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Novel Geometric Operations for Linear Programming

This report summarizes the work performed under the project "Linear Programming in Strongly Polynomial Time." Linear programming (LP) is a classic combinatorial optimization problem heavily used directly and as an enabling subroutine in integer programming (IP). Specifically IP is the same as LP except that some solution variables must take integer values (e.g. to represent yes/no decisions). Together LP and IP have many applications in resource allocation including general logistics, and infrastructure design and vulnerability analysis. The project was motivated by the PI's recent success developing methods to efficiently sample Voronoi vertices (essentially finding nearest neighbors in high-dimensional point sets) in arbitrary dimension. His method seems applicable to exploring the high-dimensional convex feasible space of an LP problem. Although the project did not provably find a strongly-polynomial algorithm, it explored multiple algorithm classes. The new medial simplex algorithms may still lead to solvers with improved provable complexity. We describe medial simplex algorithms and some relevant structural/complexity results. We also designed a novel parallel LP algorithm based on our geometric insights and implemented it in the Spoke-LP code. A major part of the computational step is many independent vector dot products. Our parallel algorithm distributes the problem constraints across processors. Current commercial and high-quality free LP solvers require all problem details to fit onto a single processor or multicore. Our new algorithm might enable the solution of problems too large for any current LP solvers. We describe our new algorithm, give preliminary proof-of-concept experiments, and describe a new generator for arbitrarily large LP instances.

97 MATHEMATICS AND COMPUTING↗

A Parallel, Finite-Volume Algorithm for Large-Eddy Simulation of Turbulent Flows

A parallel, finite-volume algorithm has been developed for large-eddy simulation (LES) of compressible turbulent flows. This algorithm includes piecewise linear least-square reconstruction, trilinear finite-element interpolation, Roe flux-difference splitting, and second-order MacCormack time marching. Parallel implementation is done using the message-passing programming model. In this paper, the numerical algorithm is described. To validate the numerical method for turbulence simulation, LES of fully developed turbulent flow in a square duct is performed for a Reynolds number of 320 based on the average friction velocity and the hydraulic diameter of the duct. Direct numerical simulation (DNS) results are available for this test case, and the accuracy of this algorithm for turbulence simulations can be ascertained by comparing the LES solutions with the DNS results. The effects of grid resolution, upwind numerical dissipation, and subgrid-scale dissipation on the accuracy of the LES are examined. Comparison with DNS results shows that the standard Roe flux-difference splitting dissipation adversely affects the accuracy of the turbulence simulation. For accurate turbulence simulations, only 3-5 percent of the standard Roe flux-difference splitting dissipation is needed.

Bui, Trong T.↗

Accelerating population balance-Monte Carlo simulation for coagulation dynamics from the Markov jump model, stochastic algorithm and GPU parallel computing

This paper proposes a comprehensive framework for accelerating population balance-Monte Carlo (PBMC) simulation of particle coagulation dynamics. By combining Markov jump model, weighted majorant kernel and GPU (graphics processing unit) parallel computing, a significant gain in computational efficiency is achieved. The Markov jump model constructs a coagulation-rule matrix of differentially-weighted simulation particles, so as to capture the time evolution of particle size distribution with low statistical noise over the full size range and as far as possible to reduce the number of time loopings. Here three coagulation rules are highlighted and it is found that constructing appropriate coagulation rule provides a route to attain the compromise between accuracy and cost of PBMC methods. Further, in order to avoid double looping over all simulation particles when considering the two-particle events (typically, particle coagulation), the weighted majorant kernel is introduced to estimate the maximum coagulation rates being used for acceptance–rejection processes by single-looping over all particles, and meanwhile the mean time-step of coagulation event is estimated by summing the coagulation kernels of rejected and accepted particle pairs. The computational load of these fast differentially-weighted PBMC simulations (based on the Markov jump model) is reduced greatly to be proportional to the number of simulation particles in a zero-dimensional system (single cell). Finally, for a spatially inhomogeneous multi-dimensional (multi-cell) simulation, the proposed fast PBMC is performed in each cell, and multiple cells are parallel processed by multi-cores on a GPU that can implement the massively threaded data-parallel tasks to obtain remarkable speedup ratio (comparing with CPU computation, the speedup ratio of GPU parallel computing is as high as 200 in a case of 100 cells with 10 000 simulation particles per cell). These accelerating approaches of PBMC are demonstrated in a physically realistic Brownian coagulation case. The computational accuracy is validated with benchmark solution of discrete-sectional method. The simulation results show that the comprehensive approach can attain very favorable improvement in cost without sacrificing computational accuracy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

PASTA: A Parallel Sparse Tensor Algorithm Benchmark Suite

Tensor methods have gained increasingly attention from various applications, including machine learning, quantum chemistry, healthcare analytics, social network analysis, data mining, and signal processing, to name a few. Sparse tensors and their algorithms become critical to further improve the performance of these methods and enhance the interpretability of their output. This work presents a sparse tensor algorithm benchmark suite (PASTA) for single- and multi-core CPUs. To the best of our knowledge, this is the first benchmark suite for sparse tensor world. PASTA targets on: 1) helping application users to evaluate different computer systems using its representative computational workloads; 2) providing insights to better utilize existed computer architecture and systems and inspiration for the future design. This benchmark suite will be publicly released.

HPC, sparse tensor, benchmark↗

Development of a Navier-Stokes algorithm for parallel-processing supercomputers

An explicit flow solver, applicable to the hierarchy of model equations ranging from Euler to full Navier-Stokes, is combined with several techniques designed to reduce computational expense. The computational domain consists of local grid refinements embedded in a global coarse mesh, where the locations of these refinements are defined by the physics of the flow. Flow characteristics are also used to determine which set of model equations is appropriate for solution in each region, thereby reducing not only the number of grid points at which the solution must be obtained, but also the computational effort required to get that solution. Acceleration to steady-state is achieved by applying multigrid on each of the subgrids, regardless of the particular model equations being solved. Since each of these components is explicit, advantage can readily be taken of the vector- and parallel-processing capabilities of machines such as the Cray X-MP and Cray-2.

Swisshelm, Julie M.↗

Development of an aerodynamics algorithm for parallel-processing supercomputers

An explicit flow solver, applicable to the hierarchy of model equations ranging from Euler to full Navier-Stokes, is combined with several techniques designed to reduce computational expense. The computational domain consists of local grid refinements embedded in a global coarse mesh, where the locations of these refinements are defined by the physics of the flow. Flow characteristics are also used to determine which set of model equations is appropriate for solution in each region, thereby reducing not only the number of grid points at which the solution must be obtained, but also the computational effort required to get that solution. Acceleration to steady-state is achieved by applying multigrid on each of the subgrids, regardless of the particular model equations being solved. Since each of these components is explicit, advantage can readily be taken of the vector- and parallel-processing capabilities of machines such as the Cray X-MP and Cray-2.

Swisshelm, Julie M.↗

A Simple Physical Optics Algorithm Perfect for Parallel Computing Architecture

A reflector antenna computer program based upon a simple discreet approximation of the radiation integral has proven to be extremely easy to adapt to the parallel computing architecture of the modest number of large-gain computing elements such as are used in the Intel iPSC and Touchstone Delta parallel machines.

reflector antenna Intel iPSC Touchstone Delta↗

Speeding up Particle Track Reconstruction in the CMS Detector using a Vectorized and Parallelized Kalman Filter Algorithm

Building particle tracks is the most computationally intense step of event reconstruction at the LHC. With the increased instantaneous luminosity and associated increase in pileup expected from the High-Luminosity LHC, the computational challenge of track finding and fitting requires novel solutions. The current track reconstruction algorithms used at the LHC are based on Kalman filter methods that achieve good physics performance. By adapting the Kalman filter techniques for use on many-core SIMD architectures such as the Intel Xeon and Intel Xeon Phi and (to a limited degree) NVIDIA GPUs, we are able to obtain significant speedups and comparable physics performance. New optimizations, including a dedicated post-processing step to remove duplicate tracks, have improved the algorithm's performance even further. Here we report on the current structure and performance of the code and future plans for the algorithm.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Designing a parallel Feel-the-Way clustering algorithm on HPC systems

This paper introduces a new parallel clustering algorithm, named Feel-the-Way clustering algorithm, that provides better or equivalent convergence rate than the traditional clustering methods by optimizing the synchronization and communication costs. Our algorithm design centers on how to optimize three factors simultaneously: reduced synchronizations, improved convergence rate, and retained same or comparable optimization cost. To compare the optimization cost, we use the Sum of Square Error (SSE) cost as the metric, which is the sum of the square distance between each data point and its assigned clusters. Compared with the traditional MPI k-means algorithm, the new Feel-the-Way algorithm requires less communications among participating processes. As for the convergence rate, the new algorithm requires fewer number of iterations to converge. As for the optimization cost, it obtains the SSE costs that are close to the k-means algorithm. In the paper, we first design the full-step Feel-the-Way k-means clustering algorithm that can significantly reduce the number of iterations that are required by the original k-means clustering method. Next, we improve the performance of the full-step algorithm by adopting an optimized sampling-based approach, named reassignment-history-aware sampling. Our experimental results show that the optimized sampling-based Feel-the-Way method is significantly faster than the widely used k-means clustering method, and can provide comparable optimization costs. More extensive experiments with several synthetic datasets and real-world datasets (e.g., MNIST, CIFAR-10, ENRON, and PLACES-2) show that the new parallel algorithm can outperform the open source MPI k-means library by up to 110% on a high-performance computing system using 4,096 CPU cores. In addition, the new algorithm can take up to 51% fewer iterations to converge than the k-means clustering algorithm.

97 MATHEMATICS AND COMPUTING↗

On Parallel Push-Relabel based Algorithms for Bipartite Maximum Matching

We study multithreaded push-relabel based algorithms for computing maximum cardinality matching in bipartite graphs. Matching is a fundamental combinatorial (graph) problem with applications in a wide variety of problems in science and engineering. We are motivated by its use in the context of sparse linear solvers for computing maximum transversal of a matrix. We implement and test our algorithms on several multi-socket multicore systems and compare their performance to state-of-the-art augmenting path-based serial and parallel algorithms using a testset comprised of a wide range of real-world instances. Building on several heuristics for enhancing performance, we demonstrate good scaling for the parallel push-relabel algorithm. We show that it is comparable to the best augmenting path-based algorithms for bipartite matching. To the best of our knowledge, this is the first extensive study of multithreaded push-relabel based algorithms. In addition to a direct impact on the applications using matching, the proposed algorithmic techniques can be extended to preflow-push based algorithms for computing maximum flow in graphs.

Push-relabel, matching, bipartite↗

A Domain Decomposition Parallelization of the Fast Marching Method

In this paper, the first domain decomposition parallelization of the Fast Marching Method for level sets has been presented. Parallel speedup has been demonstrated in both the optimal and non-optimal domain decomposition case. The parallel performance of the proposed method is strongly dependent on load balancing separately the number of nodes on each side of the interface. A load imbalance of nodes on either side of the domain leads to an increase in communication and rollback operations. Furthermore, the amount of inter-domain communication can be reduced by aligning the inter-domain boundaries with the interface normal vectors. In the case of optimal load balancing and aligned inter-domain boundaries, the proposed parallel FMM algorithm is highly efficient, reaching efficiency factors of up to 0.98. Future work will focus on the extension of the proposed parallel algorithm to higher order accuracy. Also, to further enhance parallel performance, the coupling of the domain decomposition parallelization to the G(sub 0)-based parallelization will be investigated.

Herrmann, M.↗

Parallel Particle Advection Bake-Off for Scientific Visualization Workloads

There are multiple algorithms for parallelizing particle advection for scientific visualization workloads. While many previous studies have contributed to the understanding of individual algorithms, our study aims to provide a holistic understanding of how algorithms perform relative to each other on various workloads. To accomplish this, we consider four popular parallelization algorithms and run a “bake-off” study (i.e., an empirical study) to identify the best matches for each. The study includes 216 tests, going to a concurrency of up to 8192 cores and considering data sets as large as 34 billion cells with 300 million particles. Overall, our study informs three important research questions: (1) which parallelization algorithms perform best for a given workload?, (2) why?, and (3) what are the unsolved problems in parallel particle advection? In terms of findings, we find that the seeding box is the most important factor in choosing the best algorithm, and also that there is a significant opportunity for improvement in execution time, scalability, and efficiency.

Pugmire, Dave↗

A Scalable O(N) Algorithm for Large-Scale Parallel First-Principles Molecular Dynamics Simulations

Traditional algorithms for first-principles molecular dynamics (FPMD) simulations only gain a modest capability increase from current petascale computers, due to their O(N 3 ) complexity and their heavy use of global communications. To address this issue, we are developing a truly scalable O(N) complexity FPMD algorithm, based on density functional theory (DFT), which avoids global communications. The computational model uses a general nonorthogonal orbital formulation for the DFT energy functional, which requires knowledge of selected elements of the inverse of the associated overlap matrix. We present a scalable algorithm for approximately computing selected entries of the inverse of the overlap matrix, based on an approximate inverse technique, by inverting local blocks corresponding to principal submatrices of the global overlap matrix. The new FPMD algorithm exploits sparsity and uses nearest neighbor communication to provide a computational scheme capable of extreme scalability. Accuracy is controlled by the mesh spacing of the finite difference discretization, the size of the localization regions in which the electronic orbitals are confined, and a cutoff beyond which the entries of the overlap matrix can be omitted when computing selected entries of its inverse. We demonstrate the algorithm's excellent parallel scaling for up to O(100K) atoms on O(100K) processors, with a wall-clock time of O(1) minute per molecular dynamics time step.

36 MATERIALS SCIENCE↗