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Recently, graphics processors (GPUs) have been increasingly leveraged in a variety of scientific computing applications. However, architectural differences between CPUs and GPUs necessitate the development of algorithms that take advantage…
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…
DC Optimal Power Flow (DCOPF) is a key operational tool for power system operators, and it is embedded as a subproblem in many challenging optimization problems (e.g., line switching). However, traditional CPU-based solve routines (e.g.,…
The focus of my PhD thesis is on exploring parallel approaches to efficiently solve problems modeled by constraints and presenting a new proposal. Current solvers are very advanced; they are carefully designed to effectively manage the…
We introduce cuPDLPx, a further enhanced GPU-based first-order solver for linear programming. Building on the recently developed restarted Halpern PDHG for LP, cuPDLPx incorporates a number of new techniques, including a new restart…
We propose a highly parallel primal-dual algorithm for the multicut (a.k.a. correlation clustering) problem, a classical graph clustering problem widely used in machine learning and computer vision. Our algorithm consists of three steps…
We present a new adaptive parallel algorithm for the challenging problem of multi-dimensional numerical integration on massively parallel architectures. Adaptive algorithms have demonstrated the best performance, but efficient many-core…
Constraint management is a central challenge in modern control systems. A solution is the Reference Governor (RG), which is an add-on strategy to pre-stabilized feedback control systems to enforce state and input constraints by shaping the…
In this paper we present an optimized parallel implementation of a flexible MAP decoder for synchronization error correcting codes, supporting a very wide range of code sizes and channel conditions. On mid-range GPUs we demonstrate decoding…
In recent years graphical processing units (GPUs) have become a powerful tool in scientific computing. Their potential to speed up highly parallel applications brings the power of high performance computing to a wider range of users.…
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…
Sequential models, such as Recurrent Neural Networks and Neural Ordinary Differential Equations, have long suffered from slow training due to their inherent sequential nature. For many years this bottleneck has persisted, as many thought…
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…
B-spline modeling is fundamental to CAD systems, and its evaluation and manipulation algorithms currently in use were developed decades ago, specifically for CPU architectures. While remaining effective for many applications, these…
Stochastic simulation techniques employed for the analysis of portfolios of insurance/reinsurance risk, often referred to as `Aggregate Risk Analysis', can benefit from exploiting state-of-the-art high-performance computing platforms. In…
A major bottleneck in scenario-based Sample Average Approximation (SAA) for stochastic programming (SP) is the cost of solving an exact second-stage problem for every scenario, especially when each scenario contains an NP-hard combinatorial…
We develop a novel parallel resampling algorithm for fully parallelized particle filters, which is designed with GPUs (graphics processing units) or similar parallel computing devices in mind. With our new algorithm, a full cycle of…
Nowadays, several industrial applications are being ported to parallel architectures. In fact, these platforms allow acquire more performance for system modelling and simulation. In the electric machines area, there are many problems which…
Future computing systems, from handhelds to supercomputers, will undoubtedly be more parallel and heterogeneous than todays systems to provide more performance and energy efficiency. Thus, GPUs are increasingly being used to accelerate…
General Purpose Graphic Processing Unit(GPGPU) is used widely for achieving high performance or high throughput in parallel programming. This capability of GPGPUs is very famous in the new era and mostly used for scientific computing which…