Software tools for stochastic programming: A Stochastic Programming Integrated Environment (SPInE)

SP models combine the paradigm of dynamic linear programming with modelling of random parameters, providing optimal decisions which hedge against future uncertainties. Advances in hardware as well as software techniques and solution methods have made SP a viable optimisation tool. We identify a growing need for modelling systems which support the creation and investigation of SP problems. Our SPInE system integrates a number of components which include a flexible modelling tool (based on stochastic extensions of the algebraic modelling languages AMPL and MPL), stochastic solvers, as well as special purpose scenario generators and database tools. We introduce an asset/liability management model and illustrate how SPInE can be used to create and process this model as a multistage SP application

A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also

Curriculum Guidelines for Undergraduate Programs in Data Science

The Park City Math Institute (PCMI) 2016 Summer Undergraduate Faculty Program met for the purpose of composing guidelines for undergraduate programs in Data Science. The group consisted of 25 undergraduate faculty from a variety of institutions in the U.S., primarily from the disciplines of mathematics, statistics and computer science. These guidelines are meant to provide some structure for institutions planning for or revising a major in Data Science

Tackling Exascale Software Challenges in Molecular Dynamics Simulations with GROMACS

GROMACS is a widely used package for biomolecular simulation, and over the last two decades it has evolved from small-scale efficiency to advanced heterogeneous acceleration and multi-level parallelism targeting some of the largest supercomputers in the world. Here, we describe some of the ways we have been able to realize this through the use of parallelization on all levels, combined with a constant focus on absolute performance. Release 4.6 of GROMACS uses SIMD acceleration on a wide range of architectures, GPU offloading acceleration, and both OpenMP and MPI parallelism within and between nodes, respectively. The recent work on acceleration made it necessary to revisit the fundamental algorithms of molecular simulation, including the concept of neighborsearching, and we discuss the present and future challenges we see for exascale simulation - in particular a very fine-grained task parallelism. We also discuss the software management, code peer review and continuous integration testing required for a project of this complexity.Comment: EASC 2014 conference proceedin

Automated sequence and motion planning for robotic spatial extrusion of 3D trusses

While robotic spatial extrusion has demonstrated a new and efficient means to fabricate 3D truss structures in architectural scale, a major challenge remains in automatically planning extrusion sequence and robotic motion for trusses with unconstrained topologies. This paper presents the first attempt in the field to rigorously formulate the extrusion sequence and motion planning (SAMP) problem, using a CSP encoding. Furthermore, this research proposes a new hierarchical planning framework to solve the extrusion SAMP problems that usually have a long planning horizon and 3D configuration complexity. By decoupling sequence and motion planning, the planning framework is able to efficiently solve the extrusion sequence, end-effector poses, joint configurations, and transition trajectories for spatial trusses with nonstandard topologies. This paper also presents the first detailed computation data to reveal the runtime bottleneck on solving SAMP problems, which provides insight and comparing baseline for future algorithmic development. Together with the algorithmic results, this paper also presents an open-source and modularized software implementation called Choreo that is machine-agnostic. To demonstrate the power of this algorithmic framework, three case studies, including real fabrication and simulation results, are presented.Comment: 24 pages, 16 figure

Automating embedded analysis capabilities and managing software complexity in multiphysics simulation part I: template-based generic programming

An approach for incorporating embedded simulation and analysis capabilities in complex simulation codes through template-based generic programming is presented. This approach relies on templating and operator overloading within the C++ language to transform a given calculation into one that can compute a variety of additional quantities that are necessary for many state-of-the-art simulation and analysis algorithms. An approach for incorporating these ideas into complex simulation codes through general graph-based assembly is also presented. These ideas have been implemented within a set of packages in the Trilinos framework and are demonstrated on a simple problem from chemical engineering