Book of Abstracts of the Sixth SIAM Workshop on Combinatorial Scientific Computing

Book of Abstracts of CSC14 edited by Bora UçarInternational audienceThe Sixth SIAM Workshop on Combinatorial Scientific Computing, CSC14, was organized at the Ecole Normale Supérieure de Lyon, France on 21st to 23rd July, 2014. This two and a half day event marked the sixth in a series that started ten years ago in San Francisco, USA. The CSC14 Workshop's focus was on combinatorial mathematics and algorithms in high performance computing, broadly interpreted. The workshop featured three invited talks, 27 contributed talks and eight poster presentations. All three invited talks were focused on two interesting fields of research specifically: randomized algorithms for numerical linear algebra and network analysis. The contributed talks and the posters targeted modeling, analysis, bisection, clustering, and partitioning of graphs, applied in the context of networks, sparse matrix factorizations, iterative solvers, fast multi-pole methods, automatic differentiation, high-performance computing, and linear programming. The workshop was held at the premises of the LIP laboratory of ENS Lyon and was generously supported by the LABEX MILYON (ANR-10-LABX-0070, Université de Lyon, within the program ''Investissements d'Avenir'' ANR-11-IDEX-0007 operated by the French National Research Agency), and by SIAM

Preconditioning for Sparse Linear Systems at the Dawn of the 21st Century: History, Current Developments, and Future Perspectives

Iterative methods are currently the solvers of choice for large sparse linear systems of equations. However, it is well known that the key factor for accelerating, or even allowing for, convergence is the preconditioner. The research on preconditioning techniques has characterized the last two decades. Nowadays, there are a number of different options to be considered when choosing the most appropriate preconditioner for the specific problem at hand. The present work provides an overview of the most popular algorithms available today, emphasizing the respective merits and limitations. The overview is restricted to algebraic preconditioners, that is, general-purpose algorithms requiring the knowledge of the system matrix only, independently of the specific problem it arises from. Along with the traditional distinction between incomplete factorizations and approximate inverses, the most recent developments are considered, including the scalable multigrid and parallel approaches which represent the current frontier of research. A separate section devoted to saddle-point problems, which arise in many different applications, closes the paper

Sur la conception de solveurs linéaires hybrides pour les architectures parallèles modernes

In the context of this thesis, our focus is on numerical linear algebra, more precisely on solution of large sparse systems of linear equations. We focus on designing efficient parallel implementations of MaPHyS, an hybrid linear solver based on domain decomposition techniques. First we investigate the MPI+threads approach. In MaPHyS, the first level of parallelism arises from the independent treatment of the various subdomains. The second level is exploited thanks to the use of multi-threaded dense and sparse linear algebra kernels involved at the subdomain level. Such an hybrid implementation of an hybrid linear solver suitably matches the hierarchical structure of modern supercomputers and enables a trade-off between the numerical and parallel performances of the solver. We demonstrate the flexibility of our parallel implementation on a set of test examples. Secondly, we follow a more disruptive approach where the algorithms are described as sets of tasks with data inter-dependencies that leads to a directed acyclic graph (DAG) representation. The tasks are handled by a runtime system. We illustrate how a first task-based parallel implementation can be obtained by composing task-based parallel libraries within MPI processes throught a preliminary prototype implementation of our hybrid solver. We then show how a task-based approach fully abstracting the hardware architecture can successfully exploit a wide range of modern hardware architectures. We implemented a full task-based Conjugate Gradient algorithm and showed that the proposed approach leads to very high performance on multi-GPU, multicore and heterogeneous architectures.Dans le contexte de cette thèse, nous nous focalisons sur des algorithmes pour l’algèbre linéaire numérique, plus précisément sur la résolution de grands systèmes linéaires creux. Nous mettons au point des méthodes de parallélisation pour le solveur linéaire hybride MaPHyS. Premièrement nous considerons l'aproche MPI+threads. Dans MaPHyS, le premier niveau de parallélisme consiste au traitement indépendant des sous-domaines. Le second niveau est exploité grâce à l’utilisation de noyaux multithreadés denses et creux au sein des sous-domaines. Une telle implémentation correspond bien à la structure hiérarchique des supercalculateurs modernes et permet un compromis entre les performances numériques et parallèles du solveur. Nous démontrons la flexibilité de notre implémentation parallèle sur un ensemble de cas tests. Deuxièmement nous considérons un approche plus innovante, où les algorithmes sont décrits comme des ensembles de tâches avec des inter-dépendances, i.e., un graphe de tâches orienté sans cycle (DAG). Nous illustrons d’abord comment une première parallélisation à base de tâches peut être obtenue en composant des librairies à base de tâches au sein des processus MPI illustrer par un prototype d’implémentation préliminaire de notre solveur hybride. Nous montrons ensuite comment une approche à base de tâches abstrayant entièrement le matériel peut exploiter avec succès une large gamme d’architectures matérielles. À cet effet, nous avons implanté une version à base de tâches de l’algorithme du Gradient Conjugué et nous montrons que l’approche proposée permet d’atteindre une très haute performance sur des architectures multi-GPU, multicoeur ainsi qu’hétérogène

First order algorithms in variational image processing

Variational methods in imaging are nowadays developing towards a quite universal and flexible tool, allowing for highly successful approaches on tasks like denoising, deblurring, inpainting, segmentation, super-resolution, disparity, and optical flow estimation. The overall structure of such approaches is of the form ${\cal D}(Ku) + \alpha {\cal R} (u) \rightarrow \min_u$ ; where the functional ${\cal D}$ is a data fidelity term also depending on some input data $f$ and measuring the deviation of $Ku$ from such and ${\cal R}$ is a regularization functional. Moreover $K$ is a (often linear) forward operator modeling the dependence of data on an underlying image, and $\alpha$ is a positive regularization parameter. While ${\cal D}$ is often smooth and (strictly) convex, the current practice almost exclusively uses nonsmooth regularization functionals. The majority of successful techniques is using nonsmooth and convex functionals like the total variation and generalizations thereof or $\ell_1$-norms of coefficients arising from scalar products with some frame system. The efficient solution of such variational problems in imaging demands for appropriate algorithms. Taking into account the specific structure as a sum of two very different terms to be minimized, splitting algorithms are a quite canonical choice. Consequently this field has revived the interest in techniques like operator splittings or augmented Lagrangians. Here we shall provide an overview of methods currently developed and recent results as well as some computational studies providing a comparison of different methods and also illustrating their success in applications.Comment: 60 pages, 33 figure

Structure-exploiting interior point methods for security constrained optimal power flow problems

The aim of this research is to demonstrate some more efficient approaches to solve the n-1 security constrained optimal power flow (SCOPF) problems by using structure-exploiting primal-dual interior point methods (IPM). Firstly, we consider a DC-SCOPF model, which is a linearized version of AC-SCOPF. One new reformulation of the DC-SCOPF model is suggested, in which most matrices that need to be factorized are constant. Consequently, most numerical factorizations and a large number of back-solve operations only need to be performed once throughout the entire IPM process. In the framework of the structure-exploiting IPM implementation, one of the major computational efforts consists of forming the Schur complement matrix, which is very computationally expensive if no further measure is applied. One remedy is to apply a preconditioned iterative method to solve the corresponding linear systems which appear in assembling the Schur complement matrix. We suggest two main schemes to pick a good and robust preconditioner for SCOPF problems based on combining different “active” contingency scenarios. The numerical results show that our new approaches are much faster than the default structure-exploiting method in OOPS, and also that it requires less memory. The second part of this thesis goes to the standard AC-SCOPF problem, which is a nonlinear and nonconvex optimization problem. We present a new contingency generation algorithm: it starts with solving the basic OPF problem, which is a much smaller problem of the same structure, and then generates contingency scenarios dynamically when needed. Some theoretical analysis of this algorithm is shown for the linear case, while the numerical results are exciting, as this new algorithm works for both AC and DC cases. It can find all the active scenarios and significantly reduce the number of scenarios one needs to contain in the model. As a result, it speeds up the solving process and may require less IPM iterations. Also, some heuristic algorithms are designed and presented to predict the active contingencies for the standard AC-SCOPF, based on the use of AC-OPF or DC-SCOPF. We test our heuristic algorithms on the modified IEEE 24-bus system, and also present their corresponding numerical results in the thesis

Optimization and validation of discontinuous Galerkin Code for the 3D Navier-Stokes equations

Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 2011.This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.Cataloged from student submitted PDF version of thesis.Includes bibliographical references (p. 165-170).From residual and Jacobian assembly to the linear solve, the components of a high-order, Discontinuous Galerkin Finite Element Method (DGFEM) for the Navier-Stokes equations in 3D are presented. Emphasis is given to residual and Jacobian assembly, since these are rarely discussed in the literature; in particular, this thesis focuses on code optimization. Performance properties of DG methods are identified, including key memory bottlenecks. A detailed overview of the memory hierarchy on modern CPUs is given along with discussion on optimization suggestions for utilizing the hierarchy efficiently. Other programming suggestions are also given, including the process for rewriting residual and Jacobian assembly using matrix-matrix products. Finally, a validation of the performance of the 3D, viscous DG solver is presented through a series of canonical test cases.by Eric Hung-Lin Liu.S.M