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

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

Preconditioners for state constrained optimal control problems\ud with Moreau-Yosida penalty function tube

Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the state poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared to other approaches. In this paper we develop preconditioners for the efficient solution of the Newton steps associated with the fast solution of the Moreau-Yosida regularized problem. Numerical results illustrate the competitiveness of this approach. \ud \ud Copyright c 2000 John Wiley & Sons, Ltd

Parallel implementation of the finite element method on shared memory multiprocessors

PhD ThesisThe work presented in this thesis concerns parallel methods for finite element analysis. The research has been funded by British Gas and some of the presented material involves work on their software. Practical problems involving the finite element method can use a large amount of processing power and the execution times can be very large. It is consequently important to investigate the possibilities for the parallel implementation of the method. The research has been carried out on an Encore Multimax, a shared memory multiprocessor with 14 identical CPU's. We firstly experimented on autoparallelising a large British Gas finite element program (GASP4) using Encore's parallelising Fortran compiler (epf). The par- allel program generated by epj proved not to be efficient. The main reasons are the complexity of the code and small grain parallelism. Since the program is hard to analyse for the compiler at high levels, only small grain parallelism has been inserted automatically into the code. This involves a great deal of low level syn- chronisations which produce large overheads and cause inefficiency. A detailed analysis of the autoparallelised code has been made with a view to determining the reasons for the inefficiency. Suggestions have also been made about writing programs such that they are suitable for efficient autoparallelisation. The finite element method consists of the assembly of a stiffness matrix and the solution of a set of simultaneous linear equations. A sparse representation of the stiffness matrix has been used to allow experimentation on large problems. Parallel assembly techniques for the sparse representation have been developed. Some of these methods have proved to be very efficient giving speed ups that are near ideal. For the solution phase, we have used the preconditioned conjugate gradient method (PCG). An incomplete LU factorization ofthe stiffness matrix with no fill- in (ILU(O)) has been found to be an effective preconditioner. The factors can be obtained at a low cost. We have parallelised all the steps of the PCG method. The main bottleneck is the triangular solves (preconditioning operations) at each step. Two parallel methods of triangular solution have been implemented. One is based on level scheduling (row-oriented parallelism) and the other is a new approach called independent columns (column-oriented parallelism). The algorithms have been tested for row and red-black orderings of the nodal unknowns in the finite element meshes considered. The best speed ups obtained are 7.29 (on 12 processors) for level scheduling and 7.11 (on 12 processors) for independent columns. Red-black ordering gives rise to better parallel performance than row ordering in general. An analysis of methods for the improvement of the parallel efficiency has been made.British Ga

Computational methods and software systems for dynamics and control of large space structures

Two key areas of crucial importance to the computer-based simulation of large space structures are discussed. The first area involves multibody dynamics (MBD) of flexible space structures, with applications directed to deployment, construction, and maneuvering. The second area deals with advanced software systems, with emphasis on parallel processing. The latest research thrust in the second area involves massively parallel computers

GPU-Accelerated Finite Element Method for Modelling Light Transport in Diffuse Optical Tomography

We introduce a GPU-accelerated finite element forward solver for the computation of light transport in scattering media. The forward model is the computationally most expensive component of iterative methods for image reconstruction in diffuse optical tomography, and performance optimisation of the forward solver is therefore crucial for improving the efficiency of the solution of the inverse problem. The GPU forward solver uses a CUDA implementation that evaluates on the graphics hardware the sparse linear system arising in the finite element formulation of the diffusion equation. We present solutions for both time-domain and frequency-domain problems. A comparison with a CPU-based implementation shows significant performance gains of the graphics accelerated solution, with improvements of approximately a factor of 10 for double-precision computations, and factors beyond 20 for single-precision computations. The gains are also shown to be dependent on the mesh complexity, where the largest gains are achieved for high mesh resolutions

Multi-GPU acceleration of large-scale density-based topology optimization

This work presents a parallel implementation of density-based topology optimization using distributed GPU computing systems. The use of multiple GPU devices allows us accelerating the computing process and increasing the device memory available for GPU computing. This increment of device memory enables us to address large models that commonly do not fit into one GPU device. The most modern scientific computers incorporate these devices to design energy-efficient, low-cost, and high-computing power systems. However, we should adopt the proper techniques to take advantage of the computational resources of such high-performance many-core computing systems. It is well-known that the bottleneck of density-based topology optimization is the solving of the linear elasticity problem using Finite Element Analysis (FEA) during the topology optimization iterations. We solve the linear system of equations obtained from FEA using a distributed conjugate gradient solver preconditioned by a smooth aggregation-based algebraic multigrid (AMG) using GPU computing with multiple devices. The use of aggregation-based AMG reduces memory requirements and improves the efficiency of the interpolation operation. This fact is rewarding for GPU computing. We evaluate the performance and scalability of the distributed GPU system using structured and unstructured meshes. We also test the performance using different 3D finite elements and relaxing operators. Besides, we evaluate the use of numerical approaches to increase the topology optimization performance. Finally, we present a comparison between the many-core computing instance and one efficient multi-core implementation to highlight the advantages of using GPU computing in large-scale density-based topology optimization problems.This work has been supported by the AEI/FEDER and UE under the contract DPI2016-77538-R, and by the “Fundación Séneca – Agencia de Ciencia y Tecnología de la Región de Murcia” of Spain under the contract 20911/PI/18

Accelerating the task/data-parallel version of ILUPACK¿s BiCG in multi-CPU/GPU configurations

[EN] ILUPACK is a valuable tool for the solution of sparse linear systems via iterative Krylov subspace-based methods. Its relevance for the solution of real problems has motivated several efforts to enhance its performance on parallel machines. In this work we focus on exploiting the task-level parallelism derived from the structure of the BiCG method, in addition to the data-level parallelism of the internal matrix computations, with the goal of boosting the performance of a GPU (graphics processing unit) implementation of this solver. First, we revisit the use of dual-GPU systems to execute independent stages of the BiCG concurrently on both accelerators, while leveraging the extra memory space to improve the data access patterns. In addition, we extend our ideas to compute the BiCG method efficiently in multicore platforms with a single GPU. In this line, we study the possibilities offered by hybrid CPU-GPU computations, as well as a novel synchronization-free sparse triangular linear solver. The experimental results with the new solvers show important acceleration factors with respect to the previous data-parallel CPU and GPU versions. (C) 2019 Elsevier B.V. All rights reserved.J. I. Aliaga and E. S. Quintana-Orti were supported by project TIN2017-82972-R of the MINECO and FEDER. E. Dufrechou and P. Ezzatti were supported by Programa de Desarrollo de las Ciencias Basicas (PEDECIBA), Uruguay.Aliaga, JI.; Dufrechou, E.; Ezzatti, P.; Quintana-Ortí, ES. (2019). Accelerating the task/data-parallel version of ILUPACK¿s BiCG in multi-CPU/GPU configurations. Parallel Computing. 85:79-87. https://doi.org/10.1016/j.parco.2019.02.005S79878

Preconditioning for Allen-Cahn variational inequalities with non-local constraints

The solution of Allen-Cahn variational inequalities with mass constraints is of interest in many applications. This problem can be solved both in its scalar and vector-valued form as a PDE-constrained optimization problem by means of a primal-dual active set method. At the heart of this method lies the solution of linear systems in saddle point form. In this paper we propose the use of Krylov-subspace solvers and suitable preconditioners for the saddle point systems. Numerical results illustrate the competitiveness of this approach