A tetrahedral space-filling curve for non-conforming adaptive meshes

We introduce a space-filling curve for triangular and tetrahedral red-refinement that can be computed using bitwise interleaving operations similar to the well-known Z-order or Morton curve for cubical meshes. To store sufficient information for random access, we define a low-memory encoding using 10 bytes per triangle and 14 bytes per tetrahedron. We present algorithms that compute the parent, children, and face-neighbors of a mesh element in constant time, as well as the next and previous element in the space-filling curve and whether a given element is on the boundary of the root simplex or not. Our presentation concludes with a scalability demonstration that creates and adapts selected meshes on a large distributed-memory system.Comment: 33 pages, 12 figures, 8 table

ColDICE: a parallel Vlasov-Poisson solver using moving adaptive simplicial tessellation

Resolving numerically Vlasov-Poisson equations for initially cold systems can be reduced to following the evolution of a three-dimensional sheet evolving in six-dimensional phase-space. We describe a public parallel numerical algorithm consisting in representing the phase-space sheet with a conforming, self-adaptive simplicial tessellation of which the vertices follow the Lagrangian equations of motion. The algorithm is implemented both in six- and four-dimensional phase-space. Refinement of the tessellation mesh is performed using the bisection method and a local representation of the phase-space sheet at second order relying on additional tracers created when needed at runtime. In order to preserve in the best way the Hamiltonian nature of the system, refinement is anisotropic and constrained by measurements of local Poincar\'e invariants. Resolution of Poisson equation is performed using the fast Fourier method on a regular rectangular grid, similarly to particle in cells codes. To compute the density projected onto this grid, the intersection of the tessellation and the grid is calculated using the method of Franklin and Kankanhalli (1993) generalised to linear order. As preliminary tests of the code, we study in four dimensional phase-space the evolution of an initially small patch in a chaotic potential and the cosmological collapse of a fluctuation composed of two sinusoidal waves. We also perform a "warm" dark matter simulation in six-dimensional phase-space that we use to check the parallel scaling of the code.Comment: Code and illustration movies available at: http://www.vlasix.org/index.php?n=Main.ColDICE - Article submitted to Journal of Computational Physic

A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks

Research Report UPC-DEIO DR 2018-01. November 2018The computation of the Newton direction is the most time consuming step of interior-point methods. This direction was efficiently computed by a combination of Cholesky factorizations and conjugate gradients in a specialized interior-point method for block-angular structured problems. In this work we apply this algorithmic approach to solve very large instances of minimum cost flows problems in bipartite networks, for convex objective functions with diagonal Hessians (i.e., either linear, quadratic or separable nonlinear objectives). After analyzing the theoretical properties of the interior-point method for this kind of problems, we provide extensive computational experiments with linear and quadratic instances of up to one billion arcs and 200 and five million nodes in each subset of the node partition. For linear and quadratic instances our approach is compared with the barriers algorithms of CPLEX (both standard path-following and homogeneous-self-dual); for linear instances it is also compared with the different algorithms of the state-of-the-art network flow solver LEMON (namely: network simplex, capacity scaling, cost scaling and cycle canceling). The specialized interior-point approach significantly outperformed the other approaches in most of the linear and quadratic transportation instances tested. In particular, it always provided a solution within the time limit and it never exhausted the 192 Gigabytes of memory of the server used for the runs. For assignment problems the network algorithms in LEMON were the most efficient option.Peer ReviewedPreprin

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

Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains

In this paper, we consider comparison-based adaptive stochastic algorithms for solving numerical optimisation problems. We consider a specific subclass of algorithms that we call comparison-based step-size adaptive randomized search (CB-SARS), where the state variables at a given iteration are a vector of the search space and a positive parameter, the step-size, typically controlling the overall standard deviation of the underlying search distribution.We investigate the linear convergence of CB-SARS on\emph{scaling-invariant} objective functions. Scaling-invariantfunctions preserve the ordering of points with respect to their functionvalue when the points are scaled with the same positive parameter (thescaling is done w.r.t. a fixed reference point). This class offunctions includes norms composed with strictly increasing functions aswell as many non quasi-convex and non-continuousfunctions. On scaling-invariant functions, we show the existence of ahomogeneous Markov chain, as a consequence of natural invarianceproperties of CB-SARS (essentially scale-invariance and invariance tostrictly increasing transformation of the objective function). We thenderive sufficient conditions for \emph{global linear convergence} ofCB-SARS, expressed in terms of different stability conditions of thenormalised homogeneous Markov chain (irreducibility, positivity, Harrisrecurrence, geometric ergodicity) and thus define a general methodologyfor proving global linear convergence of CB-SARS algorithms onscaling-invariant functions. As a by-product we provide aconnexion between comparison-based adaptive stochasticalgorithms and Markov chain Monte Carlo algorithms.Comment: SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 201