33 citations · 90 across the 44 of their papers we have counts for
3 papers · 2 filters
Overlapping Schwarz Scheme for Linear-Quadratic Programs in Continuous Time
Hongli Zhao, Mihai Anitescu, Sen Na
We present an optimize-then-discretize framework for solving linear-quadratic optimal control problems (OCP) governed by time-inhomogeneous ordinary differential equations (ODEs).…
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…