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This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

We introduce CaLES, a GPU-accelerated finite-difference solver designed for large-eddy simulations (LES) of incompressible wall-bounded flows in massively parallel environments. Built upon the existing direct numerical simulation (DNS)…

Fluid Dynamics · Physics 2024-11-18 Maochao Xiao , Alessandro Ceci , Pedro Costa , Johan Larsson , Sergio Pirozzoli

Gaussian processes (GPs) are a widely used regression tool, but the cubic complexity of exact solvers limits their scalability. To address this challenge, we extend the GPRat library by incorporating a fully GPU-resident GP prediction…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-24 Henrik Möllmann , Dirk Pflüger , Alexander Strack

Synthesizing optimal controllers for dynamical systems often involves solving optimization problems with hard real-time constraints. These constraints determine the class of numerical methods that can be applied: computationally expensive…

Optimization and Control · Mathematics 2022-03-16 Federico Berto , Stefano Massaroli , Michael Poli , Jinkyoo Park

This paper demonstrates the scalability of open-source GPU-accelerated nonlinear programming (NLP) frameworks -- ExaModels.jl and MadNLP.jl -- for solving multi-period alternating current (AC) optimal power flow (OPF) problems on GPUs with…

Optimization and Control · Mathematics 2024-05-24 Sungho Shin , Vishwas Rao , Michel Schanen , D. Adrian Maldonado , Mihai Anitescu

We introduce a novel algorithm for controlling linear time invariant systems in a tracking problem. The controller is based on a Gaussian Process (GP) whose realizations satisfy a system of linear ordinary differential equations with…

Optimization and Control · Mathematics 2025-08-01 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

Sequential robot manipulation tasks require finding collision-free trajectories that satisfy geometric constraints across multiple object interactions in potentially high-dimensional configuration spaces. Solving these problems in real-time…

Robotics · Computer Science 2025-10-14 Lucas Chen , Shrutheesh Raman Iyer , Zachary Kingston

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…

Optimization and Control · Mathematics 2021-12-17 Anirudh Subramanyam , Youngdae Kim , Michel Schanen , François Pacaud , Mihai Anitescu

In this paper, we aim to introduce a new perspective when comparing highly parallelized algorithms on GPU: the energy consumption of the GPU. We give an analysis of the performance of linear algebra operations, including addition of…

Numerical Analysis · Mathematics 2021-12-22 Abal-Kassim Cheik Ahamed , Alban Desmaison , Frederic Magoules

Modeling data sharing in GPU programs is a challenging task because of the massive parallelism and complex data sharing patterns provided by GPU architectures. Better GPU caching efficiency can be achieved through careful task scheduling…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-10-04 Lingda Li , Ari B. Hayes , Stephen A. Hackler , Eddy Z. Zhang , Mario Szegedy , Shuaiwen Leon Song

This paper addresses the problem of scalable optimization for L1-regularized conditional Gaussian graphical models. Conditional Gaussian graphical models generalize the well-known Gaussian graphical models to conditional distributions to…

Machine Learning · Statistics 2015-12-29 Calvin McCarter , Seyoung Kim

The expedient design of precision components in aerospace and other high-tech industries requires simulations of physical phenomena often described by partial differential equations (PDEs) without exact solutions. Modern design problems…

Computational Physics · Physics 2018-01-11 Daniel J Magee , Kyle E Niemeyer

Proximal gradient methods are popular in sparse optimization as they are straightforward to implement. Nevertheless, they achieve biased solutions, requiring many iterations to converge. This work addresses these issues through a suitable…

Optimization and Control · Mathematics 2025-04-18 V. Cerone , S. M. Fosson , A. Re , D. Regruto

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…

Optimization and Control · Mathematics 2026-05-12 Jingyi Zhao , Linxin Yang , Haohua Zhang , Qile He , Tian Ding

Model predictive control (MPC) is a powerful framework for optimal control of dynamical systems. However, MPC solvers suffer from a high computational burden that restricts their application to systems with low sampling frequency. This…

Optimization and Control · Mathematics 2025-03-12 Casian Iacob , Hany Abdulsamad , Simo Särkkä

Parallel computing can offer an enormous advantage regarding the performance for very large applications in almost any field: scientific computing, computer vision, databases, data mining, and economics. GPUs are high performance many-core…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-24 Bogdan Oancea , Tudorel Andrei , Raluca Mariana Dragoescu

We implement a quantum optimal control algorithm based on automatic differentiation and harness the acceleration afforded by graphics processing units (GPUs). Automatic differentiation allows us to specify advanced optimization criteria and…

Quantum Physics · Physics 2017-04-19 Nelson Leung , Mohamed Abdelhafez , Jens Koch , David I. Schuster

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

Linear system solving is a key tool for computational power system studies, e.g., optimal power flow, transmission switching, or unit commitment. CPU-based linear system solver speeds, however, have saturated in recent years. Emerging…

Systems and Control · Electrical Eng. & Systems 2024-03-21 Samuel Chevalier , Robert Parker

Least-squares programming is a popular tool in robotics due to its simplicity and availability of open-source solvers. However, certain problems like sparse programming in the $\ell_0$- or $\ell_1$-norm for time-optimal control are not…

Robotics · Computer Science 2023-10-10 Kai Pfeiffer , Quang-Cuong Pham