Application of general semi-infinite Programming to Lapidary Cutting Problems

We consider a volume maximization problem arising in gemstone cutting industry. The problem is formulated as a general semi-infinite program (GSIP) and solved using an interiorpoint method developed by Stein. It is shown, that the convexity assumption needed for the convergence of the algorithm can be satisfied by appropriate modelling. Clustering techniques are used to reduce the number of container constraints, which is necessary to make the subproblems practically tractable. An iterative process consisting of GSIP optimization and adaptive refinement steps is then employed to obtain an optimal solution which is also feasible for the original problem. Some numerical results based on realworld data are also presented

OpenTuner: An Extensible Framework for Program Autotuning

Program autotuning has been shown to achieve better or more portable performance in a number of domains. However, autotuners themselves are rarely portable between projects, for a number of reasons: using a domain-informed search space representation is critical to achieving good results; search spaces can be intractably large and require advanced machine learning techniques; and the landscape of search spaces can vary greatly between different problems, sometimes requiring domain specific search techniques to explore efficiently. This paper introduces OpenTuner, a new open source framework for building domain-specific multi-objective program autotuners. OpenTuner supports fully-customizable configuration representations, an extensible technique representation to allow for domain-specific techniques, and an easy to use interface for communicating with the program to be autotuned. A key capability inside OpenTuner is the use of ensembles of disparate search techniques simultaneously; techniques that perform well will dynamically be allocated a larger proportion of tests. We demonstrate the efficacy and generality of OpenTuner by building autotuners for 6 distinct projects and 14 total benchmarks, showing speedups over prior techniques of these projects of up to 2.8x with little programmer effort.This work is partially supported by DOE award DE-SC0005288 and DOD DARPA award HR0011-10-9-0009. This research used resources of the National Energy Research Scientific Computing Center, which is supported by the Office of Science of the U.S. Department of Energy under Contract No. DE-AC02-05CH11231

Towards Reduced-order Model Accelerated Optimization for Aerodynamic Design

The adoption of mathematically formal simulation-based optimization approaches within aerodynamic design depends upon a delicate balance of affordability and accessibility. Techniques are needed to accelerate the simulation-based optimization process, but they must remain approachable enough for the implementation time to not eliminate the cost savings or act as a barrier to adoption. This dissertation introduces a reduced-order model technique for accelerating fixed-point iterative solvers (e.g. such as those employed to solve primal equations, sensitivity equations, design equations, and their combination). The reduced-order model-based acceleration technique collects snapshots of early iteration (pre-convergent) solutions and residuals and then uses them to project to significantly more accurate solutions, i.e. smaller residual. The technique can be combined with other convergence schemes like multigrid and adaptive timestepping. The technique is generalizable and in this work is demonstrated to accelerate steady and unsteady flow solutions; continuous and discrete adjoint sensitivity solutions; and one-shot design optimization solutions. This final application, reduced-order model accelerated one-shot optimization approach, in particular represents a step towards more efficient aerodynamic design optimization. Through this series of applications, different basis vectors were considered and best practices for snapshot collection procedures were outlined. The major outcome of this dissertation is the development and demonstration of this reduced-order model acceleration technique. This work includes the first application of the reduced-order model-based acceleration method to an explicit one-shot iterative optimization process

Network design decisions in supply chain planning

Structuring global supply chain networks is a complex decision-making process. The typical inputs to such a process consist of a set of customer zones to serve, a set of products to be manufactured and distributed, demand projections for the different customer zones, and information about future conditions, costs (e.g. for production and transportation) and resources (e.g. capacities, available raw materials). Given the above inputs, companies have to decide where to locate new service facilities (e.g. plants, warehouses), how to allocate procurement and production activities to the variousmanufacturing facilities, and how to manage the transportation of products through the supply chain network in order to satisfy customer demands. We propose a mathematical modelling framework capturing many practical aspects of network design problems simultaneously. For problems of reasonable size we report on computational experience with standard mathematical programming software. The discussion is extended with other decisions required by many real-life applications in strategic supply chain planning. In particular, the multi-period nature of some decisions is addressed by a more comprehensivemodel, which is solved by a specially tailored heuristic approach. The numerical results suggest that the solution procedure can identify high quality solutions within reasonable computational time

Automatische Codegenerierung für Massiv Parallele Applikationen in der Numerischen Strömungsmechanik

Solving partial differential equations (PDEs) is a fundamental challenge in many application domains in industry and academia alike. With increasingly large problems, efficient and highly scalable implementations become more and more crucial. Today, facing this challenge is more difficult than ever due to the increasingly heterogeneous hardware landscape. One promising approach is developing domain‐specific languages (DSLs) for a set of applications. Using code generation techniques then allows targeting a range of hardware platforms while concurrently applying domain‐specific optimizations in an automated fashion. The present work aims to further the state of the art in this field. As domain, we choose PDE solvers and, in particular, those from the group of geometric multigrid methods. To avoid having a focus too broad, we restrict ourselves to methods working on structured and patch‐structured grids. We face the challenge of handling a domain as complex as ours, while providing different abstractions for diverse user groups, by splitting our external DSL ExaSlang into multiple layers, each specifying different aspects of the final application. Layer 1 is designed to resemble LaTeX and allows inputting continuous equations and functions. Their discretization is expressed on layer 2. It is complemented by algorithmic components which can be implemented in a Matlab‐like syntax on layer 3. All information provided to this point is summarized on layer 4, enriched with particulars about data structures and the employed parallelization. Additionally, we support automated progression between the different layers. All ExaSlang input is processed by our jointly developed Scala code generation framework to ultimately emit C++ code. We particularly focus on how to generate applications parallelized with, e.g., MPI and OpenMP that are able to run on workstations and large‐scale cluster alike. We showcase the applicability of our approach by implementing simple test problems, like Poisson’s equation, as well as relevant applications from the field of computational fluid dynamics (CFD). In particular, we implement scalable solvers for the Stokes, Navier‐Stokes and shallow water equations (SWE) discretized using finite differences (FD) and finite volumes (FV). For the case of Navier‐Stokes, we also extend our implementation towards non‐uniform grids, thereby enabling static mesh refinement, and advanced effects such as the simulated fluid being non‐Newtonian and non‐isothermal

Software for Exascale Computing - SPPEXA 2016-2019

This open access book summarizes the research done and results obtained in the second funding phase of the Priority Program 1648 "Software for Exascale Computing" (SPPEXA) of the German Research Foundation (DFG) presented at the SPPEXA Symposium in Dresden during October 21-23, 2019. In that respect, it both represents a continuation of Vol. 113 in Springer’s series Lecture Notes in Computational Science and Engineering, the corresponding report of SPPEXA’s first funding phase, and provides an overview of SPPEXA’s contributions towards exascale computing in today's sumpercomputer technology. The individual chapters address one or more of the research directions (1) computational algorithms, (2) system software, (3) application software, (4) data management and exploration, (5) programming, and (6) software tools. The book has an interdisciplinary appeal: scholars from computational sub-fields in computer science, mathematics, physics, or engineering will find it of particular interest

On the Pricing of Forward Starting Options under Stochastic Volatility

We consider the problem of pricing European forward starting options in the presence of stochastic ­volatility. By performing a change of measure using the asset price at the time of strike determination as a numeraire, we derive a closed-form solution based on Heston’s model of stochastic volatility