CSE Community Seminar
April 4, 2025, 12-1PM
Conference Room 45-432 in Building 45
Solving large-scale, sparse, constrained nonlinear optimization problems on GPUs
Sungho Shin
Assistant Professor, Department of Chemical Engineering, MIT
Abstract:
In this talk, we delve into recent advancements in solving large-scale sparse nonlinear optimization problems on GPUs. This new approach combines three key elements: (1) the SIMD abstraction of nonlinear optimization problems, (2) the condensed-space interior point method approach, and (3) NVIDIA’s recently released sparse linear solver, CUDSS. By combining these components, we provide a comprehensive nonlinear optimization solution capabilities. We present numerical experiment results showcasing over 10x speed-ups when applying this method to large-scale AC optimal power flow problems. We will conclude the discussion by examining the potential implications of these findings for the future of power system optimization and decision-making.
April 4, 2025, CSE Community Seminar
Sungho Shin
Assistant Professor
Department of Chemical Engineering, MIT