7 papers
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-…
An Augmented Lagrangian Method on GPU for Security-Constrained AC Optimal Power Flow
François Pacaud, Armin NurkanoviÄ, 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…
Condensed Interior-Point Methods for Scalable Nonlinear Programming on GPUs
François Pacaud, Sungho Shin, Alexis Montoison +2
This paper explores two variants of condensed-space interior-point methods designed for GPUs - HyKKT and LiftedKKT - by analyzing their numerical properties through error analysis…
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…