68 citations · 78 across the 11 of their papers we have counts for
4 papers · 1 filter
Condensed interior-point methods: porting reduced-space approaches on GPU hardware
François Pacaud, Sungho Shin, Michel Schanen +2
The interior-point method (IPM) has become the workhorse method for nonlinear programming. The performance of IPM is directly related to the linear solver employed to factorize the…
On automatic differentiation for the Matérn covariance
Oana Marin, Christopher Geoga, Michel Schanen
To target challenges in differentiable optimization we analyze and propose strategies for derivatives of the Matérn kernel with respect to the smoothness parameter. This problem is…
Batched Second-Order Adjoint Sensitivity for Reduced Space Methods
François Pacaud, Michel Schanen, Daniel Adrian Maldonado +4
This paper presents an efficient method for extracting the second-order sensitivities from a system of implicit nonlinear equations on upcoming graphical processing units (GPU) dom…
Fitting Matérn Smoothness Parameters Using Automatic Differentiation
Christopher J. Geoga, Oana Marin, Michel Schanen +1
The Matérn covariance function is ubiquitous in the application of Gaussian processes to spatial statistics and beyond. Perhaps the most important reason for this is that the smoot…