52,104 research outputs found
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
Computer Architectures to Close the Loop in Real-time Optimization
© 2015 IEEE.Many modern control, automation, signal processing and machine learning applications rely on solving a sequence of optimization problems, which are updated with measurements of a real system that evolves in time. The solutions of each of these optimization problems are then used to make decisions, which may be followed by changing some parameters of the physical system, thereby resulting in a feedback loop between the computing and the physical system. Real-time optimization is not the same as fast optimization, due to the fact that the computation is affected by an uncertain system that evolves in time. The suitability of a design should therefore not be judged from the optimality of a single optimization problem, but based on the evolution of the entire cyber-physical system. The algorithms and hardware used for solving a single optimization problem in the office might therefore be far from ideal when solving a sequence of real-time optimization problems. Instead of there being a single, optimal design, one has to trade-off a number of objectives, including performance, robustness, energy usage, size and cost. We therefore provide here a tutorial introduction to some of the questions and implementation issues that arise in real-time optimization applications. We will concentrate on some of the decisions that have to be made when designing the computing architecture and algorithm and argue that the choice of one informs the other
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Preparing sparse solvers for exascale computing.
Sparse solvers provide essential functionality for a wide variety of scientific applications. Highly parallel sparse solvers are essential for continuing advances in high-fidelity, multi-physics and multi-scale simulations, especially as we target exascale platforms. This paper describes the challenges, strategies and progress of the US Department of Energy Exascale Computing project towards providing sparse solvers for exascale computing platforms. We address the demands of systems with thousands of high-performance node devices where exposing concurrency, hiding latency and creating alternative algorithms become essential. The efforts described here are works in progress, highlighting current success and upcoming challenges. This article is part of a discussion meeting issue 'Numerical algorithms for high-performance computational science'
GHOST: Building blocks for high performance sparse linear algebra on heterogeneous systems
While many of the architectural details of future exascale-class high
performance computer systems are still a matter of intense research, there
appears to be a general consensus that they will be strongly heterogeneous,
featuring "standard" as well as "accelerated" resources. Today, such resources
are available as multicore processors, graphics processing units (GPUs), and
other accelerators such as the Intel Xeon Phi. Any software infrastructure that
claims usefulness for such environments must be able to meet their inherent
challenges: massive multi-level parallelism, topology, asynchronicity, and
abstraction. The "General, Hybrid, and Optimized Sparse Toolkit" (GHOST) is a
collection of building blocks that targets algorithms dealing with sparse
matrix representations on current and future large-scale systems. It implements
the "MPI+X" paradigm, has a pure C interface, and provides hybrid-parallel
numerical kernels, intelligent resource management, and truly heterogeneous
parallelism for multicore CPUs, Nvidia GPUs, and the Intel Xeon Phi. We
describe the details of its design with respect to the challenges posed by
modern heterogeneous supercomputers and recent algorithmic developments.
Implementation details which are indispensable for achieving high efficiency
are pointed out and their necessity is justified by performance measurements or
predictions based on performance models. The library code and several
applications are available as open source. We also provide instructions on how
to make use of GHOST in existing software packages, together with a case study
which demonstrates the applicability and performance of GHOST as a component
within a larger software stack.Comment: 32 pages, 11 figure
Probabilistic Graphical Models on Multi-Core CPUs using Java 8
In this paper, we discuss software design issues related to the development
of parallel computational intelligence algorithms on multi-core CPUs, using the
new Java 8 functional programming features. In particular, we focus on
probabilistic graphical models (PGMs) and present the parallelisation of a
collection of algorithms that deal with inference and learning of PGMs from
data. Namely, maximum likelihood estimation, importance sampling, and greedy
search for solving combinatorial optimisation problems. Through these concrete
examples, we tackle the problem of defining efficient data structures for PGMs
and parallel processing of same-size batches of data sets using Java 8
features. We also provide straightforward techniques to code parallel
algorithms that seamlessly exploit multi-core processors. The experimental
analysis, carried out using our open source AMIDST (Analysis of MassIve Data
STreams) Java toolbox, shows the merits of the proposed solutions.Comment: Pre-print version of the paper presented in the special issue on
Computational Intelligence Software at IEEE Computational Intelligence
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