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327 records · Page 19

A solution framework for linear PDE-constrained mixed-integer problems

Abstract We present a general numerical solution method for control problems with state variables defined by a linear PDE over a finite set of binary or continuous control variables. We show empirically that a naive approach that applies a numerical discretization scheme to the PDEs to derive constraints for a mixed-integer linear program (MILP) leads to systems that are too large to be solved with state-of-the-art solvers for MILPs, especially if we desire an accurate approximation of the state variables. Our framework comprises two techniques to mitigate the rise of computation times with increasing discretization level: First, the linear system is solved for a basis of the control space in a preprocessing step. Second, certain constraints are just imposed on demand via the IBM ILOG CPLEX feature of a lazy constraint callback. These techniques are compared with an approach where the relations obtained by the discretization of the continuous constraints are directly included in the MILP. We demonstrate our approach on two examples: modeling of the spread of wildfire and the mitigation of water contamination. In both examples the computational results demonstrate that the solution time is significantly reduced by our methods. In particular, the dependence of the computation time on the size of the spatial discretization of the PDE is significantly reduced.

97 MATHEMATICS AND COMPUTING↗

Accelerating Random Forest Classification on GPU and FPGA

Random Forests (RFs) are a commonly used machine learning method for classification and regression tasks spanning a variety of application domains, including bioinformatics, business analytics, and software optimization. While prior work has focused primarily on improving performance of the training of RFs, many applications, such as malware identification, cancer prediction, and banking fraud detection, require fast RF classification. In this work, we accelerate RF classification on GPU and FPGA. In order to provide efficient support for large datasets, we propose a hierarchical memory layout suitable to the GPU/FPGA memory hierarchy. We design three RF classification code variants based on that layout, and we investigate GPU- and FPGA-specific considerations for these kernels. Our experimental evaluation, performed on an Nvidia Xp GPU and on a Xilinx Alveo U250 FPGA accelerator card using publicly available datasets on the scale of millions of samples and tens of features, covers various aspects. First, we evaluate the performance benefits of our hierarchical data structure over the standard compressed sparse row (CSR) format. Second, we compare our GPU implementation with cuML, a machine learning library targeting Nvidia GPUs. Third, we explore the performance/accuracy tradeoff resulting from the use of different tree depths in the RF. Finally, we perform a comparative performance analysis of our GPU and FPGA implementations. Our evaluation shows that for high accuracy targets, our GPU implementation yields 5-9x speedup over CSR, and up to a 2x speedup over cuML.

FPGA, Xilinx FPGA, GPU, Random Forest classificati↗

Improving Schrödinger Equation Implementations with Gray Code for Adiabatic Quantum Computers

We reformulate the continuous-space Schrödinger equation in terms of spin Hamiltonians. For the kinetic energy operator, the critical concept facilitating the reduction in model complexity is the idea of position encoding. A binary encoding of position produces a spin-1/2 Heisenberg-like model and yields exponential improvement in space complexity when compared to classical computing. Encoding with a binary reflected Gray code (BRGC), and a Hamming-distance-2 Gray code (H2GC) reduces the model complexity down to the 𝑋⁢𝑍 and transverse Ising model, respectively. For 𝐴 qubits BRGC yields 2 𝐴 positions and is reduced to its 2-local form with O⁡(𝐴) ancillary qubits. H2GC yields 2 𝐴/2+1 positions with O⁡(𝐴 2 ) three-local penalty terms. We also identify the bijective mapping between diagonal unitaries and the Walsh series, producing the mapping of any real potential to a series of 𝑘 -local Ising models through the fast Walsh transform. Finally, in a finite volume, we provide some numerical evidence to support the claim that the total time needed for adiabatic evolution is protected by the infrared cutoff of the system. As a result, initial state preparation from a free-field wave function to an interacting system is expected to exhibit polynomial time complexity with volume and constant scaling with respect to lattice discretization for all encodings. For H2GC, if the evolution starts with the transverse Hamiltonian due to hardware restrictions, then penalties are dynamically introduced such that the low-lying spectrum reproduces the energy levels of the Laplacian. The adiabatic evolution of the penalty Hamiltonian is therefore sensitive to the ultraviolet scale. It is expected to exhibit polynomial time complexity with lattice discretization, or exponential time complexity with respect to the number of qubits given a fixed volume.

97 MATHEMATICS AND COMPUTING↗