Related papers: GPCG: A Case Study in the Performance and Scalabil…
PANOC is an algorithm for nonconvex optimization that has recently gained popularity in real-time control applications due to its fast, global convergence. The present work proposes a variant of PANOC that makes use of Gauss-Newton…
Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…
Flow- and context-sensitive points-to analysis is difficult to scale; for top-down approaches, the problem centers on repeated analysis of the same procedure; for bottom-up approaches, the abstractions used to represent procedure summaries…
The graphical lasso \citep{FHT2007a} is an algorithm for learning the structure in an undirected Gaussian graphical model, using $\ell_1$ regularization to control the number of zeros in the precision matrix ${\B\Theta}={\B\Sigma}^{-1}$…
Projected Gradient Descent (PGD) methods offer a simple and scalable approach to topology optimization (TO), yet they often struggle with nonlinear and multi-constraint problems due to the complexity of active-set detection. This paper…
Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…
This paper shows that the OSGA algorithm -- which uses first-order information to solve convex optimization problems with optimal complexity -- can be used to efficiently solve arbitrary bound-constrained convex optimization problems. This…
Geometric programming is an important class of optimization problems that enable practitioners to model a large variety of real-world applications, mostly in the field of engineering design. In many real life optimization problem…
Deterministic computer simulations are often used as a replacement for complex physical experiments. Although less expensive than physical experimentation, computer codes can still be time-consuming to run. An effective strategy for…
Gaussian process (GP) models are commonly used statistical metamodels for emulating expensive computer simulators. Fitting a GP model can be numerically unstable if any pair of design points in the input space are close together. Ranjan,…
A software platform for global optimisation, called PaGMO, has been developed within the Advanced Concepts Team (ACT) at the European Space Agency, and was recently released as an open-source project. PaGMO is built to tackle…
For large-scale graph analytics on the GPU, the irregularity of data access and control flow, and the complexity of programming GPUs, have presented two significant challenges to developing a programmable high-performance graph library.…
The partial correlation graphical LASSO (PCGLASSO) is a penalised likelihood method for Gaussian graphical models which provides scale invariant sparse estimation of the precision matrix and improves upon the popular graphical LASSO method.…
Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…
This paper describes the software package Cucheb, a GPU implementation of the filtered Lanczos procedure for the solution of large sparse symmetric eigenvalue problems. The filtered Lanczos procedure uses a carefully chosen polynomial…
The preconditioned conjugate gradient (PCG) algorithm is one of the most popular algorithms for solving large-scale linear systems Ax = b, where A is a symmetric positive definite matrix. Rather than computing residuals directly, it updates…
Maximizing high-dimensional, non-convex functions through noisy observations is a notoriously hard problem, but one that arises in many applications. In this paper, we tackle this challenge by modeling the unknown function as a sample from…
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…
Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…
A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…