Solving large scale linear programming

The interior point method (IPM) is now well established as a competitive technique for solving very large scale linear programming problems. The leading variant of the interior point method is the primal dual - predictor corrector algorithm due to Mehrotra. The main computational steps of this algorithm are the repeated calculation and solution of a large sparse positive definite system of equations. We describe an implementation of the predictor corrector IPM algorithm on MasPar, a massively parallel SIMD computer. At the heart of the implemen-tation is a parallel Cholesky factorization algorithm for sparse matrices. Our implementation uses a new scheme of mapping the matrix onto the processor grid of the MasPar, that results in a more efficient Cholesky factorization than previously suggested schemes. The IPM implementation uses the parallel unit of MasPar to speed up the factorization and other computationally intensive parts of the IPM. An impor-tant part of this implementation is the judicious division of data and computation between the front-end computer, that runs the main IPM algorithm, and the par-allel unit. Performanc

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

The scheduling of sparse matrix-vector multiplication on a massively parallel dap computer

An efficient data structure is presented which supports general unstructured sparse matrix-vector multiplications on a Distributed Array of Processors (DAP). This approach seeks to reduce the inter-processor data movements and organises the operations in batches of massively parallel steps by a heuristic scheduling procedure performed on the host computer. The resulting data structure is of particular relevance to iterative schemes for solving linear systems. Performance results for matrices taken from well known Linear Programming (LP) test problems are presented and analysed

Highly parallel computation

Highly parallel computing architectures are the only means to achieve the computation rates demanded by advanced scientific problems. A decade of research has demonstrated the feasibility of such machines and current research focuses on which architectures designated as multiple instruction multiple datastream (MIMD) and single instruction multiple datastream (SIMD) have produced the best results to date; neither shows a decisive advantage for most near-homogeneous scientific problems. For scientific problems with many dissimilar parts, more speculative architectures such as neural networks or data flow may be needed

Computational methods and software systems for dynamics and control of large space structures

Two key areas of crucial importance to the computer-based simulation of large space structures are discussed. The first area involves multibody dynamics (MBD) of flexible space structures, with applications directed to deployment, construction, and maneuvering. The second area deals with advanced software systems, with emphasis on parallel processing. The latest research thrust in the second area involves massively parallel computers

Implementation and analysis of a Navier-Stokes algorithm on parallel computers

The results of the implementation of a Navier-Stokes algorithm on three parallel/vector computers are presented. The object of this research is to determine how well, or poorly, a single numerical algorithm would map onto three different architectures. The algorithm is a compact difference scheme for the solution of the incompressible, two-dimensional, time-dependent Navier-Stokes equations. The computers were chosen so as to encompass a variety of architectures. They are the following: the MPP, an SIMD machine with 16K bit serial processors; Flex/32, an MIMD machine with 20 processors; and Cray/2. The implementation of the algorithm is discussed in relation to these architectures and measures of the performance on each machine are given. The basic comparison is among SIMD instruction parallelism on the MPP, MIMD process parallelism on the Flex/32, and vectorization of a serial code on the Cray/2. Simple performance models are used to describe the performance. These models highlight the bottlenecks and limiting factors for this algorithm on these architectures. Finally, conclusions are presented

Group implicit concurrent algorithms in nonlinear structural dynamics

During the 70's and 80's, considerable effort was devoted to developing efficient and reliable time stepping procedures for transient structural analysis. Mathematically, the equations governing this type of problems are generally stiff, i.e., they exhibit a wide spectrum in the linear range. The algorithms best suited to this type of applications are those which accurately integrate the low frequency content of the response without necessitating the resolution of the high frequency modes. This means that the algorithms must be unconditionally stable, which in turn rules out explicit integration. The most exciting possibility in the algorithms development area in recent years has been the advent of parallel computers with multiprocessing capabilities. So, this work is mainly concerned with the development of parallel algorithms in the area of structural dynamics. A primary objective is to devise unconditionally stable and accurate time stepping procedures which lend themselves to an efficient implementation in concurrent machines. Some features of the new computer architecture are summarized. A brief survey of current efforts in the area is presented. A new class of concurrent procedures, or Group Implicit algorithms is introduced and analyzed. The numerical simulation shows that GI algorithms hold considerable promise for application in coarse grain as well as medium grain parallel computers

Solving large scale linear programming problems

The interior point method (IPM) is now well established as a computationaly com-petitive scheme for solving very large scale linear programming problems. The leading variant of the IPM is the primal dual predictor corrector algorithm due to Mehrotra. The main computational efforts in this algorithm are the repeated calculation and solution of a large sparse positive definite system of equations. We describe an implementation of this algorithm for vector processors. At the heart of the implementation is a vectorized matrix multiplication and Cholesky factorization for sparse matrices. We identify the parts where vectorization can be beneficial and discuss in details the merits of alternative vectorization techniques. We show that the best way to utilize a vector processor is by exploiting dense computation within the sparse framework and by unrolling loop operations. We further present an extended definition of supernodes, and describe an implementation based on this new approach. We show that although this approach requires more memory it can increase the scope of dense computation substantially with out adding extra operations. Performance results on standard industrial test problems and comparison between an algorithm that utilizes the extended supernodes and one that utilizes standard supernodes are presented and discussed

How to cluster in parallel with neural networks

Partitioning a set of N patterns in a d-dimensional metric space into K clusters - in a way that those in a given cluster are more similar to each other than the rest - is a problem of interest in astrophysics, image analysis and other fields. As there are approximately K(N)/K (factorial) possible ways of partitioning the patterns among K clusters, finding the best solution is beyond exhaustive search when N is large. Researchers show that this problem can be formulated as an optimization problem for which very good, but not necessarily optimal solutions can be found by using a neural network. To do this the network must start from many randomly selected initial states. The network is simulated on the MPP (a 128 x 128 SIMD array machine), where researchers use the massive parallelism not only in solving the differential equations that govern the evolution of the network, but also by starting the network from many initial states at once, thus obtaining many solutions in one run. Researchers obtain speedups of two to three orders of magnitude over serial implementations and the promise through Analog VLSI implementations of speedups comensurate with human perceptual abilities