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math.OC2022★ 6 cited
Exploiting GPU/SIMD Architectures for Solving Linear-Quadratic MPC Problems
David Cole, Sungho Shin, François Pacaud +2
We report numerical results on solving constrained linear-quadratic model predictive control (MPC) problems by exploiting graphics processing units (GPUs). The presented method red…
math.OC2022★ 2 cited
A Julia Framework for Graph-Structured Nonlinear Optimization
David L Cole, Sungho Shin, Victor Zavala
Graph theory provides a convenient framework for modeling and solving structured optimization problems. Under this framework, the modeler can arrange/assemble the components of an…