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20212026
most citedA Globally Convergent Distributed Jacobi Scheme for Block-Structured Nonconvex Constrained Optimization Problems

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math.OC2025

An Augmented Lagrangian Method on GPU for Security-Constrained AC Optimal Power Flow

François Pacaud, Armin Nurkanović, Anton Pozharskiy +2

We present a new algorithm for solving large-scale security-constrained optimal power flow in polar form (AC-SCOPF). The method builds on Nonlinearly Constrained augmented Lagrangi…

math.OC2025

MadNCL: A GPU Implementation of Algorithm NCL for Large-Scale, Degenerate Nonlinear Programs

Alexis Montoison, François Pacaud, Michael Saunders +2

We present a GPU implementation of Algorithm NCL, an augmented Lagrangian method for solving large-scale and degenerate nonlinear programs. Although interior-point methods and sequ…

math.OC2025

GPU Implementation of Second-Order Linear and Nonlinear Programming Solvers

Alexis Montoison, François Pacaud, Sungho Shin +1

In recent years, GPU-accelerated optimization solvers based on second-order methods (e.g., interior-point methods) have gained momentum with the advent of mature and efficient GPU-…

math.OC2025

Sensitivity analysis for parametric nonlinear programming: A tutorial

François Pacaud

This tutorial provides an overview of the current state-of-the-art in the sensitivity analysis for nonlinear programming. Building upon the fundamental work of Fiacco, it derives t…

math.OC2025

Recovering sparse DFT from missing signals via interior point method on GPU

Wei Kuang, Alexis Montoison, Vishwas Rao +2

We propose a method to recover the sparse discrete Fourier transform (DFT) of a signal that is both noisy and potentially incomplete, with missing values. The problem is formulated…