ACCOL (ACCelerated Optimization Laboratory) aims at developing accelerated mathematical optimization algorithms via GPUs and AI and improving the quality of AI solutions via mathematical optimization. To achieve this, we study i) GPU-accelerated distributed large-scale mathematical optimization algorithms; ii) the integration of mathematical optimization with AI; and iii) a computational framework that provides easy access to our technology. Our recent research results have been applied to large-scale power system optimization and biobank analysis.