15,509 research outputs found
Conic Optimization Theory: Convexification Techniques and Numerical Algorithms
Optimization is at the core of control theory and appears in several areas of
this field, such as optimal control, distributed control, system
identification, robust control, state estimation, model predictive control and
dynamic programming. The recent advances in various topics of modern
optimization have also been revamping the area of machine learning. Motivated
by the crucial role of optimization theory in the design, analysis, control and
operation of real-world systems, this tutorial paper offers a detailed overview
of some major advances in this area, namely conic optimization and its emerging
applications. First, we discuss the importance of conic optimization in
different areas. Then, we explain seminal results on the design of hierarchies
of convex relaxations for a wide range of nonconvex problems. Finally, we study
different numerical algorithms for large-scale conic optimization problems.Comment: 18 page
A Primal-Dual Algorithmic Framework for Constrained Convex Minimization
We present a primal-dual algorithmic framework to obtain approximate
solutions to a prototypical constrained convex optimization problem, and
rigorously characterize how common structural assumptions affect the numerical
efficiency. Our main analysis technique provides a fresh perspective on
Nesterov's excessive gap technique in a structured fashion and unifies it with
smoothing and primal-dual methods. For instance, through the choices of a dual
smoothing strategy and a center point, our framework subsumes decomposition
algorithms, augmented Lagrangian as well as the alternating direction
method-of-multipliers methods as its special cases, and provides optimal
convergence rates on the primal objective residual as well as the primal
feasibility gap of the iterates for all.Comment: This paper consists of 54 pages with 7 tables and 12 figure
Reducing Electricity Demand Charge for Data Centers with Partial Execution
Data centers consume a large amount of energy and incur substantial
electricity cost. In this paper, we study the familiar problem of reducing data
center energy cost with two new perspectives. First, we find, through an
empirical study of contracts from electric utilities powering Google data
centers, that demand charge per kW for the maximum power used is a major
component of the total cost. Second, many services such as Web search tolerate
partial execution of the requests because the response quality is a concave
function of processing time. Data from Microsoft Bing search engine confirms
this observation.
We propose a simple idea of using partial execution to reduce the peak power
demand and energy cost of data centers. We systematically study the problem of
scheduling partial execution with stringent SLAs on response quality. For a
single data center, we derive an optimal algorithm to solve the workload
scheduling problem. In the case of multiple geo-distributed data centers, the
demand of each data center is controlled by the request routing algorithm,
which makes the problem much more involved. We decouple the two aspects, and
develop a distributed optimization algorithm to solve the large-scale request
routing problem. Trace-driven simulations show that partial execution reduces
cost by for one data center, and by for geo-distributed
data centers together with request routing.Comment: 12 page
New Algebraic Formulation of Density Functional Calculation
This article addresses a fundamental problem faced by the ab initio
community: the lack of an effective formalism for the rapid exploration and
exchange of new methods. To rectify this, we introduce a novel, basis-set
independent, matrix-based formulation of generalized density functional
theories which reduces the development, implementation, and dissemination of
new ab initio techniques to the derivation and transcription of a few lines of
algebra. This new framework enables us to concisely demystify the inner
workings of fully functional, highly efficient modern ab initio codes and to
give complete instructions for the construction of such for calculations
employing arbitrary basis sets. Within this framework, we also discuss in full
detail a variety of leading-edge ab initio techniques, minimization algorithms,
and highly efficient computational kernels for use with scalar as well as
shared and distributed-memory supercomputer architectures
Distributed-memory large deformation diffeomorphic 3D image registration
We present a parallel distributed-memory algorithm for large deformation
diffeomorphic registration of volumetric images that produces large isochoric
deformations (locally volume preserving). Image registration is a key
technology in medical image analysis. Our algorithm uses a partial differential
equation constrained optimal control formulation. Finding the optimal
deformation map requires the solution of a highly nonlinear problem that
involves pseudo-differential operators, biharmonic operators, and pure
advection operators both forward and back- ward in time. A key issue is the
time to solution, which poses the demand for efficient optimization methods as
well as an effective utilization of high performance computing resources. To
address this problem we use a preconditioned, inexact, Gauss-Newton- Krylov
solver. Our algorithm integrates several components: a spectral discretization
in space, a semi-Lagrangian formulation in time, analytic adjoints, different
regularization functionals (including volume-preserving ones), a spectral
preconditioner, a highly optimized distributed Fast Fourier Transform, and a
cubic interpolation scheme for the semi-Lagrangian time-stepping. We
demonstrate the scalability of our algorithm on images with resolution of up to
on the "Maverick" and "Stampede" systems at the Texas Advanced
Computing Center (TACC). The critical problem in the medical imaging
application domain is strong scaling, that is, solving registration problems of
a moderate size of ---a typical resolution for medical images. We are
able to solve the registration problem for images of this size in less than
five seconds on 64 x86 nodes of TACC's "Maverick" system.Comment: accepted for publication at SC16 in Salt Lake City, Utah, USA;
November 201
A decomposition procedure based on approximate newton directions
The efficient solution of large-scale linear and nonlinear optimization problems may require exploiting any special structure in them in an efficient manner. We describe and analyze some cases in which this special structure can be used with very little cost to obtain search directions from decomposed subproblems. We also study how to correct these directions using (decomposable) preconditioned conjugate gradient methods to ensure local convergence in all cases. The choice of appropriate preconditioners results in a natural manner from the structure in the problem. Finally, we conduct computational experiments to compare the resulting procedures with direct methods, as well as to study the impact of different preconditioner choices
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