Composing Scalable Nonlinear Algebraic Solvers

Most efficient linear solvers use composable algorithmic components, with the most common model being the combination of a Krylov accelerator and one or more preconditioners. A similar set of concepts may be used for nonlinear algebraic systems, where nonlinear composition of different nonlinear solvers may significantly improve the time to solution. We describe the basic concepts of nonlinear composition and preconditioning and present a number of solvers applicable to nonlinear partial differential equations. We have developed a software framework in order to easily explore the possible combinations of solvers. We show that the performance gains from using composed solvers can be substantial compared with gains from standard Newton-Krylov methods.Comment: 29 pages, 14 figures, 13 table

Riemannian Acceleration with Preconditioning for symmetric eigenvalue problems

In this paper, we propose a Riemannian Acceleration with Preconditioning (RAP) for symmetric eigenvalue problems, which is one of the most important geodesically convex optimization problem on Riemannian manifold, and obtain the acceleration. Firstly, the preconditioning for symmetric eigenvalue problems from the Riemannian manifold viewpoint is discussed. In order to obtain the local geodesic convexity, we develop the leading angle to measure the quality of the preconditioner for symmetric eigenvalue problems. A new Riemannian acceleration, called Locally Optimal Riemannian Accelerated Gradient (LORAG) method, is proposed to overcome the local geodesic convexity for symmetric eigenvalue problems. With similar techniques for RAGD and analysis of local convex optimization in Euclidean space, we analyze the convergence of LORAG. Incorporating the local geodesic convexity of symmetric eigenvalue problems under preconditioning with the LORAG, we propose the Riemannian Acceleration with Preconditioning (RAP) and prove its acceleration. Additionally, when the Schwarz preconditioner, especially the overlapping or non-overlapping domain decomposition method, is applied for elliptic eigenvalue problems, we also obtain the rate of convergence as $1-C\kappa^{-1/2}$, where $C$ is a constant independent of the mesh sizes and the eigenvalue gap, $\kappa=\kappa_{\nu}\lambda_{2}/(\lambda_{2}-\lambda_{1})$, $\kappa_{\nu}$ is the parameter from the stable decomposition, $\lambda_{1}$ and $\lambda_{2}$ are the smallest two eigenvalues of the elliptic operator. Numerical results show the power of Riemannian acceleration and preconditioning.Comment: Due to the limit in abstract of arXiv, the abstract here is shorter than in PD

Monolithic Multigrid for Magnetohydrodynamics

The magnetohydrodynamics (MHD) equations model a wide range of plasma physics applications and are characterized by a nonlinear system of partial differential equations that strongly couples a charged fluid with the evolution of electromagnetic fields. After discretization and linearization, the resulting system of equations is generally difficult to solve due to the coupling between variables, and the heterogeneous coefficients induced by the linearization process. In this paper, we investigate multigrid preconditioners for this system based on specialized relaxation schemes that properly address the system structure and coupling. Three extensions of Vanka relaxation are proposed and applied to problems with up to 170 million degrees of freedom and fluid and magnetic Reynolds numbers up to 400 for stationary problems and up to 20,000 for time-dependent problems

Substructured formulations of nonlinear structure problems - influence of the interface condition

We investigate the use of non-overlapping domain decomposition (DD) methods for nonlinear structure problems. The classic techniques would combine a global Newton solver with a linear DD solver for the tangent systems. We propose a framework where we can swap Newton and DD, so that we solve independent nonlinear problems for each substructure and linear condensed interface problems. The objective is to decrease the number of communications between subdomains and to improve parallelism. Depending on the interface condition, we derive several formulations which are not equivalent, contrarily to the linear case. Primal, dual and mixed variants are described and assessed on a simple plasticity problem.Comment: in International Journal for Numerical Methods in Engineering, Wiley, 201

Distributed-memory parallelization of the aggregated unfitted finite element method

The aggregated unfitted finite element method (AgFEM) is a methodology recently introduced in order to address conditioning and stability problems associated with embedded, unfitted, or extended finite element methods. The method is based on removal of basis functions associated with badly cut cells by introducing carefully designed constraints, which results in well-posed systems of linear algebraic equations, while preserving the optimal approximation order of the underlying finite element spaces. The specific goal of this work is to present the implementation and performance of the method on distributed-memory platforms aiming at the efficient solution of large-scale problems. In particular, we show that, by considering AgFEM, the resulting systems of linear algebraic equations can be effectively solved using standard algebraic multigrid preconditioners. This is in contrast with previous works that consider highly customized preconditioners in order to allow one the usage of iterative solvers in combination with unfitted techniques. Another novelty with respect to the methods available in the literature is the problem sizes that can be handled with the proposed approach. While most of previous references discussing linear solvers for unfitted methods are based on serial non-scalable algorithms, we propose a parallel distributed-memory method able to efficiently solve problems at large scales. This is demonstrated by means of a weak scaling test defined on complex 3D domains up to 300M degrees of freedom and one billion cells on 16K CPU cores in the Marenostrum-IV platform. The parallel implementation of the AgFEM method is available in the large-scale finite element package FEMPAR

Iterative methods for heterogeneous media

EThOS - Electronic Theses Online ServiceGBUnited Kingdo

Distributed-memory parallelization of the aggregated unfitted finite element method

The aggregated unfitted finite element method (AgFEM) is a methodology recently introduced in order to address conditioning and stability problems associated with embedded, unfitted, or extended finite element methods. The method is based on removal of basis functions associated with badly cut cells by introducing carefully designed constraints, which results in well-posed systems of linear algebraic equations, while preserving the optimal approximation order of the underlying finite element spaces. The specific goal of this work is to present the implementation and performance of the method on distributed-memory platforms aiming at the efficient solution of large-scale problems. In particular, we show that, by considering AgFEM, the resulting systems of linear algebraic equations can be effectively solved using standard algebraic multigrid preconditioners. This is in contrast with previous works that consider highly customized preconditioners in order to allow one the usage of iterative solvers in combination with unfitted techniques. Another novelty with respect to the methods available in the literature is the problem sizes that can be handled with the proposed approach. While most of previous references discussing linear solvers for unfitted methods are based on serial non-scalable algorithms, we propose a parallel distributed-memory method able to efficiently solve problems at large scales. This is demonstrated by means of a weak scaling test defined on complex 3D domains up to 300M degrees of freedom and one billion cells on 16K CPU cores in the Marenostrum-IV platform. The parallel implementation of the AgFEM method is available in the large-scale finite element package FEMPAR

Large Scale Kernel Methods for Fun and Profit

Kernel methods are among the most flexible classes of machine learning models with strong theoretical guarantees. Wide classes of functions can be approximated arbitrarily well with kernels, while fast convergence and learning rates have been formally shown to hold. Exact kernel methods are known to scale poorly with increasing dataset size, and we believe that one of the factors limiting their usage in modern machine learning is the lack of scalable and easy to use algorithms and software. The main goal of this thesis is to study kernel methods from the point of view of efficient learning, with particular emphasis on large-scale data, but also on low-latency training, and user efficiency. We improve the state-of-the-art for scaling kernel solvers to datasets with billions of points using the Falkon algorithm, which combines random projections with fast optimization. Running it on GPUs, we show how to fully utilize available computing power for training kernel machines. To boost the ease-of-use of approximate kernel solvers, we propose an algorithm for automated hyperparameter tuning. By minimizing a penalized loss function, a model can be learned together with its hyperparameters, reducing the time needed for user-driven experimentation. In the setting of multi-class learning, we show that – under stringent but realistic assumptions on the separation between classes – a wide set of algorithms needs much fewer data points than in the more general setting (without assumptions on class separation) to reach the same accuracy. The first part of the thesis develops a framework for efficient and scalable kernel machines. This raises the question of whether our approaches can be used successfully in real-world applications, especially compared to alternatives based on deep learning which are often deemed hard to beat. The second part aims to investigate this question on two main applications, chosen because of the paramount importance of having an efficient algorithm. First, we consider the problem of instance segmentation of images taken from the iCub robot. Here Falkon is used as part of a larger pipeline, but the efficiency afforded by our solver is essential to ensure smooth human-robot interactions. In the second instance, we consider time-series forecasting of wind speed, analysing the relevance of different physical variables on the predictions themselves. We investigate different schemes to adapt i.i.d. learning to the time-series setting. Overall, this work aims to demonstrate, through novel algorithms and examples, that kernel methods are up to computationally demanding tasks, and that there are concrete applications in which their use is warranted and more efficient than that of other, more complex, and less theoretically grounded models