SCQPTH: an efficient differentiable splitting method for convex quadratic programming

We present SCQPTH: a differentiable first-order splitting method for convex quadratic programs. The SCQPTH framework is based on the alternating direction method of multipliers (ADMM) and the software implementation is motivated by the state-of-the art solver OSQP: an operating splitting solver for convex quadratic programs (QPs). The SCQPTH software is made available as an open-source python package and contains many similar features including efficient reuse of matrix factorizations, infeasibility detection, automatic scaling and parameter selection. The forward pass algorithm performs operator splitting in the dimension of the original problem space and is therefore suitable for large scale QPs with $100-1000$ decision variables and thousands of constraints. Backpropagation is performed by implicit differentiation of the ADMM fixed-point mapping. Experiments demonstrate that for large scale QPs, SCQPTH can provide a $1\times - 10\times$ improvement in computational efficiency in comparison to existing differentiable QP solvers

High-throughput Binding Affinity Calculations at Extreme Scales

Resistance to chemotherapy and molecularly targeted therapies is a major factor in limiting the effectiveness of cancer treatment. In many cases, resistance can be linked to genetic changes in target proteins, either pre-existing or evolutionarily selected during treatment. Key to overcoming this challenge is an understanding of the molecular determinants of drug binding. Using multi-stage pipelines of molecular simulations we can gain insights into the binding free energy and the residence time of a ligand, which can inform both stratified and personal treatment regimes and drug development. To support the scalable, adaptive and automated calculation of the binding free energy on high-performance computing resources, we introduce the High- throughput Binding Affinity Calculator (HTBAC). HTBAC uses a building block approach in order to attain both workflow flexibility and performance. We demonstrate close to perfect weak scaling to hundreds of concurrent multi-stage binding affinity calculation pipelines. This permits a rapid time-to-solution that is essentially invariant of the calculation protocol, size of candidate ligands and number of ensemble simulations. As such, HTBAC advances the state of the art of binding affinity calculations and protocols

ASCR/HEP Exascale Requirements Review Report

This draft report summarizes and details the findings, results, and recommendations derived from the ASCR/HEP Exascale Requirements Review meeting held in June, 2015. The main conclusions are as follows. 1) Larger, more capable computing and data facilities are needed to support HEP science goals in all three frontiers: Energy, Intensity, and Cosmic. The expected scale of the demand at the 2025 timescale is at least two orders of magnitude -- and in some cases greater -- than that available currently. 2) The growth rate of data produced by simulations is overwhelming the current ability, of both facilities and researchers, to store and analyze it. Additional resources and new techniques for data analysis are urgently needed. 3) Data rates and volumes from HEP experimental facilities are also straining the ability to store and analyze large and complex data volumes. Appropriately configured leadership-class facilities can play a transformational role in enabling scientific discovery from these datasets. 4) A close integration of HPC simulation and data analysis will aid greatly in interpreting results from HEP experiments. Such an integration will minimize data movement and facilitate interdependent workflows. 5) Long-range planning between HEP and ASCR will be required to meet HEP's research needs. To best use ASCR HPC resources the experimental HEP program needs a) an established long-term plan for access to ASCR computational and data resources, b) an ability to map workflows onto HPC resources, c) the ability for ASCR facilities to accommodate workflows run by collaborations that can have thousands of individual members, d) to transition codes to the next-generation HPC platforms that will be available at ASCR facilities, e) to build up and train a workforce capable of developing and using simulations and analysis to support HEP scientific research on next-generation systems.Comment: 77 pages, 13 Figures; draft report, subject to further revisio