Related papers: GPU-based Split algorithm for Large-Scale CVRPSD
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…
GPUs have been widely used to accelerate computations exhibiting simple patterns of parallelism - such as flat or two-level parallelism - and a degree of parallelism that can be statically determined based on the size of the input dataset.…
Dynamic Parallelism (DP) is a runtime feature of the GPU programming model that allows GPU threads to execute additional GPU kernels, recursively. Apart from making the programming of parallel hierarchical patterns easier, DP can also…
We develop a GPU-accelerated dynamic programming (DP) method for valuing, operating, and bidding energy storage under multistage stochastic electricity prices. Motivated by computational limitations in existing models, we formulate DP…
We propose a GPU-accelerated distributed optimization algorithm for controlling multi-phase optimal power flow in active distribution systems with dynamically changing topologies. To handle varying network configurations and enable…
We propose a GPU-based distributed optimization algorithm, aimed at controlling optimal power flow in multi-phase and unbalanced distribution systems. Typically, conventional distributed optimization algorithms employed in such scenarios…
The goal of this work is to parallelize the multistep scheme for the numerical approximation of the backward stochastic differential equations (BSDEs) in order to achieve both, a high accuracy and a reduction of the computation time as…
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…
Discrete optimization is a central problem in artificial intelligence. The optimization of the aggregated cost of a network of cost functions arises in a variety of problems including (W)CSP, DCOP, as well as optimization in stochastic…
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…
Matrix Factorization (MF) on large scale data takes substantial time on a Central Processing Unit (CPU). While Graphical Processing Unit (GPU)s could expedite the computation of MF, the available memory on a GPU is finite. Leveraging GPUs…
DC Optimal Power Flow (DCOPF) is a key operational tool for power system operators, and it is embedded as a subproblem in many challenging optimization problems (e.g., line switching). However, traditional CPU-based solve routines (e.g.,…
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…
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,…
Hardware accelerators such as GPUs are required for real-time, low-latency inference with Deep Neural Networks (DNN). However, due to the inherent limits to the parallelism they can exploit, DNNs often under-utilize the capacity of today's…
Splotch is a rendering algorithm for exploration and visual discovery in particle-based datasets coming from astronomical observations or numerical simulations. The strengths of the approach are production of high quality imagery and…
We consider differential Lyapunov and Riccati equations, and generalized versions thereof. Such equations arise in many different areas and are especially important within the field of optimal control. In order to approximate their…
Large-scale GPU traces play a critical role in identifying performance bottlenecks within heterogeneous High-Performance Computing (HPC) architectures. However, the sheer volume and complexity of a single trace of data make performance…
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…
We introduce a fusion of GPU accelerated primal heuristics for Mixed Integer Programming. Leveraging GPU acceleration enables exploration of larger search regions and faster iterations. A GPU-accelerated PDLP serves as an approximate LP…