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

Tiramisu: A Polyhedral Compiler for Expressing Fast and Portable Code

This paper introduces Tiramisu, a polyhedral framework designed to generate high performance code for multiple platforms including multicores, GPUs, and distributed machines. Tiramisu introduces a scheduling language with novel extensions to explicitly manage the complexities that arise when targeting these systems. The framework is designed for the areas of image processing, stencils, linear algebra and deep learning. Tiramisu has two main features: it relies on a flexible representation based on the polyhedral model and it has a rich scheduling language allowing fine-grained control of optimizations. Tiramisu uses a four-level intermediate representation that allows full separation between the algorithms, loop transformations, data layouts, and communication. This separation simplifies targeting multiple hardware architectures with the same algorithm. We evaluate Tiramisu by writing a set of image processing, deep learning, and linear algebra benchmarks and compare them with state-of-the-art compilers and hand-tuned libraries. We show that Tiramisu matches or outperforms existing compilers and libraries on different hardware architectures, including multicore CPUs, GPUs, and distributed machines.Comment: arXiv admin note: substantial text overlap with arXiv:1803.0041

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