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

Mathematical Programming Decoding of Binary Linear Codes: Theory and Algorithms

Mathematical programming is a branch of applied mathematics and has recently been used to derive new decoding approaches, challenging established but often heuristic algorithms based on iterative message passing. Concepts from mathematical programming used in the context of decoding include linear, integer, and nonlinear programming, network flows, notions of duality as well as matroid and polyhedral theory. This survey article reviews and categorizes decoding methods based on mathematical programming approaches for binary linear codes over binary-input memoryless symmetric channels.Comment: 17 pages, submitted to the IEEE Transactions on Information Theory. Published July 201

Small Extended Formulation for Knapsack Cover Inequalities from Monotone Circuits

Initially developed for the min-knapsack problem, the knapsack cover inequalities are used in the current best relaxations for numerous combinatorial optimization problems of covering type. In spite of their widespread use, these inequalities yield linear programming (LP) relaxations of exponential size, over which it is not known how to optimize exactly in polynomial time. In this paper we address this issue and obtain LP relaxations of quasi-polynomial size that are at least as strong as that given by the knapsack cover inequalities. For the min-knapsack cover problem, our main result can be stated formally as follows: for any $\varepsilon >0$, there is a $(1/\varepsilon)^{O(1)}n^{O(\log n)}$-size LP relaxation with an integrality gap of at most $2+\varepsilon$, where $n$ is the number of items. Prior to this work, there was no known relaxation of subexponential size with a constant upper bound on the integrality gap. Our construction is inspired by a connection between extended formulations and monotone circuit complexity via Karchmer-Wigderson games. In particular, our LP is based on $O(\log^2 n)$-depth monotone circuits with fan-in~$2$ for evaluating weighted threshold functions with $n$ inputs, as constructed by Beimel and Weinreb. We believe that a further understanding of this connection may lead to more positive results complementing the numerous lower bounds recently proved for extended formulations.Comment: 21 page

Robust-to-Dynamics Optimization

A robust-to-dynamics optimization (RDO) problem is an optimization problem specified by two pieces of input: (i) a mathematical program (an objective function $f:\mathbb{R}^n\rightarrow\mathbb{R}$ and a feasible set $\Omega\subseteq\mathbb{R}^n$), and (ii) a dynamical system (a map $g:\mathbb{R}^n\rightarrow\mathbb{R}^n$). Its goal is to minimize $f$ over the set $\mathcal{S}\subseteq\Omega$ of initial conditions that forever remain in $\Omega$ under $g$. The focus of this paper is on the case where the mathematical program is a linear program and the dynamical system is either a known linear map, or an uncertain linear map that can change over time. In both cases, we study a converging sequence of polyhedral outer approximations and (lifted) spectrahedral inner approximations to $\mathcal{S}$. Our inner approximations are optimized with respect to the objective function $f$ and their semidefinite characterization---which has a semidefinite constraint of fixed size---is obtained by applying polar duality to convex sets that are invariant under (multiple) linear maps. We characterize three barriers that can stop convergence of the outer approximations from being finite. We prove that once these barriers are removed, our inner and outer approximating procedures find an optimal solution and a certificate of optimality for the RDO problem in a finite number of steps. Moreover, in the case where the dynamics are linear, we show that this phenomenon occurs in a number of steps that can be computed in time polynomial in the bit size of the input data. Our analysis also leads to a polynomial-time algorithm for RDO instances where the spectral radius of the linear map is bounded above by any constant less than one. Finally, in our concluding section, we propose a broader research agenda for studying optimization problems with dynamical systems constraints, of which RDO is a special case

Modeling and Solving the Capacitated Network Loading Problem

This paper studies a topical and economically significant capacitated network design problem that arises in the telecommunications industry. In this problem, given point-topoint demand between various pairs of nodes of a network must be met by installing (loading) capacitated facilities on the arcs. The facilities are chosen from a small set of alternatives and loading a particular facility incurs an arc specific and facility dependent cost. The problem is to determine the configuration of facilities to be loaded on the arcs of the network that will satisfy the given demand at minimum cost. Since we need to install (load) facilities to carry the required traffic, we refer to the problem as the network loading problem. In this paper, we develop modeling and solution approaches for the problem. We consider two approaches for solving the underlying mixed integer programming model: (i) a Lagrangian relaxation strategy, and (ii) a cutting plane approach that uses three classes of valid inequalities that we identify for the problem. In particular, we show that a linear programming formulation that includes the valid inequalities always approximates the value of the mixed integer program at least as well as the Lagrangian relaxation bound (as measured by the gaps in the objective functions). We also examine the computational effectiveness of these inequalities on a set of prototypical telecommunications data. The computational results show that the addition of these inequalities considerably improves the gap between the integer programming formulation of the problem and its linear programming relaxation: for 6 - 15 node problems from an average of 25% to an average of 8%. These results show that strong cutting planes can be an effective modeling and algorithmic tool for solving problems of the size that arise in the telecommunications industry

Separable Concave Optimization Approximately Equals Piecewise-Linear Optimization

We study the problem of minimizing a nonnegative separable concave function over a compact feasible set. We approximate this problem to within a factor of 1+epsilon by a piecewise-linear minimization problem over the same feasible set. Our main result is that when the feasible set is a polyhedron, the number of resulting pieces is polynomial in the input size of the polyhedron and linear in 1/epsilon. For many practical concave cost problems, the resulting piecewise-linear cost problem can be formulated as a well-studied discrete optimization problem. As a result, a variety of polynomial-time exact algorithms, approximation algorithms, and polynomial-time heuristics for discrete optimization problems immediately yield fully polynomial-time approximation schemes, approximation algorithms, and polynomial-time heuristics for the corresponding concave cost problems. We illustrate our approach on two problems. For the concave cost multicommodity flow problem, we devise a new heuristic and study its performance using computational experiments. We are able to approximately solve significantly larger test instances than previously possible, and obtain solutions on average within 4.27% of optimality. For the concave cost facility location problem, we obtain a new 1.4991+epsilon approximation algorithm.Comment: Full pape