Related papers: GPU-accelerated stochastic predictive control of d…
In this work, we propose a stochastic gradient descent (SGD) framework to design data-driven policy gradient descent algorithms for the linear quadratic regulator problem. Two alternative schemes are considered to estimate the policy…
We investigate a family of approximate multi-step proximal point methods, framed as implicit linear discretizations of gradient flow. The resulting methods are multi-step proximal point methods, with similar computational cost in each…
We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…
Voltage control in power distribution networks has been greatly challenged by the increasing penetration of volatile and intermittent devices. These devices can also provide limited reactive power resources that can be used to regulate the…
The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…
This paper presents a Graphics Processing Units (GPUs) acceleration method of an iterative scheme for gas-kinetic model equations. Unlike the previous GPU parallelization of explicit kinetic schemes, this work features a fast converging…
The compositional model is often used to describe multicomponent multiphase porous media flows in the petroleum industry. The fully implicit method with strong stability and weak constraints on time-step sizes is commonly used in the…
As graph analytics often involves compute-intensive operations, GPUs have been extensively used to accelerate the processing. However, in many applications such as social networks, cyber security, and fraud detection, their representative…
There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…
Fluid simulations are often performed using the incompressible Navier-Stokes equations (INSE), leading to sparse linear systems which are difficult to solve efficiently in parallel. Recently, kinetic methods based on the…
This paper is about a parallel algorithm for tube-based model predictive control. The proposed control algorithm solves robust model predictive control problems suboptimally, while exploiting their structure. This is achieved by…
In this paper, we study the operational problem of connected hydro power reservoirs which involves sequential decision-making in an uncertain and dynamic environment. The problem is traditionally formulated as a stochastic dynamic program…
This study presents a reconstruction of the Gaussian Beam Tracing solution using CUDA, with a particular focus on the utilisation of GPU acceleration as a means of overcoming the performance limitations of traditional CPU algorithms in…
The rapid expansion of GPU-accelerated computing has enabled major advances in large-scale artificial intelligence (AI), while heightening concerns about how accelerators are observed or governed once deployed. Governance is essential to…
Over the past twenty years, artificial Gene Regulatory Networks (GRNs) have shown their capacity to solve real-world problems in various domains such as agent control, signal processing and artificial life experiments. They have also…
This paper proposes online sampling in the parameter space of a neural network for GPU-accelerated motion planning of autonomous vehicles. Neural networks are used as controller parametrization since they can handle nonlinear non-convex…
The expansion in automation of increasingly fast applications and low-power edge devices poses a particular challenge for optimization based control algorithms, like model predictive control. Our proposed machine-learning supported approach…
This paper proposes a spatiotemporal graph neural network-based performance prediction algorithm to address the challenge of forecasting performance fluctuations in distributed backend systems with multi-level service call structures. The…
Stochastic Model Predictive Control has proved to be an efficient method to plan trajectories in uncertain environments, e.g., for autonomous vehicles. Chance constraints ensure that the probability of collision is bounded by a predefined…
This paper presents a concise overview of sensitivity-based methods for solving large-scale optimization problems in distributed fashion. The approach relies on sensitivities and primal decomposition to achieve coordination between the…