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Invited talk: GPU Implementation of Algorithm NCL
25:24
YouTubeThe Julia Programming Language
Invited talk: GPU Implementation of Algorithm NCL
For smooth constrained optimization problems, Algorithm NCL is equivalent to the augmented Lagrangian algorithm of LANCELOT. It is immune to LICQ difficulties, and has only about 10 subproblems to be solved (using interior methods and second derivatives). The AMPL implementation of NCL used IPOPT or KNITRO. To utilize GPUs we use MadNLP.jl (a ...
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