GMRES-Accelerated ADMM for Quadratic Objectives

We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton subproblem of interior-point methods. Within this context, the ADMM update equations are linear, the iterates are confined within a Krylov subspace, and the General Minimum RESidual (GMRES) algorithm is optimal in its ability to accelerate convergence. The basic ADMM method solves a $\kappa$-conditioned problem in $O(\sqrt{\kappa})$ iterations. We give theoretical justification and numerical evidence that the GMRES-accelerated variant consistently solves the same problem in $O(\kappa^{1/4})$ iterations for an order-of-magnitude reduction in iterations, despite a worst-case bound of $O(\sqrt{\kappa})$ iterations. The method is shown to be competitive against standard preconditioned Krylov subspace methods for saddle-point problems. The method is embedded within SeDuMi, a popular open-source solver for conic optimization written in MATLAB, and used to solve many large-scale semidefinite programs with error that decreases like $O(1/k^{2})$, instead of $O(1/k)$, where $k$ is the iteration index.Comment: 31 pages, 7 figures. Accepted for publication in SIAM Journal on Optimization (SIOPT

Accurate long read mapping using enhanced suffix arrays

With the rise of high throughput sequencing, new programs have been developed for dealing with the alignment of a huge amount of short read data to reference genomes. Recent developments in sequencing technology allow longer reads, but the mappers for short reads are not suited for reads of several hundreds of base pairs. We propose an algorithm for mapping longer reads, which is based on chaining maximal exact matches and uses heuristics and the Needleman-Wunsch algorithm to bridge the gaps. To compute maximal exact matches we use a specialized index structure, called enhanced suffix array. The proposed algorithm is very accurate and can handle large reads with mutations and long insertions and deletions

Certified Roundoff Error Bounds using Bernstein Expansions and Sparse Krivine-Stengle Representations

Floating point error is an inevitable drawback of embedded systems implementation. Computing rigorous upper bounds of roundoff errors is absolutely necessary to the validation of critical software. This problem is even more challenging when addressing non-linear programs. In this paper, we propose and compare two new methods based on Bernstein expansions and sparse Krivine-Stengle representations, adapted from the field of the global optimization to compute upper bounds of roundoff errors for programs implementing polynomial functions. We release two related software package FPBern and FPKiSten, and compare them with state of the art tools. We show that these two methods achieve competitive performance, while computing accurate upper bounds by comparison with other tools.Comment: 20 pages, 2 table

Computing Least Fixed Points of Probabilistic Systems of Polynomials

We study systems of equations of the form X1 = f1(X1, ..., Xn), ..., Xn = fn(X1, ..., Xn), where each fi is a polynomial with nonnegative coefficients that add up to 1. The least nonnegative solution, say mu, of such equation systems is central to problems from various areas, like physics, biology, computational linguistics and probabilistic program verification. We give a simple and strongly polynomial algorithm to decide whether mu=(1, ..., 1) holds. Furthermore, we present an algorithm that computes reliable sequences of lower and upper bounds on mu, converging linearly to mu. Our algorithm has these features despite using inexact arithmetic for efficiency. We report on experiments that show the performance of our algorithms.Comment: Published in the Proceedings of the 27th International Symposium on Theoretical Aspects of Computer Science (STACS). Technical Report is also available via arxiv.or

The multi-program performance model: debunking current practice in multi-core simulation

Composing a representative multi-program multi-core workload is non-trivial. A multi-core processor can execute multiple independent programs concurrently, and hence, any program mix can form a potential multi-program workload. Given the very large number of possible multiprogram workloads and the limited speed of current simulation methods, it is impossible to evaluate all possible multi-program workloads. This paper presents the Multi-Program Performance Model (MPPM), a method for quickly estimating multiprogram multi-core performance based on single-core simulation runs. MPPM employs an iterative method to model the tight performance entanglement between co-executing programs on a multi-core processor with shared caches. Because MPPM involves analytical modeling, it is very fast, and it estimates multi-core performance for a very large number of multi-program workloads in a reasonable amount of time. In addition, it provides confidence bounds on its performance estimates. Using SPEC CPU2006 and up to 16 cores, we report an average performance prediction error of 2.3% and 2.9% for system throughput (STP) and average normalized turnaround time (ANTT), respectively, while being up to five orders of magnitude faster than detailed simulation. Subsequently, we demonstrate that randomly picking a limited number of multi-program workloads, as done in current pactice, can lead to incorrect design decisions in practical design and research studies, which is alleviated using MPPM. In addition, MPPM can be used to quickly identify multi-program workloads that stress multi-core performance through excessive conflict behavior in shared caches; these stress workloads can then be used for driving the design process further

Certification of Bounds of Non-linear Functions: the Templates Method

The aim of this work is to certify lower bounds for real-valued multivariate functions, defined by semialgebraic or transcendental expressions. The certificate must be, eventually, formally provable in a proof system such as Coq. The application range for such a tool is widespread; for instance Hales' proof of Kepler's conjecture yields thousands of inequalities. We introduce an approximation algorithm, which combines ideas of the max-plus basis method (in optimal control) and of the linear templates method developed by Manna et al. (in static analysis). This algorithm consists in bounding some of the constituents of the function by suprema of quadratic forms with a well chosen curvature. This leads to semialgebraic optimization problems, solved by sum-of-squares relaxations. Templates limit the blow up of these relaxations at the price of coarsening the approximation. We illustrate the efficiency of our framework with various examples from the literature and discuss the interfacing with Coq.Comment: 16 pages, 3 figures, 2 table