相关论文: A Multicore Tool for Constraint Solving

POCP is a new Matlab package running jointly with GloptiPoly 3 and, optionally, YALMIP. It is aimed at nonlinear optimal control problems for which all the problem data are polynomial, and provides an approximation of the optimal value as…

Solving large-scale robust portfolio optimization problems is challenging due to the high computational demands associated with an increasing number of assets, the amount of data considered, and market uncertainty. To address this issue, we…

Comprehending the performance bottlenecks at the core of the intricate hardware-software interactions exhibited by highly parallel programs on HPC clusters is crucial. This paper sheds light on the issue of automatically asynchronous MPI…

Functional constraints and bi-functional constraints are an important constraint class in Constraint Programming (CP) systems, in particular for Constraint Logic Programming (CLP) systems. CP systems with finite domain constraints usually…

Optimal multiple sequence alignment by dynamic programming, like many highly dimensional scientific computing problems, has failed to benefit from the improvements in computing performance brought about by multi-processor systems, due to…

When solving real-world problems, practitioners often hesitate to implement solutions obtained from mathematical models, especially for important decisions. This hesitation stems from practitioners' lack of trust in optimization models and…

Differentiable model predictive control (MPC) offers a powerful framework for combining learning and control. However, its adoption has been limited by the inherently sequential nature of traditional optimization algorithms, which are…

In this paper, we introduce a primal-dual algorithmic framework for solving Symmetric Cone Programs (SCPs), a versatile optimization model that unifies and extends Linear, Second-Order Cone (SOCP), and Semidefinite Programming (SDP). Our…

This paper presents a customized second-order cone programming (SOCP) solver tailored for embedded real-time optimization, which frequently arises in modern guidance and control (G&C) applications. The solver employs a practically efficient…

The first quantum computers are expected to perform well at quadratic optimisation problems. In this paper a quadratic problem in finance is taken, the Portfolio Optimisation problem. Here, a set of assets is chosen for investment, such…

In recent years, as the demand for low energy and high performance computing has steadily increased, heterogeneous computing has emerged as an important and promising solution. Because most workloads can typically run most efficiently on…

The proliferation of heterogeneous chip multiprocessors in recent years has reached unprecedented levels. Traditional homogeneous platforms have shown fundamental limitations when it comes to enabling high-performance yet-ultra-low-power…

Combinatorial decision problems arise in many different domains such as scheduling, routing, packing, bioinformatics, and many more. Despite recent advances in developing scalable solvers, there are still many problems which are often very…

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…

In a multiple partners matching problem the agents can have multiple partners up to their capacities. In this paper we consider both the two-sided many-to-many stable matching problem and the one-sided stable fixtures problem under…

We present the hybrid ASP solver clingcon, combining the simple modeling language and the high performance Boolean solving capacities of Answer Set Programming (ASP) with techniques for using non-Boolean constraints from the area of…

We advocate a domain specific software development methodology for heterogeneous computing platforms such as Multicore CPUs, GPUs and FPGAs. We argue that three specific benefits are realised from adopting such an approach: portable,…

This work deals with the CPU-GPU heterogeneous code acceleration of a finite-volume CFD solver utilizing multiple CPUs and GPUs at the same time. First, a high-level description of the CFD solver called SENSEI, the discretization of SENSEI,…

This paper presents a lightweight, open-source and high-performance python package for solving peridynamics problems in solid mechanics. The development of this solver is motivated by the need for fast analysis tools to achieve the large…

Emerging collaborative Peer-to-Peer (P2P) systems require discovery and utilization of diverse, multi-attribute, distributed, and dynamic groups of resources to achieve greater tasks beyond conventional file and processor cycle sharing.…