Custom optimization algorithms for efficient hardware implementation

The focus is on real-time optimal decision making with application in advanced control systems. These computationally intensive schemes, which involve the repeated solution of (convex) optimization problems within a sampling interval, require more efficient computational methods than currently available for extending their application to highly dynamical systems and setups with resource-constrained embedded computing platforms. A range of techniques are proposed to exploit synergies between digital hardware, numerical analysis and algorithm design. These techniques build on top of parameterisable hardware code generation tools that generate VHDL code describing custom computing architectures for interior-point methods and a range of first-order constrained optimization methods. Since memory limitations are often important in embedded implementations we develop a custom storage scheme for KKT matrices arising in interior-point methods for control, which reduces memory requirements significantly and prevents I/O bandwidth limitations from affecting the performance in our implementations. To take advantage of the trend towards parallel computing architectures and to exploit the special characteristics of our custom architectures we propose several high-level parallel optimal control schemes that can reduce computation time. A novel optimization formulation was devised for reducing the computational effort in solving certain problems independent of the computing platform used. In order to be able to solve optimization problems in fixed-point arithmetic, which is significantly more resource-efficient than floating-point, tailored linear algebra algorithms were developed for solving the linear systems that form the computational bottleneck in many optimization methods. These methods come with guarantees for reliable operation. We also provide finite-precision error analysis for fixed-point implementations of first-order methods that can be used to minimize the use of resources while meeting accuracy specifications. The suggested techniques are demonstrated on several practical examples, including a hardware-in-the-loop setup for optimization-based control of a large airliner.Open Acces

Speculation in Parallel and Distributed Event Processing Systems

Event stream processing (ESP) applications enable the real-time processing of continuous flows of data. Algorithmic trading, network monitoring, and processing data from sensor networks are good examples of applications that traditionally rely upon ESP systems. In addition, technological advances are resulting in an increasing number of devices that are network enabled, producing information that can be automatically collected and processed. This increasing availability of on-line data motivates the development of new and more sophisticated applications that require low-latency processing of large volumes of data. ESP applications are composed of an acyclic graph of operators that is traversed by the data. Inside each operator, the events can be transformed, aggregated, enriched, or filtered out. Some of these operations depend only on the current input events, such operations are called stateless. Other operations, however, depend not only on the current event, but also on a state built during the processing of previous events. Such operations are, therefore, named stateful. As the number of ESP applications grows, there are increasingly strong requirements, which are often difficult to satisfy. In this dissertation, we address two challenges created by the use of stateful operations in a ESP application: (i) stateful operators can be bottlenecks because they are sensitive to the order of events and cannot be trivially parallelized by replication; and (ii), if failures are to be tolerated, the accumulated state of an stateful operator needs to be saved, saving this state traditionally imposes considerable performance costs. Our approach is to evaluate the use of speculation to address these two issues. For handling ordering and parallelization issues in a stateful operator, we propose a speculative approach that both reduces latency when the operator must wait for the correct ordering of the events and improves throughput when the operation in hand is parallelizable. In addition, our approach does not require that user understand concurrent programming or that he or she needs to consider out-of-order execution when writing the operations. For fault-tolerant applications, traditional approaches have imposed prohibitive performance costs due to pessimistic schemes. We extend such approaches, using speculation to mask the cost of fault tolerance.:1 Introduction 1 1.1 Event stream processing systems ......................... 1 1.2 Running example ................................. 3 1.3 Challenges and contributions ........................... 4 1.4 Outline ...................................... 6 2 Background 7 2.1 Event stream processing ............................. 7 2.1.1 State in operators: Windows and synopses ............................ 8 2.1.2 Types of operators ............................ 12 2.1.3 Our prototype system........................... 13 2.2 Software transactional memory.......................... 18 2.2.1 Overview ................................. 18 2.2.2 Memory operations............................ 19 2.3 Fault tolerance in distributed systems ...................................... 23 2.3.1 Failure model and failure detection ...................................... 23 2.3.2 Recovery semantics............................ 24 2.3.3 Active and passive replication ...................... 24 2.4 Summary ..................................... 26 3 Extending event stream processing systems with speculation 27 3.1 Motivation..................................... 27 3.2 Goals ....................................... 28 3.3 Local versus distributed speculation ....................... 29 3.4 Models and assumptions ............................. 29 3.4.1 Operators................................. 30 3.4.2 Events................................... 30 3.4.3 Failures .................................. 31 4 Local speculation 33 4.1 Overview ..................................... 33 4.2 Requirements ................................... 35 4.2.1 Order ................................... 35 4.2.2 Aborts................................... 37 4.2.3 Optimism control ............................. 38 4.2.4 Notifications ............................... 39 4.3 Applications.................................... 40 4.3.1 Out-of-order processing ......................... 40 4.3.2 Optimistic parallelization......................... 42 4.4 Extensions..................................... 44 4.4.1 Avoiding unnecessary aborts ....................... 44 4.4.2 Making aborts unnecessary........................ 45 4.5 Evaluation..................................... 47 4.5.1 Overhead of speculation ......................... 47 4.5.2 Cost of misspeculation .......................... 50 4.5.3 Out-of-order and parallel processing micro benchmarks ........... 53 4.5.4 Behavior with example operators .................... 57 4.6 Summary ..................................... 60 5 Distributed speculation 63 5.1 Overview ..................................... 63 5.2 Requirements ................................... 64 5.2.1 Speculative events ............................ 64 5.2.2 Speculative accesses ........................... 69 5.2.3 Reliable ordered broadcast with optimistic delivery .................. 72 5.3 Applications .................................... 75 5.3.1 Passive replication and rollback recovery ................................ 75 5.3.2 Active replication ............................. 80 5.4 Extensions ..................................... 82 5.4.1 Active replication and software bugs ..................................... 82 5.4.2 Enabling operators to output multiple events ........................ 87 5.5 Evaluation .................................... 87 5.5.1 Passive replication ............................ 88 5.5.2 Active replication ............................. 88 5.6 Summary ..................................... 93 6 Related work 95 6.1 Event stream processing engines ......................... 95 6.2 Parallelization and optimistic computing ................................ 97 6.2.1 Speculation ................................ 97 6.2.2 Optimistic parallelization ......................... 98 6.2.3 Parallelization in event processing .................................... 99 6.2.4 Speculation in event processing ..................... 99 6.3 Fault tolerance .................................. 100 6.3.1 Passive replication and rollback recovery ............................... 100 6.3.2 Active replication ............................ 101 6.3.3 Fault tolerance in event stream processing systems ............. 103 7 Conclusions 105 7.1 Summary of contributions ............................ 105 7.2 Challenges and future work ............................ 106 Appendices Publications 107 Pseudocode for the consensus protocol 10

Speculation in Parallel and Distributed Event Processing Systems

Event stream processing (ESP) applications enable the real-time processing of continuous flows of data. Algorithmic trading, network monitoring, and processing data from sensor networks are good examples of applications that traditionally rely upon ESP systems. In addition, technological advances are resulting in an increasing number of devices that are network enabled, producing information that can be automatically collected and processed. This increasing availability of on-line data motivates the development of new and more sophisticated applications that require low-latency processing of large volumes of data. ESP applications are composed of an acyclic graph of operators that is traversed by the data. Inside each operator, the events can be transformed, aggregated, enriched, or filtered out. Some of these operations depend only on the current input events, such operations are called stateless. Other operations, however, depend not only on the current event, but also on a state built during the processing of previous events. Such operations are, therefore, named stateful. As the number of ESP applications grows, there are increasingly strong requirements, which are often difficult to satisfy. In this dissertation, we address two challenges created by the use of stateful operations in a ESP application: (i) stateful operators can be bottlenecks because they are sensitive to the order of events and cannot be trivially parallelized by replication; and (ii), if failures are to be tolerated, the accumulated state of an stateful operator needs to be saved, saving this state traditionally imposes considerable performance costs. Our approach is to evaluate the use of speculation to address these two issues. For handling ordering and parallelization issues in a stateful operator, we propose a speculative approach that both reduces latency when the operator must wait for the correct ordering of the events and improves throughput when the operation in hand is parallelizable. In addition, our approach does not require that user understand concurrent programming or that he or she needs to consider out-of-order execution when writing the operations. For fault-tolerant applications, traditional approaches have imposed prohibitive performance costs due to pessimistic schemes. We extend such approaches, using speculation to mask the cost of fault tolerance.:1 Introduction 1 1.1 Event stream processing systems ......................... 1 1.2 Running example ................................. 3 1.3 Challenges and contributions ........................... 4 1.4 Outline ...................................... 6 2 Background 7 2.1 Event stream processing ............................. 7 2.1.1 State in operators: Windows and synopses ............................ 8 2.1.2 Types of operators ............................ 12 2.1.3 Our prototype system........................... 13 2.2 Software transactional memory.......................... 18 2.2.1 Overview ................................. 18 2.2.2 Memory operations............................ 19 2.3 Fault tolerance in distributed systems ...................................... 23 2.3.1 Failure model and failure detection ...................................... 23 2.3.2 Recovery semantics............................ 24 2.3.3 Active and passive replication ...................... 24 2.4 Summary ..................................... 26 3 Extending event stream processing systems with speculation 27 3.1 Motivation..................................... 27 3.2 Goals ....................................... 28 3.3 Local versus distributed speculation ....................... 29 3.4 Models and assumptions ............................. 29 3.4.1 Operators................................. 30 3.4.2 Events................................... 30 3.4.3 Failures .................................. 31 4 Local speculation 33 4.1 Overview ..................................... 33 4.2 Requirements ................................... 35 4.2.1 Order ................................... 35 4.2.2 Aborts................................... 37 4.2.3 Optimism control ............................. 38 4.2.4 Notifications ............................... 39 4.3 Applications.................................... 40 4.3.1 Out-of-order processing ......................... 40 4.3.2 Optimistic parallelization......................... 42 4.4 Extensions..................................... 44 4.4.1 Avoiding unnecessary aborts ....................... 44 4.4.2 Making aborts unnecessary........................ 45 4.5 Evaluation..................................... 47 4.5.1 Overhead of speculation ......................... 47 4.5.2 Cost of misspeculation .......................... 50 4.5.3 Out-of-order and parallel processing micro benchmarks ........... 53 4.5.4 Behavior with example operators .................... 57 4.6 Summary ..................................... 60 5 Distributed speculation 63 5.1 Overview ..................................... 63 5.2 Requirements ................................... 64 5.2.1 Speculative events ............................ 64 5.2.2 Speculative accesses ........................... 69 5.2.3 Reliable ordered broadcast with optimistic delivery .................. 72 5.3 Applications .................................... 75 5.3.1 Passive replication and rollback recovery ................................ 75 5.3.2 Active replication ............................. 80 5.4 Extensions ..................................... 82 5.4.1 Active replication and software bugs ..................................... 82 5.4.2 Enabling operators to output multiple events ........................ 87 5.5 Evaluation .................................... 87 5.5.1 Passive replication ............................ 88 5.5.2 Active replication ............................. 88 5.6 Summary ..................................... 93 6 Related work 95 6.1 Event stream processing engines ......................... 95 6.2 Parallelization and optimistic computing ................................ 97 6.2.1 Speculation ................................ 97 6.2.2 Optimistic parallelization ......................... 98 6.2.3 Parallelization in event processing .................................... 99 6.2.4 Speculation in event processing ..................... 99 6.3 Fault tolerance .................................. 100 6.3.1 Passive replication and rollback recovery ............................... 100 6.3.2 Active replication ............................ 101 6.3.3 Fault tolerance in event stream processing systems ............. 103 7 Conclusions 105 7.1 Summary of contributions ............................ 105 7.2 Challenges and future work ............................ 106 Appendices Publications 107 Pseudocode for the consensus protocol 10

Kinematic artifacts in prestack depth migration.

Strong refraction of waves in the migration velocity model introduces kinematic artifacts¿coherent events not corresponding to actual reflectors¿into the image volumes produced by prestack depth migration applied to individual data bins. Because individual bins are migrated independently, the migration has no access to the bin component of slowness. This loss of slowness information permits events to migrate along multiple incident-reflected ray pairs, thus introducing spurious coherent events into the image volume. This pathology occurs for all common binning strategies, including common-source, common-offset, and common-scattering angle. Since the artifacts move out with bin parameter, their effect on the final stacked image is minimal, provided that the migration velocity model is kinematically correct. However, common-image gathers may exhibit energetic primary events with substantial residual moveout, even with the kinematically accurate migration velocity model

New strategies for the aerodynamic design optimization of aeronautical configurations through soft-computing techniques

Premio Extraordinario de Doctorado de la UAH en 2013Lozano Rodríguez, Carlos, codir.This thesis deals with the improvement of the optimization process in the aerodynamic design of aeronautical configurations. Nowadays, this topic is of great importance in order to allow the European aeronautical industry to reduce their development and operational costs, decrease the time-to-market for new aircraft, improve the quality of their products and therefore maintain their competitiveness. Within this thesis, a study of the state-of-the-art of the aerodynamic optimization tools has been performed, and several contributions have been proposed at different levels: -One of the main drawbacks for an industrial application of aerodynamic optimization tools is the huge requirement of computational resources, in particular, for complex optimization problems, current methodological approaches would need more than a year to obtain an optimized aircraft. For this reason, one proposed contribution of this work is focused on reducing the computational cost by the use of different techniques as surrogate modelling, control theory, as well as other more software-related techniques as code optimization and proper domain parallelization, all with the goal of decreasing the cost of the aerodynamic design process. -Other contribution is related to the consideration of the design process as a global optimization problem, and, more specifically, the use of evolutionary algorithms (EAs) to perform a preliminary broad exploration of the design space, due to their ability to obtain global optima. Regarding this, EAs have been hybridized with metamodels (or surrogate models), in order to substitute expensive CFD simulations. In this thesis, an innovative approach for the global aerodynamic optimization of aeronautical configurations is proposed, consisting of an Evolutionary Programming algorithm hybridized with a Support Vector regression algorithm (SVMr) as a metamodel. Specific issues as precision, dataset training size, geometry parameterization sensitivity and techniques for design of experiments are discussed and the potential of the proposed approach to achieve innovative shapes that would not be achieved with traditional methods is assessed. -Then, after a broad exploration of the design space, the optimization process is continued with local gradient-based optimization techniques for a finer improvement of the geometry. Here, an automated optimization framework is presented to address aerodynamic shape design problems. Key aspects of this framework include the use of the adjoint methodology to make the computational requirements independent of the number of design variables, and Computer Aided Design (CAD)-based shape parameterization, which uses the flexibility of Non-Uniform Rational B-Splines (NURBS) to handle complex configurations. The mentioned approach is applied to the optimization of several test cases and the improvements of the proposed strategy and its ability to achieve efficient shapes will complete this study

New strategies for the aerodynamic design optimization of aeronautical configurations through soft-computing techniques

Premio Extraordinario de Doctorado de la UAH en 2013Lozano Rodríguez, Carlos, codir.This thesis deals with the improvement of the optimization process in the aerodynamic design of aeronautical configurations. Nowadays, this topic is of great importance in order to allow the European aeronautical industry to reduce their development and operational costs, decrease the time-to-market for new aircraft, improve the quality of their products and therefore maintain their competitiveness. Within this thesis, a study of the state-of-the-art of the aerodynamic optimization tools has been performed, and several contributions have been proposed at different levels: -One of the main drawbacks for an industrial application of aerodynamic optimization tools is the huge requirement of computational resources, in particular, for complex optimization problems, current methodological approaches would need more than a year to obtain an optimized aircraft. For this reason, one proposed contribution of this work is focused on reducing the computational cost by the use of different techniques as surrogate modelling, control theory, as well as other more software-related techniques as code optimization and proper domain parallelization, all with the goal of decreasing the cost of the aerodynamic design process. -Other contribution is related to the consideration of the design process as a global optimization problem, and, more specifically, the use of evolutionary algorithms (EAs) to perform a preliminary broad exploration of the design space, due to their ability to obtain global optima. Regarding this, EAs have been hybridized with metamodels (or surrogate models), in order to substitute expensive CFD simulations. In this thesis, an innovative approach for the global aerodynamic optimization of aeronautical configurations is proposed, consisting of an Evolutionary Programming algorithm hybridized with a Support Vector regression algorithm (SVMr) as a metamodel. Specific issues as precision, dataset training size, geometry parameterization sensitivity and techniques for design of experiments are discussed and the potential of the proposed approach to achieve innovative shapes that would not be achieved with traditional methods is assessed. -Then, after a broad exploration of the design space, the optimization process is continued with local gradient-based optimization techniques for a finer improvement of the geometry. Here, an automated optimization framework is presented to address aerodynamic shape design problems. Key aspects of this framework include the use of the adjoint methodology to make the computational requirements independent of the number of design variables, and Computer Aided Design (CAD)-based shape parameterization, which uses the flexibility of Non-Uniform Rational B-Splines (NURBS) to handle complex configurations. The mentioned approach is applied to the optimization of several test cases and the improvements of the proposed strategy and its ability to achieve efficient shapes will complete this study

High-performance and hardware-aware computing: proceedings of the second International Workshop on New Frontiers in High-performance and Hardware-aware Computing (HipHaC\u2711), San Antonio, Texas, USA, February 2011 ; (in conjunction with HPCA-17)

High-performance system architectures are increasingly exploiting heterogeneity. The HipHaC workshop aims at combining new aspects of parallel, heterogeneous, and reconfigurable microprocessor technologies with concepts of high-performance computing and, particularly, numerical solution methods. Compute- and memory-intensive applications can only benefit from the full hardware potential if all features on all levels are taken into account in a holistic approach