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At least 55 records · Page 3

Large-scale real-time signal processing in physics experiments: the ALICE TPC FPGA pipeline

For LHC Run 3, the ALICE Time Projection Chamber was upgraded to operate in continuous readout mode. Interaction rates of up to 50 kHz in Pb-Pb collisions require real-time processing of more than 3 TB s -1 of raw detector data. This requirement is met by a custom FPGA-based processing pipeline that performs the complete front-end data treatment fully in-stream, including common-mode correction, pedestal subtraction, ion-tail filtering, zero suppression, and dense data packing. A central element of the design is a highly parallel common-mode correction algorithm operating directly on the streaming data. It robustly identifies signal-free readout channels on a time-bin basis and applies pad-dependent scaling to compensate for local variations in capacitive coupling in the GEM readout. In combination with pedestal subtraction and ion-tail filtering, this enables accurate baseline restoration under extreme high-occupancy conditions, preventing signal loss while efficiently suppressing noise prior to zero suppression. The pipeline operates continuously at the full detector bandwidth and reduces the raw input rate of approximately 3 TB s -1 to about 900 GBps for Pb-Pb collisions at the target interaction rate. Overall, it represents a large-scale FPGA-based real-time signal-processing implementation for high-energy physics detector readout.

Digital signal processing (DSP)↗

Evolution of the SLATE linear algebra library

SLATE (Software for Linear Algebra Targeting Exascale) is a distributed, dense linear algebra library targeting both CPU-only and GPU-accelerated systems, developed over the course of the Exascale Computing Project (ECP). While it began with several documents setting out its initial design, significant design changes occurred throughout its development. In some cases, these were anticipated: an early version used a simple consistency flag that was later replaced with a full-featured consistency protocol. In other cases, performance limitations and software and hardware changes prompted a redesign. Sequential communication tasks were parallelized; host-to-host MPI calls were replaced with GPU device-to-device MPI calls; more advanced algorithms such as Communication Avoiding LU and the Random Butterfly Transform (RBT) were introduced. Early choices that turned out to be cumbersome, error prone, or inflexible have been replaced with simpler, more intuitive, or more flexible designs. Applications have been a driving force, prompting a lighter weight queue class, nonuniform tile sizes, and more flexible MPI process grids. Of paramount importance has been building a portable library that works across several different GPU architectures – AMD, Intel, and NVIDIA – while keeping a clean and maintainable codebase. Here we explore the evolving design choices and their effects, both in terms of performance and software sustainability.

Gates, Mark↗

Improving ICARUS Track Reconstruction Algorithms

The ICARUS experiment is part of the Short-Baseline Neutrino (SBN) program at Fermilab. The main goal of the experiment is to investigate the possibility of sterile neutrinos in the O(1 eV) mass region and provide clarification of the anomaly detected from the Liquid Scintillator Neutrino Detector (LSND) and MiniBooNE experiments. The ICARUS-T600 detector is a Liquid Argon Time Projection Chamber (LAr-TPC), that can provide excellent 3D imaging and calorimetric reconstruction of any ionizing particles. This detection technique allows a detailed study of neutrino interactions, spanning a wide energy spectrum (from a few keV to several hundreds of GeV). The detector consists of two identical adjacent modules, filled with a total of 760 tons of ultra-pure liquid argon. Each module houses two LAr-TPCs separated by a common cathode with a maximum drift distance of 1.5 m, equivalent to about 1 ms drift time for the nominal $500$ V/m electric drift field. The anode is made of three parallel wire planes positioned 3 mm apart, where the stainless-steel wires are oriented on each plane at a different angle with respect to the horizontal direction ($+60^\degree$,$-60^\degree$,$0^\degree$). The first two planes (Induction 1 and Induction 2) provide a non-destructive charge measurement, whereas the ionization charge is fully collected by the last collection plane. In total, 53248 wires with a 3 mm pitch and length up to 9 m are installed in the detector. In the first stage of the reconstruction, segments of waveforms corresponding to physical signals (hits) are searched for in the deconvolved wire waveform with a threshold-based hit-finding algorithm. Each hit is then fitted with a Gaussian, whose area is proportional to the number of drift electrons generating the signal. In the second stage of the reconstruction, hits are passed as input to Pandora, a framework software composed of different pattern recognition algorithms, that performs a 3D reconstruction of the full image recorded in the collected event, including the identification of interaction vertices and tracks and showers inside the TPC. These are organized into a hierarchical structure (called slice) of particles generated starting from a primary interaction vertex. In some cases, related to the inefficiencies in the hit detection or excessive deflection of the particle trajectory, Pandora breaks the particle's track into two or more smaller pieces and considers each piece as an independent track. We studied this phenomenon focusing on primary muons from ν_μ CC interactions contained in a single module with a track at least 20 cm long, to exclude delta rays. The study determined that about $7-8\%$ of the muon tracks are broken. Approximately $80\%$ of the times, Pandora assigns all segments of the track to the same slice (intra-slice track split), while in the remaining $20\%$ of the cases, one of the segments is associated with another slice (extra-slice track split). To mitigate this phenomenon, we designed an algorithm that detects and stitches the tracks broken by Pandora for the intra-slice split. In Monte Carlo simulations, the algorithm showed an efficiency exceeding $80\%$ and a purity exceeding $93\%$.

Ricci, Alessandro Maria [Pisa U.; INFN, Pisa] (ORC↗

Data-flow parallelism for high-energy and nuclear physics frameworks

The processing tasks of an event-processing workflow in high-energy and nuclear physics (HENP) can typically be represented as a directed acyclic graph formed according to the data flow—i.e. the data dependencies among algorithms executed as part of the workflow. With this representation, an HENP framework can optimally execute a workflow, exploiting the parallelism inherent among independent tasks. Despite such a natural description of a workflow, most HENP frameworks do not make use of technologies that provide concurrent execution of graph-based tasking structures. In this talk, we describe Fermilab efforts to adopt a graph-based technology (specifically Intel’s oneTBB flow graph) for meeting the framework needs of its experiments, notably DUNE. Building on the Meld project as presented at CHEP2023, we demonstrate that all common processing idioms supported by current frameworks can naturally be supported by oneTBB’s data-flow technology, optimally leveraging the concurrent capabilities of the machine. In addition, we discuss collaborative efforts between Fermilab and the Intel oneTBB development team, who is considering improvements to the flow-graph technology to better support HENP use cases.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Transforming microseismic clouds into near real-time visualization of the growing hydraulic fracture

SUMMARY Microseismic observations during unconventional reservoir stimulation are typically seen as a proxy for clusters of hydraulic fractures and the extent of the stimulated reservoir. Such straightforward interpretation is often misleading and fails to provide a physically reasonable image of the fracturing process. This paper demonstrates the application of a physics-based machine learning algorithm which enables a rapid and accurate fracture mapping from the microseismic data. Our training and validation data set relies on a history-matched geomechanical modelling workflow implemented in GEOS software for the Hydraulic Fracturing Test Site 1 (HFTS-1) project. For this study we augmented the simulated fracture growth through geostatistical modelling of induced seismicity, so that the synthetic microseismic catalogue matches the main statistical properties of the field observations. We formulated the problem of mapping the actual fracture in the clutter of events to parallel common video segmentation workflows: several past video frames (microseismic density snapshots) are passed through a deep convolutional network to classify whether a given voxel is associated with a fracture or intact rock. We found that for accurate fracture mapping, the network’s input and architecture must be augmented to incorporate the fluid injection parameters (pressure, rate, concentration of proppant, and location of the perforation within the cluster). The error rate for the network reached as little as 10 per cent of the fracture area, while a conventional microseismic interpretation approach yielded ∼300 per cent. Our approach also yields must faster predictions than conventional methods (minutes instead of weeks), and could enable engineers to make rapid decisions regarding engineering parameters (pumping rate, viscosity) in real time during stimulation.

58 GEOSCIENCES↗

Modeling of a chain of three plasma accelerator stages with the WarpX electromagnetic PIC code on GPUs

The fully electromagnetic particle-in-cell code WarpX is being developed by a team of the U.S. DOE Exascale Computing Project (with additional non-U.S. collaborators on part of the code) to enable the modeling of chains of tens to hundreds of plasma accelerator stages on exascale supercomputers, for future collider designs. The code is combining the latest algorithmic advances (e.g., Lorentz boosted frame and pseudo-spectral Maxwell solvers) with mesh refinement and runs on the latest computer processing unit and graphical processing unit (GPU) architectures. In this paper, we summarize the strategy that was adopted to port WarpX to GPUs, report on the weak parallel scaling of the pseudo-spectral electromagnetic solver, and then present solutions for decreasing the time spent in data exchanges from guard regions between subdomains. In Sec. IV, we demonstrate the simulations of a chain of three consecutive multi-GeV laser-driven plasma accelerator stages.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Asynchronous Iterative Solvers for Extreme-Scale Computing

The Asynchronous Iterative Solvers for Extreme-Scale Computing (AsyncIS) project aims to explore more efficient numerical algorithms by decreasing their overhead. AsyncIS does this by replacing the outer Krylov subspace solver with an asynchronous optimized Schwarz method, thereby removing the global synchronization and bulk synchronous operations typically used in numerical codes. AsyncIS—a U.S. Department of Energy (DOE)-funded collaboration between Georgia Tech, the University of Tennessee, Knoxville, Temple University, and Sandia National Laboratories—also focuses on the development and optimization of asynchronous preconditioners (i.e., preconditioners that are generated and/or applied in an asynchronous fashion). The novel preconditioning algorithms that provide fine-grained parallelism enable preconditioned Krylov solvers to run efficiently on large-scale distributed systems and manycore accelerators like GPUs.

97 MATHEMATICS AND COMPUTING↗

The continuous readout stream of the MicroBooNE liquid argon time projection chamber for detection of supernova burst neutrinos

The MicroBooNE continuous readout stream is a parallel readout of the MicroBooNE liquid argon time projection chamber (LArTPC) which enables detection of non-beam events such as those from a supernova neutrino burst. The low energies of the supernova neutrinos and the intense cosmic-ray background flux due to the near-surface detector location makes triggering on these events very challenging. Instead, MicroBooNE relies on a delayed trigger generated by SNEWS (the Supernova Early Warning System) for detecting supernova neutrinos. The continuous readout of the LArTPC generates large data volumes, and requires the use of real-time compression algorithms (zero suppression and Huffman compression) implemented in an FPGA (field-programmable gate array) in the readout electronics. In this paper we present the results of the optimization of the data reduction algorithms, and their operational performance. To demonstrate the capability of the continuous stream to detect low-energy electrons, a sample of Michel electrons from stopping cosmic-ray muons is reconstructed and compared to a similar sample from the lossless triggered readout stream.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Studies of Quark Transport and Hadronization in Nuclei

In this project, we conducted the first measurement of di‑hadron azimuthal correlations in deep inelastic scattering (DIS) off nuclei using the CLAS detector at Jefferson Lab. Using 5 GeV electron‑beam data collected on deuterium, carbon, iron, and lead targets, we extracted di‑pion correlation functions over a broad kinematic range. The results show a monotonic broadening of the correlation peak with increasing nuclear mass, along with pronounced dependencies on the pions’ kinematics. Separately, we implemented an algorithm based on the Kalman filter that achieved the first complete alignment of the CLAS12 central tracking system. In parallel, we developed simulations, algorithms, and performance studies that informed the conceptual designs of the forward hadronic calorimeter Insert and the Zero Degree Calorimeter, both of which are now included in the ePIC detector baseline for the forthcoming Electron Ion Collider.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

GSoFa: Scalable Sparse Symbolic LU Factorization on GPUs

Decomposing a matrix $\mathbf {A}$ into a lower matrix $\mathbf {L}$ and an upper matrix $\mathbf {U}$, which is also known as LU decomposition, is an essential operation in numerical linear algebra. For a sparse matrix, LU decomposition often introduces more nonzero entries in the $\mathbf {L}$ and $\mathbf {U}$ factors than in the original matrix. A symbolic factorization step is needed to identify the nonzero structures of $\mathbf {L}$ and $\mathbf {U}$ matrices. Attracted by the enormous potentials of the Graphics Processing Units (GPUs), an array of efforts have surged to deploy various LU factorization steps except for the symbolic factorization, to the best of our knowledge, on GPUs. This article introduces gSoFa, the first GPU-based symbolic factorization design with the following three optimizations to enable scalable LU symbolic factorization for nonsymmetric pattern sparse matrices on GPUs. First, here we introduce a novel fine-grained parallel symbolic factorization algorithm that is well suited for the Single Instruction Multiple Thread (SIMT) architecture of GPUs. Second, we tailor supernode detection into a SIMT friendly process and strive to balance the workload, minimize the communication and saturate the GPU computing resources during supernode detection. Third, we introduce a three-pronged optimization to reduce the excessive space consumption problem faced by multi-source concurrent symbolic factorization. Taken together, gSoFa achieves up to 31× speedup from 1 to 44 Summit nodes (6 to 264 GPUs) and outperforms the state-of-the-art CPU project, on average, by 5×. Notably, gSoFa also achieves up to 47 percent of the peak memory throughput of a V100 GPU in the Summit Supercomputer.

97 MATHEMATICS AND COMPUTING↗

Multi-Source Machine Learning and Thermoplastics Enhanced Aerostructure Manufacturing (mTEAM)

RTX Technology Research Center (RTRC), together with Collins Aerospace (Collins) and Oak Ridge National Laboratory (ORNL) has developed an Artificial Intelligence (AI) / Machine Learning (ML) guided solution to advance the manufacturing and assembly of high performance and lightweight thermoplastic composite (TPC) aerospace products. The solution aims to lower risk, cost and lead time for induction heating based welding and consolidation processes for TPC structure. The cost and lead time of part and material specific process development for induction welding (IW) and induction consolidation will be reduced by replacing traditional empirical methods with optimization methods that merge AI/ML and physics-based process simulations and process experiments with sensing and controls. TPC-IW process development is empirical in nature, and uncertainties in material & process behavior exist near & far from the induction coil. Physics-based simulations can be leveraged directly for process optimization but can be too computationally expensive to run in high fidelity and real time to do robust process optimization. The key impact of successful TPC induction consolidation and welding is cost & lead time reduction for part & material specific consolidation and welding recipes. This is an enabler for more rapid deployment of TPC structures via joining assembly, which can reduce energy & cost intensive usage of autoclaves & ovens. The solution aimed to advance the U.S. Department of Energy’s interests in using thermoplastics and automation in composite manufacturing for improvement of products for existing markets via increased production speeds, reduced costs, and lowered use of energy. Welded TPC structures can offer significant weight & energy savings for high-value commercial aerospace & industrial applications compared to metal & thermoset composite structures assembled by mechanical fastening and/or adhesive bonding. The project was organized into two Budget Periods. Budget Period 1 (BP1) was 15 months and its goal was to perform ML process optimization framework development & deployment on lab-coupon aerostructure components. A Go/No-Go Review was performed at the end of BP1 to verify fulfilment of key tasks & milestones to justify a Go Decision to move into the next Budget Period. Budget Period 2 (BP2) was 12 months and its goal was the deployment of the ML framework for ML process optimization of pilot industrial scale aerostructure components. The overall project aim was to develop & demonstrate ML-enhanced modeling framework that learns process-property mapping from multiple data sources at different fidelities. During BP1, the team accomplished key tasks & milestones to demonstrate the concept of multi-source ML for TPC aerostructure consolidation and assembly. First, the team completed documentation of induction based TPC heating requirements including baseline metrics to compare measured results against. Next the team completed demonstration of data generation from physics-based simulations for ML surrogate model generation and demonstrated the integration of physics-based simulation data into multi-source AI/ML algorithms. In parallel, the team established the lab-coupon scale induction welding system and completed a process to label and reduce generated data from physics-based simulation and experiments for ML surrogate models to enable multi-source ML model training & testing. To complete BP1, the team integrated physics-based simulation data and experimental data into multi-source ML algorithms. This was based on the team completing ML deployment of the induction welding on a lab system at RTRC and AI/ML deployment on existing induction welding line at Collins. ORNL visited both Collins and RTRC sites to witness the TPC induction welding process. Then, ORNL designed and constructed a new version of their vision-based sensing system better adapted to acquire process signals of the TPC induction welding process for process anomaly and defect detection. In BP2, the team accomplished key tasks & milestones to scale up multi-source ML for TPC aerostructure consolidation and assembly from the lab-coupon scale to the pilot-industrial scale. In BP2, the team demonstrated real time anomaly & defect detection via experiments performed by ORNL & RTRC. The team completed ML-optimization heating trials for TPC induction consolidation at Collins, and the team confirmed pilot industrial scale experimental data from Collins was compatible with the developed ML pipeline from RTRC. The team completed sub-element scale ML process optimization demonstration at RTRC, where the team leveraged RTRC’s robotic TPC welding setup to de-risk the ML process optimization by performing ML analysis of recorded temperatures to account for complex part features. Then, the team applied its ML-derived control strategies and ML process optimization framework at Collins to the pilot-industrial scale on a demo skin-stiffener part representative of a nacelle aerostructure fan cowl section. The key innovation is the AI/ML framework enabling effective process development of high performance, lightweight, energy efficient TPCs for composite aircraft structures.

36 MATERIALS SCIENCE↗

Cold Plasma Measurements

We have continued the simulation campaign in support of our ongoing magnetospheric cold plasma research project. This project aims to develop the next-generation particle instruments to measure the properties of the cold particle populations in the Earth’s magnetosphere. For this purpose, simulations have been performed with a Particle-In-Cell (PIC) code called the Curvilinear PIC (CPIC). The code is formulated in curvilinear geometry and couples the standard PIC algorithm with algorithms for the generation and adaptation of the underlaying computational mesh. It conforms to complex objects like spacecraft and it can place more grid points in regions where higher resolution is needed. The code also features a scalable solver based on the multigrid algorithm and it is fully parallelized via domain decomposition and MPI.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Scalable and accurate multi-GPU-based image reconstruction of large-scale ptychography data

Abstract While the advances in synchrotron light sources, together with the development of focusing optics and detectors, allow nanoscale ptychographic imaging of materials and biological specimens, the corresponding experiments can yield terabyte-scale volumes of data that can impose a heavy burden on the computing platform. Although graphics processing units (GPUs) provide high performance for such large-scale ptychography datasets, a single GPU is typically insufficient for analysis and reconstruction. Several works have considered leveraging multiple GPUs to accelerate the ptychographic reconstruction. However, most of these works utilize only the Message Passing Interface to handle the communications between GPUs. This approach poses inefficiency for a hardware configuration that has multiple GPUs in a single node, especially while reconstructing a single large projection, since it provides no optimizations to handle the heterogeneous GPU interconnections containing both low-speed (e.g., PCIe) and high-speed links (e.g., NVLink). In this paper, we provide an optimized intranode multi-GPU implementation that can efficiently solve large-scale ptychographic reconstruction problems. We focus on the maximum likelihood reconstruction problem using a conjugate gradient (CG) method for the solution and propose a novel hybrid parallelization model to address the performance bottlenecks in the CG solver. Accordingly, we have developed a tool, called PtyGer ( Pty chographic G PU(multipl e )-based r econstruction), implementing our hybrid parallelization model design. A comprehensive evaluation verifies that PtyGer can fully preserve the original algorithm’s accuracy while achieving outstanding intranode GPU scalability.

97 MATHEMATICS AND COMPUTING↗

TEAM Project Review, Year 2

This report summarizes our research activities within the TEAM project between December 2020 and December 2021, funded by the ASCR Advanced Research in Quantum Computing program. During the reporting period the LLNL-MSU team has made progress on several fronts. An overarching goal of the team is to provide a comprehensive suite of software tools that can be used for the Characterize-Optimize-Compute loop needed to implement and execute algorithms on quantum devices. We are concurrently developing lightweight solvers that can be used on desktop computers to find optimal control pulses and to characterize small quantum systems (consisting of a few transmons and cavities). However, desktop computers are insufficient for simulating and characterizing larger quantum systems. We have therefore also developed parallel, distributed memory, simulators and optimization solvers, both for open and closed quantum systems. These parallel solvers have, for example, been used to study quantum optimal control for pure-state preparation, utilizing 1000’s of cores on a modern high-performance computing (HPC) platform.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Scaling the SciDAC QuantOm Workflow

As part of the Scientific Discovery through Advanced Computing (SciDAC) program, the Quantum Chromodynamics Nuclear Tomography (QuantOM) project aims to analyze data from Deep Inelastic Scattering (DIS) experiments conducted at Jefferson Lab and the upcoming Electron Ion Collider. The DIS data analysis is performed on an event-level by combining the input from theoretical and experimental nuclear physics into a single, composable workflow. The optimization itself (I.e. fitting the experimental data with theoretical predictions) is carried out by a machine / deep learning algorithm. The size of the acquired DIS data as well as the complexity of the workflow itself require that the analysis is performed across multiple GPUs on high performance computing systems, such as Polaris at Argonne National Laboratory. This presentation discusses the novelties and challenges that came along with parallelizing this workflow. Recent results are compared to common distributed training techniques.

Lersch, Daniel↗

Refining HPCToolkit for application performance analysis at exascale

As part of the US Department of Energy’s Exascale Computing Project (ECP), Rice University has been refining its HPCToolkit performance tools to better support measurement and analysis of applications executing on exascale supercomputers. To efficiently collect performance measurements of GPU-accelerated applications, HPCToolkit employs novel non-blocking data structures to communicate performance measurements between tool threads and application threads. To attribute performance information in detail to source lines, loop nests, and inlined call chains, HPCToolkit performs parallel analysis of large CPU and GPU binaries involved in the execution of an exascale application to rapidly recover mappings between machine instructions and source code. To analyze terabytes of performance measurements gathered during executions at exascale, HPCToolkit employs distributed-memory parallelism, multithreading, sparse data structures, and out-of-core streaming analysis algorithms. To support interactive exploration of profiles up to terabytes in size, HPCToolkit’s hpcviewer graphical user interface uses out-of-core methods to visualize performance data. The result of these efforts is that HPCToolkit now supports collection, analysis, and presentation of profiles and traces of GPU-accelerated applications at exascale. These improvements have enabled HPCToolkit to efficiently measure, analyze and explore terabytes of performance data for executions using as many as 64K MPI ranks and 64K GPU tiles on ORNL’s Frontier supercomputer. HPCToolkit’s support for measurement and analysis of GPU-accelerated applications has been employed to study a collection of open-science applications developed as part of ECP. This paper reports on these experiences, which provided insight into opportunities for tuning applications, strengths and weaknesses of HPCToolkit itself, as well as unexpected behaviors in executions at exascale.

Adhianto, Laksono↗

Three-Dimensional Grid Visualization for Planning Activities: A Dubai Case Study

National Laboratory of the Rockies (NLR), in collaboration with the Dubai Electricity and Water Authority (DEWA) and Infra-X, has undertaken the Energy Visualization Analysis Project. The aim of this project is to enhance analytical and 3D visualization capabilities for distribution network planning and renewable energy integration. As modern grid continues to evolve with large-scale solar PV deployment and emerging distributed energy resources (DERs), the ability to effectively analyze, visualize, and communicate complex grid behaviors has become increasingly critical. The project focuses on developing empirical use cases based on real distribution feeder data and engineering workflows, ensuring the outcomes are directly aligned with operational environment. Through time-series power flow simulations and nodal hosting capacity analysis, the study quantifies the impacts of high PV penetration on voltage and thermal limits within representative 11 kV feeders. These analyses identify specific nodes and conditions where DER integration challenges arise. Furthermore, a Battery Energy Storage System (BESS) optimization algorithm was applied to determine the optimal size and placement of storage systems that can mitigate network constraints and enhance hosting capacity. The comparative results between base-case and BESS-augmented scenarios clearly demonstrate improvements in network stability and load management efficiency. In parallel, the NLR team developed an immersive 3D visualization framework, enabling interactive exploration of grid simulations using commodity head-mounted display (HMD) systems. This framework transforms conventional 2D simulation data into spatially intuitive visual environments - allowing engineers to analyze feeder conditions, PV hosting potential, and BESS effects in real time. This report represents the first foundational phase in establishing a visualization-driven analytical ecosystem. It provides a methodological foundation for data integration, visualization architecture, and simulation-based decision support, paving the way for large-scale adoption of immersive visualization across DEWA's Smart Grid Initiative, R&D activities, and future network resilience studies.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Projective Hedging Algorithms for Multistage Stochastic Programming, Supporting Distributed and Asynchronous Implementation

Here we propose a decomposition algorithm for multistage stochastic programming that resembles the progressive hedging method of Rockafellar and Wets but is provably capable of several forms of asynchronous operation. We derive the method from a class of projective operator splitting methods fairly recently proposed by Combettes and Eckstein, significantly expanding the known applications of those methods. Our derivation assures convergence for convex problems whose feasible set is compact, subject to some standard regularity conditions and a mild “fairness” condition on subproblem selection. The method’s convergence guarantees are deterministic and do not require randomization, in contrast to other proposed asynchronous variations of progressive hedging. Computational experiments described in an online appendix show the method to outperform progressive hedging on large-scale problems in a highly parallel computing environment.

97 MATHEMATICS AND COMPUTING↗