PDHCG-II: An Enhanced Version of PDHCG for Large-Scale Convex QP

Quadratic programming (QP) is a fundamental optimization model with wide-ranging applications in decision-making and machine learning, yet efficiently solving large-scale instances remains a major computational challenge. Building upon the recently developed PDHCG framework, we propose PDHCG-II, an enhanced first-order solver tailored for large-scale convex QPs. The proposed method explicitly exploits the quadratic structure of the objective and incorporates several key algorithmic innovations, including Halpern-type acceleration and a PID-controlled adaptive update of the primal-dual weight. To further improve practical performance, PDHCG-II introduces a refined adaptive termination criterion for inner subproblems to prevent over-solving, together with an infeasibility detection mechanism for robust handling of ill-posed instances. Extensive numerical experiments demonstrate that PDHCG-II consistently achieves 2.5-5 times speedups over PDHCG on standard QP benchmarks. To facilitate reproducibility and broader adoption, we release a CUDA-C implementation of PDHCG-II as open-source software.

Source: arXiv:2602.23967v1 - http://arxiv.org/abs/2602.23967v1 PDF: https://arxiv.org/pdf/2602.23967v1 Original Link: http://arxiv.org/abs/2602.23967v1