On the design of sparse but efficient structures in operations

It is widely believed that a little flexibility added at the right place can reap significant benefits for operations. Unfortunately, despite the extensive literature on this topic, we are not aware of any general methodology that can be used to guide managers in designing sparse (i.e., slightly flexible) and yet efficient operations. We address this issue using a distributionally robust approach to model the performance of a stochastic system under different process structures. We use the dual prices obtained from a related conic program to guide managers in the design process. This leads to a general solution methodology for the construction of efficient sparse structures for several classes of operational problems. Our approach can be used to design simple yet efficient structures for workforce deployment and for any level of sparsity requirement, to respond to deviations and disruptions in the operational environment. Furthermore, in the case of the classical process flexibility problem, our methodology can recover the k-chain structures that are known to be extremely efficient for this type of problem when the system is balanced and symmetric. We can also obtain the analog of 2-chain for nonsymmetrical system using this methodology. This paper was accepted by Yinyu Ye, optimization. </jats:p

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'

JGraphT -- A Java library for graph data structures and algorithms

Mathematical software and graph-theoretical algorithmic packages to efficiently model, analyze and query graphs are crucial in an era where large-scale spatial, societal and economic network data are abundantly available. One such package is JGraphT, a programming library which contains very efficient and generic graph data-structures along with a large collection of state-of-the-art algorithms. The library is written in Java with stability, interoperability and performance in mind. A distinctive feature of this library is the ability to model vertices and edges as arbitrary objects, thereby permitting natural representations of many common networks including transportation, social and biological networks. Besides classic graph algorithms such as shortest-paths and spanning-tree algorithms, the library contains numerous advanced algorithms: graph and subgraph isomorphism; matching and flow problems; approximation algorithms for NP-hard problems such as independent set and TSP; and several more exotic algorithms such as Berge graph detection. Due to its versatility and generic design, JGraphT is currently used in large-scale commercial, non-commercial and academic research projects. In this work we describe in detail the design and underlying structure of the library, and discuss its most important features and algorithms. A computational study is conducted to evaluate the performance of JGraphT versus a number of similar libraries. Experiments on a large number of graphs over a variety of popular algorithms show that JGraphT is highly competitive with other established libraries such as NetworkX or the BGL.Comment: Major Revisio

Julia: A Fresh Approach to Numerical Computing

Bridging cultures that have often been distant, Julia combines expertise from the diverse fields of computer science and computational science to create a new approach to numerical computing. Julia is designed to be easy and fast. Julia questions notions generally held as "laws of nature" by practitioners of numerical computing: 1. High-level dynamic programs have to be slow. 2. One must prototype in one language and then rewrite in another language for speed or deployment, and 3. There are parts of a system for the programmer, and other parts best left untouched as they are built by the experts. We introduce the Julia programming language and its design --- a dance between specialization and abstraction. Specialization allows for custom treatment. Multiple dispatch, a technique from computer science, picks the right algorithm for the right circumstance. Abstraction, what good computation is really about, recognizes what remains the same after differences are stripped away. Abstractions in mathematics are captured as code through another technique from computer science, generic programming. Julia shows that one can have machine performance without sacrificing human convenience.Comment: 37 page

The Parallelism Motifs of Genomic Data Analysis

Genomic data sets are growing dramatically as the cost of sequencing continues to decline and small sequencing devices become available. Enormous community databases store and share this data with the research community, but some of these genomic data analysis problems require large scale computational platforms to meet both the memory and computational requirements. These applications differ from scientific simulations that dominate the workload on high end parallel systems today and place different requirements on programming support, software libraries, and parallel architectural design. For example, they involve irregular communication patterns such as asynchronous updates to shared data structures. We consider several problems in high performance genomics analysis, including alignment, profiling, clustering, and assembly for both single genomes and metagenomes. We identify some of the common computational patterns or motifs that help inform parallelization strategies and compare our motifs to some of the established lists, arguing that at least two key patterns, sorting and hashing, are missing

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

Dynamic Graphs on the GPU

We present a fast dynamic graph data structure for the GPU. Our dynamic graph structure uses one hash table per vertex to store adjacency lists and achieves 3.4–14.8x faster insertion rates over the state of the art across a diverse set of large datasets, as well as deletion speedups up to 7.8x. The data structure supports queries and dynamic updates through both edge and vertex insertion and deletion. In addition, we define a comprehensive evaluation strategy based on operations, workloads, and applications that we believe better characterize and evaluate dynamic graph data structures