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We present MGPU, a C++ programming library targeted at single-node multi-GPU systems. Such systems combine disproportionate floating point performance with high data locality and are thus well suited to implement real-time algorithms. We…
In this paper we consider efficient algorithms for solving the algebraic equation ${\mathcal A}^\alpha {\bf u}={\bf f}$, $0< \alpha <1$, where ${\mathcal A}$ is a symmetric and positive definite matrix obtained form finite difference or…
In this thesis we develop techniques to efficiently solve numerical Partial Differential Equations (PDEs) using Graphical Processing Units (GPUs). Focus is put on both performance and re--usability of the methods developed, to this end a…
This paper presents the first generic bi-objective binary linear branch-and-cut algorithm. Studying the impact of valid inequalities in solution and objective spaces, two cutting frameworks are proposed. The multi-point separation problem…
The market split problem (MSP), introduced by Cornuejols and Dawande (1998), is a challenging binary optimization problem that performs poorly on state-of-the-art linear programming-based branch-and-cut solvers. We present a novel algorithm…
Solving linear systems of equations is ubiquitous in all areas of science and engineering. With rapidly growing data sets, such a task can be intractable for classical computers, as the best known classical algorithms require a time…
Solving quantifier-free non-linear real arithmetic (NRA) problems is a computationally hard task. To tackle this problem, prior work proposed a promising approach based on gradient descent. In this work, we extend their ideas and combine…
We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…
Here we study theoretically and compare experimentally an efficient method for solving systems of algebraic equations, where the matrix comes from the discretization of a fractional diffusion operator. More specifically, we focus on…
In this paper we discuss a sequential algorithm for the computation of a minimum-time speed profile over a given path, under velocity, acceleration and jerk constraints. Such a problem arises in industrial contexts such as automated…
Large sparse symmetric linear systems appear in several branches of science and engineering thanks to the widespread use of the finite element method (FEM). The fastest sparse linear solvers available implement hybrid iterative methods.…
Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…
Graphical models have exhibited their performance in numerous tasks ranging from biological analysis to recommender systems. However, graphical models with hub nodes are computationally difficult to fit, particularly when the dimension of…
We discuss an approach for solving sparse or dense banded linear systems ${\bf A} {\bf x} = {\bf b}$ on a Graphics Processing Unit (GPU) card. The matrix ${\bf A} \in {\mathbb{R}}^{N \times N}$ is possibly nonsymmetric and moderately large;…
Quantum computing enables the efficient resolution of complex problems, often outperforming classical methods across various applications. In 2009, Harrow, Hassidim and Lloyd proposed an algorithm for solving linear systems of equations,…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
With the fast developments of high-performance computing, first-principles methods based on quantum mechanics play a significant role in materials research, serving as fundamental tools for predicting and analyzing various properties of…
Nonlinear differential equations are challenging to solve numerically and are important to understanding the dynamics of many physical systems. Deep neural networks have been applied to help alleviate the computational cost that is…
Motivated by the increasing availability of high-performance parallel computing, we design a distributed parallel algorithm for linearly-coupled block-structured nonconvex constrained optimization problems. Our algorithm performs…
Many computer graphics problems require computing geometric shapes subject to certain constraints. This often results in non-linear and non-convex optimization problems with globally coupled variables, which pose great challenge for…