Sungho Shin

Condensed interior-point methods: porting reduced-space approaches on GPU hardware

  • François Pacaud
  • Sungho Shin
  • Michel Schanen
  • Daniel A. Maldonado
  • Mihai Anitescu
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , ,

    The interior-point method (IPM) has become the workhorse method for nonlinear programming. The performance of IPM is directly related to the linear solver employed to factorize the Karush–Kuhn–Tucker (KKT) system at each iteration of the algorithm. When solving large-scale nonlinear problems, state-of-the art IPM solvers rely on efficient sparse linear solvers to solve the KKT … Read more

    Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs

  • Mihai Anitescu
  • Victor M. Zavala
  • Sungho Shin
    • Categories Nonlinear Optimization Tags

    We study solution sensitivity for nonlinear programs (NLPs) whose structure is induced by a graph $\mathcal{G}=(\mathcal{V},\mathcal{E})$. These graph-structured NLPs arise in many applications such as dynamic optimization, stochastic optimization, optimization with partial differential equations, and network optimization. We show that the sensitivity of the primal-dual solution at node $i\in \mathcal{V}$ against a data perturbation at … Read more