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In this proceedings we demonstrate some advantages of a top-bottom approach in the development of hardware-accelerated code. We start with an autogenerated hardware-agnostic Monte Carlo generator, which is parallelized in the event axis.…

This paper presents AGGLIO (Accelerated Graduated Generalized LInear-model Optimization), a stage-wise, graduated optimization technique that offers global convergence guarantees for non-convex optimization problems whose objectives offer…

We present VegasFlow, a new software for fast evaluation of high dimensional integrals based on Monte Carlo integration techniques designed for platforms with hardware accelerators. The growing complexity of calculations and simulations in…

In the acceleration of deep neural network training, the GPU has become the mainstream platform. GPUs face substantial challenges on GNNs, such as workload imbalance and memory access irregularities, leading to underutilized hardware.…

Probabilistic inference algorithms such as Sequential Monte Carlo (SMC) provide powerful tools for constraining procedural models in computer graphics, but they require many samples to produce desirable results. In this paper, we show how…

In this work we propose an accelerated stochastic learning system for very large-scale applications. Acceleration is achieved by mapping the training algorithm onto massively parallel processors: we demonstrate a parallel, asynchronous GPU…

We propose a data-driven Model Predictive Control (MPC) framework that employs a transformer encoder to generate multi-step predictions. To handle the nonconvex attention mechanism, we derive difference of convex (DC) representations of the…

Process mapping asks to assign vertices of a task graph to processing elements of a supercomputer such that the computational workload is balanced while the communication cost is minimized. Motivated by the recent success of GPU-based graph…

Provably solving stochastic convex optimization problems with constraints is essential for various problems in science, business, and statistics. Recently proposed XOR-Stochastic Gradient Descent (XOR-SGD) provides a convergence rate…

Model predictive control (MPC) has established itself as the primary methodology for constrained control, enabling general-purpose robot autonomy in diverse real-world scenarios. However, for most problems of interest, MPC relies on the…

We introduce a new high-performance design for parallelism within the Quantum Monte Carlo code QMCPACK. We demonstrate that the new design is better able to exploit the hierarchical parallelism of heterogeneous architectures compared to the…

We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…

This work presents a GPU-accelerated solver for the unit commitment (UC) problem in large-scale power grids. The solver uses the Primal-Dual Hybrid Gradient (PDHG) algorithm to efficiently solve the relaxed linear subproblem, achieving…

We created an efficient algorithm suitable for graphics processing units (GPUs) to perform Monte Carlo simulations of a subset of reaction-diffusion models. The algorithm uses techniques that are specific to GPU programming, and combines…

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…

Modeling physical phenomena like heat transport and diffusion is crucially dependent on the numerical solution of partial differential equations (PDEs). A PDE solver finds the solution given coefficients and a boundary condition, whereas an…

We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to both convex and nonconvex constraints. The proposed framework…

We propose a generalized framework for block-structured nonconvex optimization, which can be applied to structured subgraph detection in interdependent networks, such as multi-layer networks, temporal networks, networks of networks, and…

The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…

We present FlashFolio, a GPU-accelerated solver for single-period and multi-period portfolio optimization with factor-based risk modeling, bid-offer spread costs, and nonlinear market impact. These models are widely used in portfolio…