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math.OC2025
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…
math.OC2024
GPU-accelerated dynamic nonlinear optimization with ExaModels and MadNLP
François Pacaud, Sungho Shin
We investigate the potential of Graphics Processing Units (GPUs) to solve large-scale nonlinear programs with a dynamic structure. Using ExaModels, a GPU-accelerated automatic diff…