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Integrating renewable resources within the transmission grid at a wide scale poses significant challenges for economic dispatch as it requires analysis with more optimization parameters, constraints, and sources of uncertainty. This…
Deep Learning (DL) algorithms are the central focus of modern machine learning systems. As data volumes keep growing, it has become customary to train large neural networks with hundreds of millions of parameters to maintain enough capacity…
We present and release in open source format a sparse linear solver which efficiently exploits heterogeneous parallel computers. The solver can be easily integrated into scientific applications that need to solve large and sparse linear…
This work presents a GPU-accelerated solver for the unit commitment (UC) problem in large-scale power grids. The solver uses the Primal-Dual Hybrid Gradient (PDHG) algorithm to efficiently solve the relaxed linear subproblem, achieving…
Large-scale linear programs (LPs) arise in many decision systems, including ranking, allocation, and matching problems that must be solved repeatedly at massive scale. Prior work such as ECLIPSE and LinkedIn's open-source DuaLip showed that…
Recent research has focused on developing GPU-accelerated first-order solvers for linear programming (LP). This line of work, however, has largely overlooked the role of presolving, and thus prior results do not fully reflect the speedups…
We introduce CaLES, a GPU-accelerated finite-difference solver designed for large-eddy simulations (LES) of incompressible wall-bounded flows in massively parallel environments. Built upon the existing direct numerical simulation (DNS)…
The acceleration of sparse matrix computations on modern many-core processors, such as the graphics processing units (GPUs), has been recognized and studied over a decade. Significant performance enhancements have been achieved for many…
In this paper, we show the effectiveness of a pipeline implementation of Dynamic Programming (DP) on GPU. As an example, we explain how to solve a matrix-chain multiplication (MCM) problem by DP on GPU. This problem can be sequentially…
The modern trend in High-Performance Computing (HPC) involves the use of accelerators such as Graphics Processing Units (GPUs) alongside Central Processing Units (CPUs) to speed up numerical operations in various applications. Leading…
Many modern parallel computing systems are heterogeneous at their node level. Such nodes may comprise general purpose CPUs and accelerators (such as, GPU, or Intel Xeon Phi) that provide high performance with suitable energy-consumption…
The expedient design of precision components in aerospace and other high-tech industries requires simulations of physical phenomena often described by partial differential equations (PDEs) without exact solutions. Modern design problems…
Linear programming (LP) relaxation is a standard technique for solving hard combinatorial optimization (CO) problems. Here we present a gradient descent algorithm which exploits the special structure of some LP relaxations induced by CO…
Mathematical models that couple partial differential equations (PDEs) and spatially distributed ordinary differential equations (ODEs) arise in biology, medicine, chemistry and many other fields. In this paper we discuss an extension to the…
Principal component analysis (PCA) is a key statistical technique for multivariate data analysis. For large data sets the common approach to PCA computation is based on the standard NIPALS-PCA algorithm, which unfortunately suffers from…
OpenQ$^\star$D code has been used by the RC$^\star$ collaboration for the generation of fully dynamical QCD+QED gauge configurations with C$^\star$ boundary conditions. In this talk, optimization of solvers provided with the openQ$^\star$D…
High performance computing for low power devices can be useful to speed up calculations on processors that use a lower clock rate than computers for which energy efficiency is not an issue. In this trial, different high performance…
GPUs have significantly accelerated first-order methods for large-scale optimization, especially in continuous optimization. However, this success has not transferred cleanly to problems with discrete variables, combinatorial structure, and…
The future of computation is the Graphical Processing Unit, i.e. the GPU. The promise that the graphics cards have shown in the field of image processing and accelerated rendering of 3D scenes, and the computational capability that these…
The present work describes the development of heterogeneous GPGPU implicit CFD coupled solvers, encompassing both density- and pressure- based approaches. In this setup, the assembled linear matrix is offloaded onto multiple GPUs using…