4 papers · 1 filter
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…
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-…
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…