Calculating a million stationary points in a second on the GPU
David P. Sanders, Valentin Churavy
We will show how Julia allows us to implement spatial branch-and-bound-type methods using interval arithmetic in parallel on GPUs, in a relatively painless way. As a test case, we calculate and verify existence and uniqueness of over one million stationary points of the transcendental Griewank function of two variables in one second on a recent GPU. We are not aware of any other system that is able to do this.