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In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

Heterogeneous many-cores are now an integral part of modern computing systems ranging from embedding systems to supercomputers. While heterogeneous many-core design offers the potential for energy-efficient high-performance, such potential…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-11 Jianbin Fang , Chun Huang , Tao Tang , Zheng Wang

A myriad of applications ranging from engineering and scientific simulations, image and signal processing as well as high-sensitive data retrieval demand high processing power reaching up to teraflops for their efficient execution. While a…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-08-02 Patrick Mukala

Particle-in-cell methods couple mesh-based methods for the solution of continuum mechanics problems, with the ability to advect and evolve particles. They have a long history and many applications in scientific computing. However, they have…

Numerical Analysis · Mathematics 2019-09-12 R. Gassmoeller , E. Heien , E. G. Puckett , W. Bangerth

In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an…

Optimization and Control · Mathematics 2025-04-29 Yuchao Li , Aren Karapetyan , Niklas Schmid , John Lygeros , Karl H. Johansson , Jonas Mårtensson

The links between optimal control of dynamical systems and neural networks have proved beneficial both from a theoretical and from a practical point of view. Several researchers have exploited these links to investigate the stability of…

Optimization and Control · Mathematics 2019-02-08 Panos Parpas , Corey Muir

With the advent of multi-core processors and their fast expansion, it is quite clear that {\em parallel computing} is now a genuine requirement in Computer Science and Engineering (and related) curriculum. In addition to the pervasiveness…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-13 Claude Tadonki

In this tutorial paper, we will firstly review some basic simulation concepts and then introduce the parallel and distributed simulation techniques in view of some new challenges of today and tomorrow. More in particular, in the last years…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-19 Gabriele D'Angelo

Graph clustering has many important applications in computing, but due to growing sizes of graphs, even traditionally fast clustering methods such as spectral partitioning can be computationally expensive for real-world graphs of interest.…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-11 Julian Shun , Farbod Roosta-Khorasani , Kimon Fountoulakis , Michael W. Mahoney

This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

Parallelization is a popular strategy for improving the performance of iterative algorithms. Optimization methods are no exception: design of efficient parallel optimization methods and tight analysis of their theoretical properties are…

Optimization and Control · Mathematics 2023-11-28 Alexander Tyurin , Peter Richtárik

We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…

Numerical Analysis · Mathematics 2022-10-10 Sergio Blanes

Traditional heterogeneous parallel algorithms, designed for heterogeneous clusters of workstations, are based on the assumption that the absolute speed of the processors does not depend on the size of the computational task. This assumption…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-09-15 Alexey Lastovetsky , Ravi Reddy , Vladimir Rychkov , David Clarke

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

Machine Learning · Computer Science 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

The problem of controlling hybrid dynamical systems using model predictive control (MPC) is formulated and sufficient conditions for asymptotic stability of a set are provided. Hybrid dynamical systems are modeled in terms of hybrid…

Optimization and Control · Mathematics 2026-04-27 Ricardo G. Sanfelice , Berk Altin

We present efficient algorithms to build data structures and the lists needed for fast multipole methods. The algorithms are capable of being efficiently implemented on both serial, data parallel GPU and on distributed architectures. With…

Mathematical Software · Computer Science 2013-01-10 Qi Hu , Nail A. Gumerov , Ramani Duraiswami

Maintaining a $k$-core decomposition quickly in a dynamic graph has important applications in network analysis. The main challenge for designing efficient exact algorithms is that a single update to the graph can cause significant global…

Data Structures and Algorithms · Computer Science 2023-09-28 Quanquan C. Liu , Jessica Shi , Shangdi Yu , Laxman Dhulipala , Julian Shun

Neural networks have been increasingly employed in Model Predictive Controller (MPC) to control nonlinear dynamic systems. However, MPC still poses a problem that an achievable update rate is insufficient to cope with model uncertainty and…

Robotics · Computer Science 2022-07-15 Taekyung Kim , Hojin Lee , Seongil Hong , Wonsuk Lee

When training large machine learning models with many variables or parameters, a single machine is often inadequate since the model may be too large to fit in memory, while training can take a long time even with stochastic updates. A…

Machine Learning · Statistics 2014-06-19 Seunghak Lee , Jin Kyu Kim , Xun Zheng , Qirong Ho , Garth A. Gibson , Eric P. Xing

With the rapid growth of unstructured and semistructured data, parallelizing graph algorithms has become essential for efficiency. However, due to the inherent irregularity in computation, memory access patterns, and communication, graph…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-16 Nibedita Behera , Ashwina Kumar , Atharva Chougule , Mohammed Shan P S , Rushabh Nirdosh Lalwani , Rupesh Nasre
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