Adapting the interior point method for the solution of LPs on serial, coarse grain parallel and massively parallel computers

In this paper we describe a unified scheme for implementing an interior point algorithm (IPM) over a range of computer architectures. In the inner iteration of the IPM a search direction is computed using Newton's method. 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 serial, coarse grain parallel and massively parallel computer architectures, are considered in detail. We put forward arguments as to why integration of the system within a sparse simplex solver is important and outline how the system is designed to achieve this integration

Design of a reusable distributed arithmetic filter and its application to the affine projection algorithm

Digital signal processing (DSP) is widely used in many applications spanning the spectrum from audio processing to image and video processing to radar and sonar processing. At the core of digital signal processing applications is the digital filter which are implemented in two ways, using either finite impulse response (FIR) filters or infinite impulse response (IIR) filters. The primary difference between FIR and IIR is that for FIR filters, the output is dependent only on the inputs, while for IIR filters the output is dependent on the inputs and the previous outputs. FIR filters also do not sur from stability issues stemming from the feedback of the output to the input that aect IIR filters. In this thesis, an architecture for FIR filtering based on distributed arithmetic is presented. The proposed architecture has the ability to implement large FIR filters using minimal hardware and at the same time is able to complete the FIR filtering operation in minimal amount of time and delay when compared to typical FIR filter implementations. The proposed architecture is then used to implement the fast affine projection adaptive algorithm, an algorithm that is typically used with large filter sizes. The fast affine projection algorithm has a high computational burden that limits the throughput, which in turn restricts the number of applications. However, using the proposed FIR filtering architecture, the limitations on throughput are removed. The implementation of the fast affine projection adaptive algorithm using distributed arithmetic is unique to this thesis. The constructed adaptive filter shares all the benefits of the proposed FIR filter: low hardware requirements, high speed, and minimal delay.Ph.D.Committee Chair: Anderson, Dr. David V.; Committee Member: Hasler, Dr. Paul E.; Committee Member: Mooney, Dr. Vincent J.; Committee Member: Taylor, Dr. David G.; Committee Member: Vuduc, Dr. Richar

Time-parallel iterative solvers for parabolic evolution equations

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of parabolic problems, we show that the standard nonsymmetric time-global system can be equivalently reformulated as an original symmetric saddle-point system that remains inf-sup stable with respect to the same natural parabolic norms. We then propose and analyse an efficient and readily implementable parallel-in-time preconditioner to be used with an inexact Uzawa method. The proposed preconditioner is non-intrusive and easy to implement in practice, and also features the key theoretical advantages of robust spectral bounds, leading to convergence rates that are independent of the number of time-steps, final time, or spatial mesh sizes, and also a theoretical parallel complexity that grows only logarithmically with respect to the number of time-steps. Numerical experiments with large-scale parallel computations show the effectiveness of the method, along with its good weak and strong scaling properties

OSQP: An Operator Splitting Solver for Quadratic Programs

We present a general-purpose solver for convex quadratic programs based on the alternating direction method of multipliers, employing a novel operator splitting technique that requires the solution of a quasi-definite linear system with the same coefficient matrix at almost every iteration. Our algorithm is very robust, placing no requirements on the problem data such as positive definiteness of the objective function or linear independence of the constraint functions. It can be configured to be division-free once an initial matrix factorization is carried out, making it suitable for real-time applications in embedded systems. In addition, our technique is the first operator splitting method for quadratic programs able to reliably detect primal and dual infeasible problems from the algorithm iterates. The method also supports factorization caching and warm starting, making it particularly efficient when solving parametrized problems arising in finance, control, and machine learning. Our open-source C implementation OSQP has a small footprint, is library-free, and has been extensively tested on many problem instances from a wide variety of application areas. It is typically ten times faster than competing interior-point methods, and sometimes much more when factorization caching or warm start is used. OSQP has already shown a large impact with tens of thousands of users both in academia and in large corporations

Iterative Schedule Optimization for Parallelization in the Polyhedron Model

In high-performance computing, one primary objective is to exploit the performance that the given target hardware can deliver to the fullest. Compilers that have the ability to automatically optimize programs for a specific target hardware can be highly useful in this context. Iterative (or search-based) compilation requires little or no prior knowledge and can adapt more easily to concrete programs and target hardware than static cost models and heuristics. Thereby, iterative compilation helps in situations in which static heuristics do not reflect the combination of input program and target hardware well. Moreover, iterative compilation may enable the derivation of more accurate cost models and heuristics for optimizing compilers. In this context, the polyhedron model is of help as it provides not only a mathematical representation of programs but, more importantly, a uniform representation of complex sequences of program transformations by schedule functions. The latter facilitates the systematic exploration of the set of legal transformations of a given program. Early approaches to purely iterative schedule optimization in the polyhedron model do not limit their search to schedules that preserve program semantics and, thereby, suffer from the need to explore numbers of illegal schedules. More recent research ensures the legality of program transformations but presumes a sequential rather than a parallel execution of the transformed program. Other approaches do not perform a purely iterative optimization. We propose an approach to iterative schedule optimization for parallelization and tiling in the polyhedron model. Our approach targets loop programs that profit from data locality optimization and coarse-grained loop parallelization. The schedule search space can be explored either randomly or by means of a genetic algorithm. To determine a schedule's profitability, we rely primarily on measuring the transformed code's execution time. While benchmarking is accurate, it increases the time and resource consumption of program optimization tremendously and can even make it impractical. We address this limitation by proposing to learn surrogate models from schedules generated and evaluated in previous runs of the iterative optimization and to replace benchmarking by performance prediction to the extent possible. Our evaluation on the PolyBench 4.1 benchmark set reveals that, in a given setting, iterative schedule optimization yields significantly higher speedups in the execution of the program to be optimized. Surrogate performance models learned from training data that was generated during previous iterative optimizations can reduce the benchmarking effort without strongly impairing the optimization result. A prerequisite for this approach is a sufficient similarity between the training programs and the program to be optimized

LMS Adaptive Filters for Noise Cancellation: A Review

This paper reviews the past and the recent research on Adaptive Filter algorithms based on adaptive noise cancellation systems. In many applications of noise cancellation, the change in signal characteristics could be quite fast which requires the utilization of adaptive algorithms that converge rapidly. Algorithms such as LMS and RLS proves to be vital in the noise cancellation are reviewed including principle and recent modifications to increase the convergence rate and reduce the computational complexity for future implementation. The purpose of this paper is not only to discuss various noise cancellation LMS algorithms but also to provide the reader with an overview of the research conducted

1-Bit processing based model predictive control for fractionated satellite missions

In this thesis, a 1-bit processing based Model Predictive Control (OBMPC) structure is proposed for a fractionated satellite attitude control mission. Despite the appealing advantages of the MPC algorithm towards constrained MIMO control applications, implementing the MPC algorithm onboard a small satellite is certainly challenging due to the limited onboard resources. The proposed design is based on the 1-bit processing concept, which takes advantage of the affine relation between the 1-bit state feedback and multi-bit parameters to implement a multiplier free MPC controller. As multipliers are the major power consumer in online optimization, the OBMPC structure is proven to be more efficient in comparison to the conventional MPC implementation in term of power and circuit complexity. The system is in digital control nature, affected by quantization noise introduced by Δ∑ modulators. The stability issues and practical design criteria are also discussed in this work. Some other aspects are considered in this work to complete the control system. Firstly, the implementation of the OBMPC system relies on the 1-bit state feedbacks. Hence, 1-bit sensing components are needed to implement the OBMPC system. While the ∆∑ modulator based Microelectromechanical systems (MEMS) gyroscope is considered in this work, it is possible to implement this concept into other sensing components. Secondly, as the proposed attitude mission is based on the wireless inter-satellite link (ISL), a state estimator is required. However, conventional state estimators will once again introduce multi-bit signals, and compromise the simple, direct implementation of the OBMPC controller. Therefore, the 1-bit state estimator is also designed in this work to satisfy the requirements of the proposed fractionated attitude control mission. The simulation for the OBMPC is based on a 2U CubeSat model in a fractionated satellite structure, in which the payload and actuators are separated from the controller and controlled via the ISL. Matlab simulations and FPGA implementation based performance analysis shows that the OBMPC is feasible for fractionated satellite missions and is advantageous over the conventional MPC controllers