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At least 37 records · Page 2
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs

A lower bound for a finite-scenario-based chance-constrained program is the quantile value corresponding to the sorted optimal objective values of scenario subproblems. This quantile bound can be improved by grouping subsets of scenarios at the expense of solving larger subproblems. The quality of the bound depends on how the scenarios are grouped. In this paper, we formulate a mixed-integer bilevel program that optimally groups scenarios to tighten the quantile bounds. For general chance-constrained programs, we propose a branch-and-cut algorithm to optimize the bilevel program, and for chance-constrained linear programs, a mixed-integer linear-programming reformulation is derived. Here, we also propose several heuristics for grouping similar or dissimilar scenarios. Our computational results demonstrate that optimal grouping bounds are much tighter than heuristic bounds, resulting in smaller root-node gaps and better performance of scenario decomposition for solving chance-constrained 0-1 programs. Also, the optimal grouping bounds can be greatly strengthened using larger group size.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2009

Decomposition Algorithm for Global Reachability Analysis on a Time-Varying Graph with an Application to Planetary Exploration

Hot air (Montgolfiere) balloons represent a promising vehicle system for possible future exploration of planets and moons with thick atmospheres such as Venus and Titan. To go to a desired location, this vehicle can primarily use the horizontal wind that varies with altitude, with a small help of its own actuation. A main challenge is how to plan such trajectory in a highly nonlinear and time-varying wind field. This paper poses this trajectory planning as a graph search on the space-time grid and addresses its computational aspects. When capturing various time scales involved in the wind field over the duration of long exploration mission, the size of the graph becomes excessively large. We show that the adjacency matrix of the graph is block-triangular, and by exploiting this structure, we decompose the large planning problem into several smaller subproblems, whose memory requirement stays almost constant as the problem size grows. The approach is demonstrated on a global reachability analysis of a possible Titan mission scenario.

Dijkstra's algorithm↗
NASA NTRS1977

Modular polynomial arithmetic in partial fraction decomposition

Algorithms for general partial fraction decomposition are obtained by using modular polynomial arithmetic. An algorithm is presented to compute inverses modulo a power of a polynomial in terms of inverses modulo that polynomial. This algorithm is used to make an improvement in the Kung-Tong partial fraction decomposition algorithm.

Abdali, S. K.↗
NASA NTRS2003

A Graph Based Backtracking Algorithm for Solving General CSPs

Many AI tasks can be formalized as constraint satisfaction problems (CSPs), which involve finding values for variables subject to constraints. While solving a CSP is an NP-complete task in general, tractable classes of CSPs have been identified based on the structure of the underlying constraint graphs. Much effort has been spent on exploiting structural properties of the constraint graph to improve the efficiency of finding a solution. These efforts contributed to development of a class of CSP solving algorithms called decomposition algorithms. The strength of CSP decomposition is that its worst-case complexity depends on the structural properties of the constraint graph and is usually better than the worst-case complexity of search methods. Its practical application is limited, however, since it cannot be applied if the CSP is not decomposable. In this paper, we propose a graph based backtracking algorithm called omega-CDBT, which shares merits and overcomes the weaknesses of both decomposition and search approaches.

Pang, Wanlin↗
NASA NTRS2016

Mapping of Spacecraft Atmosphere Monitor Signal to Major Constituent Abundances

The Spacecraft Atmosphere Monitor (S.A.M.) follows the JPL’s commitment to introduce and develop next-generation instrumentation concepts for sensing the air quality on manned space flights via continuous sampling, measuring, and reporting in 2s intervals on all gaseous pollutants. The S.A.M. will have two modes of operation: the Major Constituent Analysis (MCA) mode and the Trace Gas Analysis (TGA) mode. The MCA mode will report on molecular analytes such as CH4, H2O, N2, O2, Ar, and CO2 while the TGA mode will acquire minute amounts of volatile organic compounds. Both modes assess the composition of the ambient air with twenty full mass spectra per second giving rise to a substantial amount of data to be processed by a set of small footprint software stacks hosted by an on-board computer. Mass spectra will be accumulated as the number of counts recorded in a given mass-to-charge channel and converted into the absolute abundances of detected species using an efficient algorithm. The decomposition algorithm contains four units: peak identification, mass calibration, background and dead time correction, and an abundance analysis unit. The abundance analysis module identifies target species through their characteristic fragmentation patterns in the presence of molecular isobars, such as CO and N2. For example, in order to identify N2 analyte, the code will simultaneously monitor abundance ratios of the 14, 28 and 29 Th signals and will adapt to any instability caused by a decrease in ambient pressure or changes in humidity. This requirement becomes critical for instruments designed to monitor the near real-time quality of cabin air and promptly provide accurate feedbacks.

Nikolic, D.↗
NASA NTRS1990

Reliable and Efficient Parallel Processing Algorithms and Architectures for Modern Signal Processing

Least-squares (LS) estimations and spectral decomposition algorithms constitute the heart of modern signal processing and communication problems. Implementations of recursive LS and spectral decomposition algorithms onto parallel processing architectures such as systolic arrays with efficient fault-tolerant schemes are the major concerns of this dissertation. There are four major results in this dissertation. First, we propose the systolic block Householder transformation with application to the recursive least-squares minimization. It is successfully implemented on a systolic array with a two-level pipelined implementation at the vector level as well as at the word level. Second, a real-time algorithm-based concurrent error detection scheme based on the residual method is proposed for the QRD RLS systolic array. The fault diagnosis, order degraded reconfiguration, and performance analysis are also considered. Third, the dynamic range, stability, error detection capability under finite-precision implementation, order degraded performance, and residual estimation under faulty situations for the QRD RLS systolic array are studied in details. Finally, we propose the use of multi-phase systolic algorithms for spectral decomposition based on the QR algorithm. Two systolic architectures, one based on triangular array and another based on rectangular array, are presented for the multiphase operations with fault-tolerant considerations. Eigenvectors and singular vectors can be easily obtained by using the multi-pase operations. Performance issues are also considered.

Liu, Kuojuey Ray↗
DOE OSTI2020

GentenMPI: Distributed Memory Sparse Tensor Decomposition

GentenMPl is a toolkit of sparse canonical polyadic (CP) tensor decomposition algorithms that is designed to run effectively on distributed-memory high-performance computers. Its use of distributed-memory parallelism enables it to efficiently decompose tensors that are too large for a single compute node's memory. GentenMPl leverages Sandia's decades-long investment in the Trilinos solver framework for much of its parallel-computation capability. Trilinos contains numerical algorithms and linear algebra classes that have been optimized for parallel simulation of complex physical phenomena. This work applies these tools to the data science problem of sparse tensor decomposition. In this report, we describe the use of Trilinos in GentenMPl, extensions needed for sparse tensor decomposition, and implementations of the CP-ALS (CP via alternating least squares) and GCP-SGD (generalized CP via stochastic gradient descent) sparse tensor decomposition algorithms. We show that GentenMPl can decompose sparse tensors of extreme size, e.g., a 12.6-terabyte tensor on 8192 computer cores. We demonstrate that the Trilinos backbone provides good strong and weak scaling of the tensor decomposition algorithms.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1991

Partitioning of unstructured problems for parallel processing

Many large-scale computational problems are based on unstructured computational domains. Primary examples are unstructured grid calculations based on finite volume methods in computational fluid dynamics, or structural analysis problems based on finite element approximations. The question of how to distribute such unstructured computational domains over a large number of processors in a MIMD machine with distributed memory is addressed. A graph theoretical framework for these problems is established. Based on this framework three decomposition algorithms are introduced. In particular a new decomposition algorithm is discussed, which is based on the computation of an eigenvector of the Laplacian matrix associated with the graph. Numerical comparisons on large-scale two- and three-dimensional problems demonstrate the superiority of the new spectral bisection algorithm.

Simon, H. D.↗
NASA NTRS1990

On a concurrent element-by-element preconditioned conjugate gradient algorithm for multiple load cases

Element-by-element preconditioned conjugate gradient (EBE-PCG) algorithms have been advocated for use in parallel/vector processing environments as being superior to the conventional LDL(exp T) decomposition algorithm for single load cases. Although there may be some advantages in using such algorithms for a single load case, when it comes to situations involving multiple load cases, the LDL(exp T) decomposition algorithm would appear to be decidedly more cost-effective. The authors have outlined an EBE-PCG algorithm suitable for multiple load cases and compared its effectiveness to the highly efficient LDL(exp T) decomposition scheme. The proposed algorithm offers almost no advantages over the LDL(exp T) algorithm for the linear problems investigated on the Alliant FX/8. However, there may be some merit in the algorithm in solving nonlinear problems with load incrementation, but that remains to be investigated.

Watson, Brian↗
NASA NTRS2008

Algorithms for Spectral Decomposition with Applications to Optical Plume Anomaly Detection

The analysis of spectral signals for features that represent physical phenomenon is ubiquitous in the science and engineering communities. There are two main approaches that can be taken to extract relevant features from these high-dimensional data streams. The first set of approaches relies on extracting features using a physics-based paradigm where the underlying physical mechanism that generates the spectra is used to infer the most important features in the data stream. We focus on a complementary methodology that uses a data-driven technique that is informed by the underlying physics but also has the ability to adapt to unmodeled system attributes and dynamics. We discuss the following four algorithms: Spectral Decomposition Algorithm (SDA), Non-Negative Matrix Factorization (NMF), Independent Component Analysis (ICA) and Principal Components Analysis (PCA) and compare their performance on a spectral emulator which we use to generate artificial data with known statistical properties. This spectral emulator mimics the real-world phenomena arising from the plume of the space shuttle main engine and can be used to validate the results that arise from various spectral decomposition algorithms and is very useful for situations where real-world systems have very low probabilities of fault or failure. Our results indicate that methods like SDA and NMF provide a straightforward way of incorporating prior physical knowledge while NMF with a tuning mechanism can give superior performance on some tests. We demonstrate these algorithms to detect potential system-health issues on data from a spectral emulator with tunable health parameters.

Srivastava, Askok N.↗
DOE OSTI2020

A parallel hierarchical blocked adaptive cross approximation algorithm

This article presents a low-rank decomposition algorithm based on subsampling of matrix entries. The proposed algorithm first computes rank-revealing decompositions of submatrices with a blocked adaptive cross approximation (BACA) algorithm, and then applies a hierarchical merge operation via truncated singular value decompositions (H-BACA). The proposed algorithm significantly improves the convergence of the baseline ACA algorithm and achieves reduced computational complexity compared to the traditional decompositions such as rank-revealing QR. Numerical results demonstrate the efficiency, accuracy, and parallel scalability of the proposed algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Optimization-Driven Scenario Grouping

Scenario decomposition algorithms for stochastic programs compute bounds by dualizing all nonanticipativity constraints and solving individual scenario problems independently. Here, we develop an approach that improves on these bounds by reinforcing a carefully chosen subset of nonanticipativity constraints, effectively placing scenarios into groups. Specifically, we formulate an optimization problem for grouping scenarios that aims to improve the bound by optimizing a proxy metric based on information obtained from evaluating a subset of candidate feasible solutions. We show that the proposed grouping problem is NP-hard in general, identify a polynomially solvable case, and present two formulations for solving the problem: a matching formulation for a special case and a mixed-integer programming formulation for the general case. We use the proposed grouping scheme as a preprocessing step for a particular scenario decomposition algorithm and demonstrate its effectiveness in solving standard test instances of two-stage 0–1 stochastic programs. Using this approach, we are able to prove optimality for all previously unsolved instances of a standard test set. Additionally, we implement this scheme as a preprocessing step for PySP, a publicly available and widely used implementation of progressive hedging, and compare this grouping approach with standard grouping approaches on large-scale stochastic unit commitment instances. Finally, the idea is extended to propose a finitely convergent algorithm for two-stage stochastic programs with a finite feasible region.

97 MATHEMATICS AND COMPUTING↗