Related papers: A parallel-in-time approach for accelerating direc…
We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…
As multicore computing is now standard, it seems irresponsible for constraints researchers to ignore the implications of it. Researchers need to address a number of issues to exploit parallelism, such as: investigating which constraint…
Feedforward computation, such as evaluating a neural network or sampling from an autoregressive model, is ubiquitous in machine learning. The sequential nature of feedforward computation, however, requires a strict order of execution and…
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 present an acceleration method for sequences of large-scale linear systems, such as the ones arising from the numerical solution of time-dependent partial differential equations coupled with algebraic constraints. We discuss different…
We propose a simple interpolation-based method for the efficient approximation of gradients in neural ODE models. We compare it with the reverse dynamic method (known in the literature as "adjoint method") to train neural ODEs on…
The adjoint method is an efficient way to numerically compute gradients in optimization problems with constraints, but is only formulated to differentiable cost and constraint functions on real variables. With the introduction of complex…
Gradient descent, and coordinate descent in particular, are core tools in machine learning and elsewhere. Large problem instances are common. To help solve them, two orthogonal approaches are known: acceleration and parallelism. In this…
In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…
We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…
In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…
Machine learning models, and deep neural networks in particular, are increasingly deployed in risk-sensitive domains such as healthcare, environmental forecasting, and finance, where reliable quantification of predictive uncertainty is…
We propose new sequential sorting operations by adapting techniques and methods used for designing parallel sorting algorithms. Although the norm is to parallelize a sequential algorithm to improve performance, we adapt a contrarian…
We present and analyze a parallel implementation of a parallel-in-time collocation method based on $\alpha$-circulant preconditioned Richardson iterations. While many papers explore this family of single-level, time-parallel "all-at-once"…
This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…
Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…
Massively parallel computer architectures create new opportunities for the performance of long-timescale molecular dynamics (MD) simulations. Here, we introduce the path-accelerated molecular dynamics (PAMD) method that takes advantage of…
We present and mathematically analyze an online adjoint algorithm for the optimization of partial differential equations (PDEs). Traditional adjoint algorithms would typically solve a new adjoint PDE at each optimization iteration, which…
This paper introduces Exp-ParaDiag, a novel time-parallel method that combines the strength of exponential integrators into the ParaDiag framework. We develop and analyze Exp-ParaDiag based on first and second order accurate exponential…
This paper is devoted to the problem of time parallelization of assimilation methods applying on unbounded time domain. In this way, we present a general procedure to couple the Luenberger observer with time parallelization algorithm. Our…