6 papers
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…
Modeling and Optimization of Control Problems on GPUs
Alexis Montoison, Jean-Baptiste Caillau
We present a fully Julia-based, GPU-accelerated workflow for solving large-scale sparse nonlinear optimal control problems. Continuous-time dynamics are modeled and then discretize…
Harnessing Batched BLAS/LAPACK Kernels on GPUs for Parallel Solutions of Block Tridiagonal Systems
David Jin, Alexis Montoison, Sungho Shin
Block-tridiagonal systems are prevalent in state estimation and optimal control, and solving these systems is often the computational bottleneck. Improving the underlying solvers t…
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-…
Revisiting Sparse Matrix Coloring and Bicoloring
Alexis Montoison, Guillaume Dalle, Assefaw Gebremedhin
Sparse matrix coloring and bicoloring are fundamental building blocks of sparse automatic differentiation. Bicoloring is particularly advantageous for rectangular Jacobian matrices…
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…