132,914 research outputs found
Adapting the interior point method for the solution of linear programs on high performance computers
In this paper we describe a unified algorithmic framework for the interior point method (IPM) of solving Linear Programs (LPs) which allows us to adapt it over a range of high performance computer architectures. We set out the reasons as to why IPM makes better use of high performance computer architecture than the sparse simplex method. In the inner iteration of the IPM a search direction is computed using Newton or higher order methods. Computationally this involves solving a sparse symmetric positive definite (SSPD) system of equations. The choice of direct and indirect methods for the solution of this system and the design of data structures to take advantage of coarse grain parallel and massively parallel computer architectures are considered in detail. Finally, we present experimental results of solving NETLIB test problems on examples of these architectures and put forward arguments as to why integration of the system within sparse simplex is beneficial
A distributed-memory package for dense Hierarchically Semi-Separable matrix computations using randomization
We present a distributed-memory library for computations with dense
structured matrices. A matrix is considered structured if its off-diagonal
blocks can be approximated by a rank-deficient matrix with low numerical rank.
Here, we use Hierarchically Semi-Separable representations (HSS). Such matrices
appear in many applications, e.g., finite element methods, boundary element
methods, etc. Exploiting this structure allows for fast solution of linear
systems and/or fast computation of matrix-vector products, which are the two
main building blocks of matrix computations. The compression algorithm that we
use, that computes the HSS form of an input dense matrix, relies on randomized
sampling with a novel adaptive sampling mechanism. We discuss the
parallelization of this algorithm and also present the parallelization of
structured matrix-vector product, structured factorization and solution
routines. The efficiency of the approach is demonstrated on large problems from
different academic and industrial applications, on up to 8,000 cores.
This work is part of a more global effort, the STRUMPACK (STRUctured Matrices
PACKage) software package for computations with sparse and dense structured
matrices. Hence, although useful on their own right, the routines also
represent a step in the direction of a distributed-memory sparse solver
An adaptive prefix-assignment technique for symmetry reduction
This paper presents a technique for symmetry reduction that adaptively
assigns a prefix of variables in a system of constraints so that the generated
prefix-assignments are pairwise nonisomorphic under the action of the symmetry
group of the system. The technique is based on McKay's canonical extension
framework [J.~Algorithms 26 (1998), no.~2, 306--324]. Among key features of the
technique are (i) adaptability---the prefix sequence can be user-prescribed and
truncated for compatibility with the group of symmetries; (ii)
parallelizability---prefix-assignments can be processed in parallel
independently of each other; (iii) versatility---the method is applicable
whenever the group of symmetries can be concisely represented as the
automorphism group of a vertex-colored graph; and (iv) implementability---the
method can be implemented relying on a canonical labeling map for
vertex-colored graphs as the only nontrivial subroutine. To demonstrate the
practical applicability of our technique, we have prepared an experimental
open-source implementation of the technique and carry out a set of experiments
that demonstrate ability to reduce symmetry on hard instances. Furthermore, we
demonstrate that the implementation effectively parallelizes to compute
clusters with multiple nodes via a message-passing interface.Comment: Updated manuscript submitted for revie
Dynamic Programming on Nominal Graphs
Many optimization problems can be naturally represented as (hyper) graphs,
where vertices correspond to variables and edges to tasks, whose cost depends
on the values of the adjacent variables. Capitalizing on the structure of the
graph, suitable dynamic programming strategies can select certain orders of
evaluation of the variables which guarantee to reach both an optimal solution
and a minimal size of the tables computed in the optimization process. In this
paper we introduce a simple algebraic specification with parallel composition
and restriction whose terms up to structural axioms are the graphs mentioned
above. In addition, free (unrestricted) vertices are labelled with variables,
and the specification includes operations of name permutation with finite
support. We show a correspondence between the well-known tree decompositions of
graphs and our terms. If an axiom of scope extension is dropped, several
(hierarchical) terms actually correspond to the same graph. A suitable
graphical structure can be found, corresponding to every hierarchical term.
Evaluating such a graphical structure in some target algebra yields a dynamic
programming strategy. If the target algebra satisfies the scope extension
axiom, then the result does not depend on the particular structure, but only on
the original graph. We apply our approach to the parking optimization problem
developed in the ASCENS e-mobility case study, in collaboration with
Volkswagen. Dynamic programming evaluations are particularly interesting for
autonomic systems, where actual behavior often consists of propagating local
knowledge to obtain global knowledge and getting it back for local decisions.Comment: In Proceedings GaM 2015, arXiv:1504.0244
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