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At least 199 records · Page 11

Integration of progressive hedging and dual decomposition in stochastic integer programs

We present a method for integrating the Progressive Hedging (PH) algorithm and the Dual Decomposition (DD) algorithm of Carøe and Schultz for stochastic mixed-integer programs. Based on the correspondence between lower bounds obtained with PH and DD, a method to transform weights from PH to Lagrange multipliers in DD is found. Fast progress in early iterations of PH speeds up convergence of DD to an exact solution. As a result, we report computational results on server location and unit commitment instances.

97 MATHEMATICS AND COMPUTING↗

Parallel deterministic transport sweeps of structured and unstructured meshes with overloaded mesh decompositions

Here, the efficiency of discrete ordinates transport sweeps depends on the scheduling algorithm, the domain decomposition, the problem to be solved, and the computational platform. Sweep scheduling algorithms may be categorized by their approach to several issues. In this paper we examine the strategy of domain overloading for mesh partitioning as one of the components of such algorithms. In particular, we extend the domain overloading strategy, previously defined and analyzed for structured meshes, to the general case of unstructured meshes. We also present computational results for both the structured and unstructured domain overloading cases. We find that an appropriate amount of domain overloading can greatly improve the efficiency of parallel sweeps for both structured and unstructured partitionings of the test problems examined on up to 10 5 processor cores.

97 MATHEMATICS AND COMPUTING↗

Computational mechanics analysis tools for parallel-vector supercomputers

Computational algorithms for structural analysis on parallel-vector supercomputers are reviewed. These parallel algorithms, developed by the authors, are for the assembly of structural equations, 'out-of-core' strategies for linear equation solution, massively distributed-memory equation solution, unsymmetric equation solution, general eigen-solution, geometrically nonlinear finite element analysis, design sensitivity analysis for structural dynamics, optimization algorithm and domain decomposition. The source code for many of these algorithms is available from NASA Langley.

Storaasli, O. O.↗

Embedding spatial decomposition in parareal in time power system simulation

We propose an approach for combining two decompositions in power system simulation, temporal and spatial, with a goal to achieve faster simulation time than utilizing either one of them alone. The proposed approach builds upon the structure of the Parareal algorithm for temporal decomposition and explores an efficient way of embedding the spatial decomposition into its coarse and fine solutions. This introduces two types of simultaneous parallelism in power system simulations - parallelism between system areas and between coarse integration intervals for time integration. The results from the application of the proposed approach are shown on a two-area system comprised of the IEEE 16-machine, 68-bus, and the IEEE 50-machine, 145-bus system.

Duan, Nan↗

Quantifying and Characterizing Striping of Microwave Humidity Sounder with Observation and Simulation

Striping has been observed in the MetOp-A Microwave Humidity Sounder (MHS) data since its degradation in November 2018. However, accurate striping quantification and characterization remain challenging due to the large scene dynamics observed at W/G bands of MHS. Here we have developed a set of novel algorithms for striping quantification, decomposition, characterization, and simulation. Our algorithm extracts striping from the warm-load and cold-space scenes that are relatively stable. We break down the striping into two parts of thermal and 1/f noise and quantify their absolute magnitude and relative ratio. We found a significant increase in striping at 157 GHz that has more than quadrupled by October 2019 relative to its normal level. Regardless of the degradation, the ratio of thermal and 1/f noise remains the same. Our simulation reproduces all the characteristics of striping against observation. It is shown that 1/f noise generates sharp, non-periodic stripes, while thermal noise also generates stripes but with smoother band features. The latter is due to the periodic calibration that has a chopping effect. The striping percentage, defined as the ratio of 1/f to total noise, shows no dependence on the scene temperature. Striping is pronounced not only in 157 GHz but also in 89 and190 GHz with the striping percentage over 50%, while lower in183 GHz of 20%. The results provide insights for quantifying and understanding striping. Our algorithm can be applied to other radiometers and to simulate striping for evaluating its impact in data assimilation and science products.

John Xun Yang↗

Isotopic determination of uranium in soil by laser induced breakdown spectroscopy

Laser-induced breakdown spectroscopy (LIBS) operated under ambient pressure has been evaluated for isotopic analysis of uranium in real-world samples such as soil, with U concentrations in the single digit percentage levels. The study addresses the requirements for spectral decomposition of 235 U and 238 U atomic emission peaks that are only partially resolved. Although non-linear least-square fitting algorithms are typically able to locate the optimal combination of fitting parameters that best describes the experimental spectrum even when all fitting parameters are treated as free independent variables, the analytical results of such an unconstrained free-parameter approach are ambiguous. In this work, five spectral decomposition algorithms were examined, with different known physical properties (e.g., isotopic splitting, hyperfine structure) of the spectral lines sequentially incorporated into the candidate algorithms as constraints. It was found that incorporation of such spectral-line constraints into the decomposition algorithm is essential for the best isotopic analysis. The isotopic abundance of 235 U was determined from a simple two-component Lorentzian fit on the U II 424.437 nm spectral profile. For six replicate measurements, each with only fifteen laser shots, on a soil sample with U concentration at 1.1% w/w, the determined 235 U isotopic abundance was (64.6 ± 4.8)%, and agreed well with the certified value of 64.4%. Another studied U line - U I 682.691 nm possesses hyperfine structure that is comparatively broad and at a significant fraction as the isotopic shift. Thus, 235 U isotopic analysis with this U I line was performed with spectral decomposition involving individual hyperfine components. For the soil sample with 1.1% w/w U, the determined 235 U isotopic abundance was (60.9 ± 2.0)%, which exhibited a relative bias about 6% from the certified value. The bias was attributed to the spectral resolution of our measurement system - the measured line width for this U I line was larger than its isotopic splitting. In conclusion, although not the best emission line for isotopic analysis, this U I emission line is sensitive for element analysis with a detection limit of 500 ppm U in the soil matrix; the detection limit for the U II 424.437 nm line was 2000 ppm.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Alternating Direction Decomposition with Strong Bounding and Convexification (ADDSBC) for Solving Security Constrained AC Unit Commitment Problems

This project aims to develop efficient and robust computational methods for solving the security-constrained unit commitment and alternating current optimal power flow problem (SC-UC-ACOPF). The SC-UC-ACOPF problem is at the center of the short-term operation of the U.S. Power Grid. It is solved every week, every day, and every 10 minutes to plan for the optimal action of electricity generation and consumption by minimizing the generation cost and maintaining power system reliability against potential disruptions of equipment failures. In mathematical terms, SC-UC-ACOPF is a challenging large-scale mixed-integer nonlinear optimization model. This means that the decisions involve both discrete variables, e.g. the turning on and off of generators and switching of transmission lines and transformers, and continuous decisions, e.g. the amount of energy generated by each generator and the power flows in the power grid. The physics of the power flow is described by nonlinear equations involving real and reactive power and bus voltages. Another key feature is the large number of contingencies, i.e. the system needs to stay reliable in face of failure of any one equipment, such as transmission lines and generators. The U.S. power grids are extremely complicated and large scale with more than 5,000 generators, 50,000 buses, and 100,000 high-voltage transmission lines, making the SC-UC-ACOPF a very large-scale computation challenge. The research developed in this project aims to solve the SC-UC-ACOPF problems in the three timescales, i.e. weekly, daily, and every 10-min. The proposed computational methods are built on a principled algorithmic approach of decomposition and penalization. More specifically, the algorithm develops spatial and temporal decomposition by exploiting the strong temporal coupling and weak spatial coupling of the UC problem and the complementary feature, i.e. weak temporal coupling and strong spatial coupling of the ACOPF problem. The algorithm also leverages recent progresses in strong convex relaxation of ACOPF. A unique feature of the proposed approach is that it generates a valid, global upper bound on the optimal maximum profit. In this way, a global optimality gap is available to measure the quality of the solution. To further speed up computation, the research team has developed a plethora of effective heuristics to strengthen the iterative penalty-based decomposition framework. For instance, a heuristic is developed to construct inner approximations of the time coupling constraints within the time decoupled problems. Contingencies are pre-screened and low-rank matrix computation is exploited to find the almost unique solution to each contingency. A novel heuristic for line switching is proposed and tested with positive impacts on instances where line switching is beneficial. Taking a systematic approach and carefully handling every detail of the problem pays off. The TIM-GO’s performance throughout the trials and the final event was stellar. TIM-GO garnered the second highest total prize money and is ranked in the top three positions across all categories of comparison.

97 MATHEMATICS AND COMPUTING↗

An Infinite Domain 3D Poisson Solver Based on the Barnes-Hut Algorithm

We present a domain decomposition method for the solution of the 3D Poisson equation with infinite domain boundary conditions. The method is based on an application of the Barnes-Hut tree particle scheme adapted to gridded data. Long range interactions are computed using the first two terms in the Cartesian multipole expansion of Green’s function convoluted with the charge while short range computations are performed using Hockney’s domain doubling algorithm. A standard domain decomposition strategy requires O(N 2 ) applications of Hockney’s algorithm, where N is the number of subdomains that intersect that charge support, while in the present approach only O(Nlog 2 N) such computations suffice. The discretization scheme employed is a sixth order Mehrstellen approximation of the 3D Laplace opera tor. The method exhibits satisfactory accuracy at a substantially reduced computational cost compared to the full domain decomposition Hockney’s algorithm.

97 MATHEMATICS AND COMPUTING↗

MO-FG-204-03: Using Edge-Preserving Algorithm for Significantly Improved Image-Domain Material Decomposition in Dual Energy CT

Purpose: To significantly improve dual energy CT (DECT) imaging by establishing a new theoretical framework of image-domain material decomposition with incorporation of edge-preserving techniques. Methods: The proposed algorithm, HYPR-NLM, combines the edge-preserving non-local mean filter (NLM) with the HYPR-LR (Local HighlY constrained backPRojection Reconstruction) framework. Image denoising using HYPR-LR framework depends on the noise level of the composite image which is the average of the different energy images. For DECT, the composite image is the average of high- and low-energy images. To further reduce noise, one may want to increase the window size of the filter of the HYPR-LR, leading resolution degradation. By incorporating the NLM filtering and the HYPR-LR framework, HYPR-NLM reduces the boost material decomposition noise using energy information redundancies as well as the non-local mean. We demonstrate the noise reduction and resolution preservation of the algorithm with both iodine concentration numerical phantom and clinical patient data by comparing the HYPR-NLM algorithm to the direct matrix inversion, HYPR-LR and iterative image-domain material decomposition (Iter-DECT). Results: The results show iterative material decomposition method reduces noise to the lowest level and provides improved DECT images. HYPR-NLM significantly reduces noise while preserving the accuracy of quantitative measurement and resolution. For the iodine concentration numerical phantom, the averaged noise levels are about 2.0, 0.7, 0.2 and 0.4 for direct inversion, HYPR-LR, Iter- DECT and HYPR-NLM, respectively. For the patient data, the noise levels of the water images are about 0.36, 0.16, 0.12 and 0.13 for direct inversion, HYPR-LR, Iter-DECT and HYPR-NLM, respectively. Difference images of both HYPR-LR and Iter-DECT show edge effect, while no significant edge effect is shown for HYPR-NLM, suggesting spatial resolution is well preserved for HYPR-NLM. Conclusion: HYPR-NLM provides an effective way to reduce the generic magnified image noise of dual–energy material decomposition while preserving resolution. This work is supported in part by NIH grants 7R01HL111141 and 1R01-EB016777. This work is also supported by the Natural Science Foundation of China (NSFC Grant No. 81201091), Fundamental Research Funds for the Central Universities in China, and Fund Project for Excellent Abroad Scholar Personnel in Science and Technology.

60 APPLIED LIFE SCIENCES↗

A Lagrange multiplier based divide and conquer finite element algorithm

A novel domain decomposition method based on a hybrid variational principle is presented. Prior to any computation, a given finite element mesh is torn into a set of totally disconnected submeshes. First, an incomplete solution is computed in each subdomain. Next, the compatibility of the displacement field at the interface nodes is enforced via discrete, polynomial and/or piecewise polynomial Lagrange multipliers. In the static case, each floating subdomain induces a local singularity that is resolved very efficiently. The interface problem associated with this domain decomposition method is, in general, indefinite and of variable size. A dedicated conjugate projected gradient algorithm is developed for solving the latter problem when it is not feasible to explicitly assemble the interface operator. When implemented on local memory multiprocessors, the proposed methodology requires less interprocessor communication than the classical method of substructuring. It is also suitable for parallel/vector computers with shared memory and compares favorably with factorization based parallel direct methods.

Farhat, C.↗

Efficient Ab Initio Auxiliary-Field Quantum Monte Carlo Calculations in Gaussian Bases via Low-Rank Tensor Decomposition

We describe an algorithm to reduce the cost of auxiliary-field quantum Monte Carlo (AFQMC) calculations for the electronic structure problem. The technique uses a nested low-rank factorization of the electron repulsion integral (ERI). While the cost of conventional AFQMC calculations in Gaussian bases scales as O(N 4 ), where N is the size of the basis, we show that ground-state energies can be computed through tensor decomposition with reduced memory requirements and subquartic scaling. Here, the algorithm is applied to hydrogen chains and square grids, water clusters, and hexagonal BN. In all cases, we observe significant memory savings and, for larger systems, reduced, subquartic simulation time.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Parallel Algorithms for Computing the Tensor-Train Decomposition

The tensor-train (TT) decomposition expresses a tensor in a data-sparse format used in molecular simulations, high-order correlation functions, and optimization. In this paper, we propose four parallelizable algorithms that compute the TT format from various tensor inputs: (1) Parallel-TTSVD for traditional format, (2) PSTT and its variants for streaming data, (3) Tucker2TT for Tucker format, and (4) TT-fADI for solutions of Sylvester tensor equations. We provide theoretical guarantees of accuracy, parallelization methods, scaling analysis, and numerical results. For example, for a d-dimension tensor in $\mathbb{R}$ $n\times∙∙∙$$\times$$n$ a two-sided sketching algorithm PSTT2 is shown to have a memory complexity of $O(n^{[d/2]})$, improving upon $O(n^{d—1})$ from previous algorithms.

97 MATHEMATICS AND COMPUTING↗

Multiscale Simulations of Magnetic Island Coalescence

We describe a new interactive parallel Adaptive Mesh Refinement (AMR) framework written in the Python programming language. This new framework, PyAMR, hides the details of parallel AMR data structures and algorithms (e.g., domain decomposition, grid partition, and inter-process communication), allowing the user to focus on the development of algorithms for advancing the solution of a systems of partial differential equations on a single uniform mesh. We demonstrate the use of PyAMR by simulating the pairwise coalescence of magnetic islands using the resistive Hall MHD equations. Techniques for coupling different physics models on different levels of the AMR grid hierarchy are discussed.

Dorelli, John C.↗

Sparse Symmetric Format for Tucker Decomposition

Tensor-based methods are receiving renewed attention in recent years due to their prevalence in diverse real-world applications. There is considerable literature on tensor representations and algorithms for tensor decompositions, both for dense and sparse tensors. Many applications in hypergraph analytics, machine learning, psychometry, and signal processing result in tensors that are both sparse and symmetric, making them an important class for further study. Similar to the critical Tensor Times Matrix chain operation (TTM c ) in general sparse tensors, the $\underline{S}$ parse $\underline{S}$ ymmetric $\underline{T}$ ensor $\underline{T}$ imes $\underline{S}$ ame $\underline{M}$ atrix $\underline{c}$ hain (S 3 TTM c ) operation is compute and memory intensive due to high tensor order and the associated factorial explosion in the number of non-zeros. We present the novel Compressed Sparse Symmetric (CSS) format for sparse symmetric tensors, along with an efficient parallel algorithm for the S 3 TTM c operation. We theoretically establish that S 3 TTM c on CSS achieves a better memory versus run-time trade-off compared to state-of-the-art implementations, and visualize the variation of the performance gap over the parameter space. We demonstrate experimental findings that confirm these results and achieve up to 2.72× speedup on synthetic and real datasets. The scaling of the algorithm on different test architectures is also showcased to highlight the effect of machine characteristics on algorithm performance.

42 ENGINEERING↗

Reconstructing householder vectors from Tall-Skinny QR

The Tall-Skinny QR (TSQR) algorithm is more communication efficient than the standard Householder algorithm for QR decomposition of matrices with many more rows than columns. However, TSQR produces a different representation of the orthogonal factor and therefore requires more software development to support the new representation. Further, implicitly applying the orthogonal factor to the trailing matrix in the context of factoring a square matrix is more complicated and costly than with the Householder representation. We show how to perform TSQR and then reconstruct the Householder vector representation with the same asymptotic communication efficiency and little extra computational cost. We demonstrate the high performance and numerical stability of this algorithm both theoretically and empirically. The new Householder reconstruction algorithm allows us to design more efficient parallel QR algorithms, with significantly lower latency cost compared to Householder QR and lower bandwidth and latency costs compared with Communication-Avoiding QR (CAQR) algorithm. Experiments on supercomputers demonstrate the benefits of the communication cost improvements: in particular, our experiments show substantial improvements over tuned library implementations for tall-and-skinny matrices. Furthermore, we also provide algorithmic improvements to the Householder QR and CAQR algorithms, and we investigate several alternatives to the Householder reconstruction algorithm that sacrifice guarantees on numerical stability in some cases in order to obtain higher performance.

97 MATHEMATICS AND COMPUTING↗

Efficient Parallel Sparse Symmetric Tucker Decomposition for High-Order Tensors

Tensor based methods are receiving renewed attention in recent years due to their prevalence in diverse real-world applications. There is considerable literature on tensor representations and algorithms for tensor decompositions, both for dense and sparse tensors. Many applications in hypergraph analytics, machine learning, psychometry, and signal processing result in tensors that are both sparse and symmetric, making it an important class for further study. Similar to the critical Tensor Times Matrix chain operation (TTMc) in general sparse tensors, the Sparse Symmetric Tensor Times Same Matrix chain (S3TTMc) operation is compute and memory intensive due to high tensor order and the associated factorial explosion in the number of non-zeros. In this work, we present a novel compressed storage format CSS for sparse symmetric tensors, along with an efficient parallel algorithm for the S3TTMc operation. We theoretically establish that S3TTMc on CSS achieves a better memory versus run-time trade-off compared to state-of-the-art implementations. We demonstrate experimental findings that confirm these results and achieve up to 2.9× speedup on synthetic and real datasets.

Shivakumar, Shruti↗

Code for Value Decomposition Graph Network and environment for AMR on linear advection

This is the code for the paper [Multi-Agent Reinforcement Learning for Adaptive Mesh Refinement](https://arxiv.org/abs/2211.00801), published at AAMAS 2023. It contains the implementation of a new algorithm, called Value Decomposition Graph Network (VDGN), for applying multi-agent reinforcement learning to the problem of adaptive mesh refinement (AMR). It also contains the implementation of a multi-agent environment for AMR on a linear advection problem. VDGN is the first learning algorithm to display anticipatory refinement behavior in AMR, and it outperforms local error threshold-based heuristic strategies.

Yang, Jiachen↗