Related papers: GPU-Accelerated Dynamic Programming for Multistage…

Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…

We investigate the potential of Graphics Processing Units (GPUs) to solve large-scale nonlinear programs with a dynamic structure. Using ExaModels, a GPU-accelerated automatic differentiation tool, and the interior-point solver MadNLP, we…

In this paper, we present a GPU-accelerated direct-sum boundary integral method to solve the linear Poisson-Boltzmann (PB) equation. In our method, a well-posed boundary integral formulation is used to ensure the fast convergence of Krylov…

In up-to-date machine learning (ML) applications on cloud or edge computing platforms, batching is an important technique for providing efficient and economical services at scale. In particular, parallel computing resources on the…

We present a GPU-accelerated version of a high-order discontinuous Galerkin discretization of the unsteady incompressible Navier-Stokes equations. The equations are discretized in time using a semi-implicit scheme with explicit treatment of…

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…

Genetic Programming (GP) is a computationally intensive technique which also has a high degree of natural parallelism. Parallel computing architectures have become commonplace especially with regards Graphics Processing Units (GPU). Hence,…

Real-time trajectory optimization for nonlinear constrained autonomous systems is critical and typically performed by CPU-based sequential solvers. Specifically, reliance on global sparse linear algebra or the serial nature of dynamic…

This paper proposes a GPU-accelerated optimization framework for collision avoidance problems where the controlled objects and the obstacles can be modeled as the finite union of convex polyhedra. A novel collision avoidance constraint is…

We present a GPU-accelerated version of the real-space SPARC electronic structure code for performing Kohn-Sham density functional theory calculations within the local density and generalized gradient approximations. In particular, we…

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 introduce a GPU-accelerated Monte Carlo framework for nonconvex, free-final-time trajectory optimization problems. This framework makes use of the prox-linear method, which belongs to the larger family of sequential convex programming…

Serving deep neural networks in latency critical interactive settings often requires GPU acceleration. However, the small batch sizes typical in online inference results in poor GPU utilization, a potential performance gap which GPU…

Genetic Programming (GP), an evolutionary learning technique, has multiple applications in machine learning such as curve fitting, data modelling, feature selection, classification etc. GP has several inherent parallel steps, making it an…

In this work we propose a new paradigm for designing fast plug-and-play (PnP) algorithms using dimensionality reduction techniques. Unlike existing approaches which utilize stochastic gradient iterations for acceleration, we propose novel…

Many sequential decision problems can be formulated as Markov Decision Processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some or all of its dimensions. When the state…

We present a matrix-free multigrid method for high-order discontinuous Galerkin (DG) finite element methods with GPU acceleration. A performance analysis is conducted, comparing various data and compute layouts. Smoother implementations are…

Branch-and-Bound (B&B) algorithms are time intensive tree-based exploration methods for solving to optimality combinatorial optimization problems. In this paper, we investigate the use of GPU computing as a major complementary way to speed…

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

In this work, we present an extension of Gaussian process (GP) models with sophisticated parallelization and GPU acceleration. The parallelization scheme arises naturally from the modular computational structure w.r.t. datapoints in the…