Related papers: GPU-accelerated stochastic predictive control of d…
In this work, we consider the problem of a network of agents collectively minimizing a sum of convex functions. The agents in our setting can only access their local objective functions and exchange information with their immediate…
Lagrangian particle methods based on detailed atomic and molecular models are powerful computational tools for studying the dynamics of microscale and nanoscale systems. However, the maximum time step is limited by the smallest oscillation…
One of the current challenges in physically-based simulations, and, more specifically, fluid simulations, is to produce visually appealing results at interactive rates, capable of being used in multiple forms of media. In recent times, a…
We present a parallel GPU-accelerated solver for branch Model Predictive Control problems. Based on iterative LQR methods, our solver exploits the tree-sparse structure and implements temporal parallelism using the parallel scan algorithm.…
In this paper, we describe a numerical algorithm for the self-consistent simulations of surface water and sediment dynamics. The method is based on the original Lagrangian-Eulerian CSPH-TVD approach for solving the Saint-Venant and Exner…
Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…
Real-time trajectory optimization for nonlinear constrained autonomous systems is critical and typically performed by CPU-based sequential solvers. Specifically, reliance on global sparse linear algebra or the serial nature of dynamic…
Modeling data sharing in GPU programs is a challenging task because of the massive parallelism and complex data sharing patterns provided by GPU architectures. Better GPU caching efficiency can be achieved through careful task scheduling…
In the paper we discuss the main features of the software package for numerical simulations of the surface water dynamics. We consider an approximation of the shallow water equations together with the parallel technologies for NVIDIA CUDA…
The goal of this work is to parallelize the multistep scheme for the numerical approximation of the backward stochastic differential equations (BSDEs) in order to achieve both, a high accuracy and a reduction of the computation time as…
Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…
The growing success of graph signal processing (GSP) approaches relies heavily on prior identification of a graph over which network data admit certain regularity. However, adaptation to increasingly dynamic environments as well as demands…
Stochastic algorithms are efficient approaches to solving machine learning and optimization problems. In this paper, we propose a general framework called Splash for parallelizing stochastic algorithms on multi-node distributed systems.…
As deep learning continues to advance and is applied to increasingly complex scenarios, the demand for concurrent deployment of multiple neural network models has arisen. This demand, commonly referred to as multi-tenant computing, is…
The recent trend of using Graphics Processing Units (GPU's) for high performance computations is driven by the high ratio of price performance for these units, complemented by their cost effectiveness. At first glance, computational fluid…
We demonstrate stable real-time operation of a software-defined, GPU-based receiver over a metropolitan network. Massive parallelization is exploited for implementing direct-detection and coherent Kramers-Kronig detection in real time at 2…
Large models are prevalent in modern machine learning scenarios, including deep learning, recommender systems, etc., which can have millions or even billions of parameters. Parallel algorithms have become an essential solution technique to…
Nonlinear model predictive control (NMPC) is one of the few control methods that can handle multivariable nonlinear controlsystems with constraints. Gaussian processes (GPs) present a powerful tool to identify the required plant model and…
Most deep learning models are based on deep neural networks with multiple layers between input and output. The parameters defining these layers are initialized using random values and are "learned" from data, typically using stochastic…
Numerical simulators are essential tools in the study of natural fluid-systems, but their performance often limits application in practice. Recent machine-learning approaches have demonstrated their ability to accelerate spatio-temporal…