Liu, W. Wiesemann, Man-Chung Yue · 0 citations

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