High-Performance Computing for Large-Scale Stochastic Optimization
This talk presents my recent work on algorithms and software implementations to solve nonlinear stochastic programming problems to local and global optimality. Our algorithms exploit emerging high-performance computing hardware (e.g., multi-core CPUs, GPUs, and computing clusters) to achieve computational scalability. We are currently using our capabilities to address engineering and scientific questions that arise in diverse application domains including control of wind turbines, power management in large networks, and parameter inference in microbial community models. The problems that we are addressing are of unprecedented complexity and defy the state-of-the-art. For example, the problem of designing a control system for wind turbines is a nonlinear programming problem (NLP) with 7.5 million variables that takes days to solve with existing solvers. We have solved this problem in less than 1.3 hours using our parallel solvers.
Date and Time
Location
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Registration
- Date: 18 Apr 2019
- Time: 02:00 PM to 03:00 PM
- All times are (GMT-08:00) Canada/Pacific
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- University of British Columbia
- 2332 Main Mall
- Vancouver, British Columbia
- Canada V6T1Z4
- Building: McLeod
- Room Number: 418
Speakers
Professor Yankai Cao of University of British Columbia
High-Performance Computing for Large-Scale Stochastic Optimization
Biography:
Dr Yankai Cao is a new assistant professor in the Department of Chemical & Biological Engineering. Dr. Cao’s research focuses on the design and implementation of large-scale local and global optimization algorithms to solve problems that arise in diverse decision-making paradigms such as machine learning, stochastic optimization, optimal control, and complex networks. His goal is also to make these developments accessible to academic and industrial users by implementing algorithms on easy-to-use and extensible software libraries.
Dr. Cao earned his Ph.D. in Chemical Engineering from Purdue University and his Bachelor of Science in Biological Engineering from Zhejiang University. During his Ph.D. study, he interned at Argonne National Laboratory, United Airlines, and Air Products & Chemicals. Before joining UBC, he was a research associate at the University of Wisconsin-Madison.
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