An Alternating Trust Region Algorithm for Distributed Linearly Constrained Nonlinear Programs, Application to the AC Optimal Power Flow

A novel trust region method for solving linearly constrained nonlinear programs is presented. The proposed technique is amenable to a distributed implementation, as its salient ingredient is an alternating projected gradient sweep in place of the Cauchy point computation. It is proven that the algorithm yields a sequence that globally converges to a critical point. As a result of some changes to the standard trust region method, namely a proximal regularisation of the trust region subproblem, it is shown that the local convergence rate is linear with an arbitrarily small ratio. Thus, convergence is locally almost superlinear, under standard regularity assumptions. The proposed method is successfully applied to compute local solutions to alternating current optimal power flow problems in transmission and distribution networks. Moreover, the new mechanism for computing a Cauchy point compares favourably against the standard projected search as for its activity detection properties

GAMER: a GPU-Accelerated Adaptive Mesh Refinement Code for Astrophysics

We present the newly developed code, GAMER (GPU-accelerated Adaptive MEsh Refinement code), which has adopted a novel approach to improve the performance of adaptive mesh refinement (AMR) astrophysical simulations by a large factor with the use of the graphic processing unit (GPU). The AMR implementation is based on a hierarchy of grid patches with an oct-tree data structure. We adopt a three-dimensional relaxing TVD scheme for the hydrodynamic solver, and a multi-level relaxation scheme for the Poisson solver. Both solvers have been implemented in GPU, by which hundreds of patches can be advanced in parallel. The computational overhead associated with the data transfer between CPU and GPU is carefully reduced by utilizing the capability of asynchronous memory copies in GPU, and the computing time of the ghost-zone values for each patch is made to diminish by overlapping it with the GPU computations. We demonstrate the accuracy of the code by performing several standard test problems in astrophysics. GAMER is a parallel code that can be run in a multi-GPU cluster system. We measure the performance of the code by performing purely-baryonic cosmological simulations in different hardware implementations, in which detailed timing analyses provide comparison between the computations with and without GPU(s) acceleration. Maximum speed-up factors of 12.19 and 10.47 are demonstrated using 1 GPU with 4096^3 effective resolution and 16 GPUs with 8192^3 effective resolution, respectively.Comment: 60 pages, 22 figures, 3 tables. More accuracy tests are included. Accepted for publication in ApJ

A scalable parallel finite element framework for growing geometries. Application to metal additive manufacturing

This work introduces an innovative parallel, fully-distributed finite element framework for growing geometries and its application to metal additive manufacturing. It is well-known that virtual part design and qualification in additive manufacturing requires highly-accurate multiscale and multiphysics analyses. Only high performance computing tools are able to handle such complexity in time frames compatible with time-to-market. However, efficiency, without loss of accuracy, has rarely held the centre stage in the numerical community. Here, in contrast, the framework is designed to adequately exploit the resources of high-end distributed-memory machines. It is grounded on three building blocks: (1) Hierarchical adaptive mesh refinement with octree-based meshes; (2) a parallel strategy to model the growth of the geometry; (3) state-of-the-art parallel iterative linear solvers. Computational experiments consider the heat transfer analysis at the part scale of the printing process by powder-bed technologies. After verification against a 3D benchmark, a strong-scaling analysis assesses performance and identifies major sources of parallel overhead. A third numerical example examines the efficiency and robustness of (2) in a curved 3D shape. Unprecedented parallelism and scalability were achieved in this work. Hence, this framework contributes to take on higher complexity and/or accuracy, not only of part-scale simulations of metal or polymer additive manufacturing, but also in welding, sedimentation, atherosclerosis, or any other physical problem where the physical domain of interest grows in time

Value-Flow-Based Demand-Driven Pointer Analysis for C and C++

IEEE We present SUPA, a value-flow-based demand-driven flow- and context-sensitive pointer analysis with strong updates for C and C++ programs. SUPA enables computing points-to information via value-flow refinement, in environments with small time and memory budgets. We formulate SUPA by solving a graph-reachability problem on an inter-procedural value-flow graph representing a program's def-use chains, which are pre-computed efficiently but over-approximately. To answer a client query (a request for a variable's points-to set), SUPA reasons about the flow of values along the pre-computed def-use chains sparsely (rather than across all program points), by performing only the work necessary for the query (rather than analyzing the whole program). In particular, strong updates are performed to filter out spurious def-use chains through value-flow refinement as long as the total budget is not exhausted

Estimating Local Function Complexity via Mixture of Gaussian Processes

Real world data often exhibit inhomogeneity, e.g., the noise level, the sampling distribution or the complexity of the target function may change over the input space. In this paper, we try to isolate local function complexity in a practical, robust way. This is achieved by first estimating the locally optimal kernel bandwidth as a functional relationship. Specifically, we propose Spatially Adaptive Bandwidth Estimation in Regression (SABER), which employs the mixture of experts consisting of multinomial kernel logistic regression as a gate and Gaussian process regression models as experts. Using the locally optimal kernel bandwidths, we deduce an estimate to the local function complexity by drawing parallels to the theory of locally linear smoothing. We demonstrate the usefulness of local function complexity for model interpretation and active learning in quantum chemistry experiments and fluid dynamics simulations.Comment: 19 pages, 16 figure

Graphical Models for Optimal Power Flow

Optimal power flow (OPF) is the central optimization problem in electric power grids. Although solved routinely in the course of power grid operations, it is known to be strongly NP-hard in general, and weakly NP-hard over tree networks. In this paper, we formulate the optimal power flow problem over tree networks as an inference problem over a tree-structured graphical model where the nodal variables are low-dimensional vectors. We adapt the standard dynamic programming algorithm for inference over a tree-structured graphical model to the OPF problem. Combining this with an interval discretization of the nodal variables, we develop an approximation algorithm for the OPF problem. Further, we use techniques from constraint programming (CP) to perform interval computations and adaptive bound propagation to obtain practically efficient algorithms. Compared to previous algorithms that solve OPF with optimality guarantees using convex relaxations, our approach is able to work for arbitrary distribution networks and handle mixed-integer optimization problems. Further, it can be implemented in a distributed message-passing fashion that is scalable and is suitable for "smart grid" applications like control of distributed energy resources. We evaluate our technique numerically on several benchmark networks and show that practical OPF problems can be solved effectively using this approach.Comment: To appear in Proceedings of the 22nd International Conference on Principles and Practice of Constraint Programming (CP 2016