SSD - Frison Seminar

Dr. Gianluca Frison - BLASFEO and its Use in Structure-Exploiting Algorithms for Optimal Control

Systems Control and Optimization Laboratory, University of Freiburg 

Abstract

BLASFEO is a newly developed dense linear algebra library, which differentiate itself being optimized for the rather small matrix sizes (up to a couple hundreds) typically encountered in embedded optimization and control. In this talk, I will introduce the main concepts behind the implementation of the library, and show the results of benchmarks against state-of-the-art BLAS libraries (e.g. MKL, OpenBLAS, BLIS) or code-generated linear algebra (e.g. libxsmm, Eigen). Subsequently, I will introduce the embedded optimization framework, and show how the combination of structure-exploiting algorithms with an high-performance dense linear algebra library like BLASFEO allows to obtain very fast optimization algorithms, outperforming current state-of-the-art software based on code-generation.