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At least 667 records · Page 37

A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme

A constraint-reduced Mehrotra-predictor-corrector algorithm for convex quadratic programming is proposed. (At each iteration, such algorithms use only a subset of the inequality constraints in constructing the search direction, resulting in CPU savings.) The proposed algorithm makes use of a regularization scheme to cater to cases where the reduced constraint matrix is rank deficient. Global and local convergence properties are established under arbitrary working-set selection rules subject to satisfaction of a general condition. A modified active-set identification scheme that fulfills this condition is introduced. Numerical tests show great promise for the proposed algorithm, in particular for its active-set identification scheme. While the focus of the present paper is on dense systems, application of the main ideas to large sparse systems is briefly discussed.

97 MATHEMATICS AND COMPUTING↗

Algorithmic Patterns for $$\mathcal {H}$$-Matrices on Many-Core Processors

In this work, we consider the reformulation of hierarchical ( \(\mathcal {H}\) ) matrix algorithms for many-core processors with a model implementation on graphics processing units (GPUs). \(\mathcal {H}\) matrices approximate specific dense matrices, e.g., from discretized integral equations or kernel ridge regression, leading to log-linear time complexity in dense matrix–vector products. The parallelization of \(\mathcal {H}\) matrix operations on many-core processors is difficult due to the complex nature of the underlying algorithms. While previous algorithmic advances for many-core hardware focused on accelerating existing \(\mathcal {H}\) matrix CPU implementations by many-core processors, we here aim at totally relying on that processor type. As main contribution, we introduce the necessary parallel algorithmic patterns allowing to map the full \(\mathcal {H}\) matrix construction and the fast matrix–vector product to many-core hardware. In this work, crucial ingredients are space filling curves, parallel tree traversal and batching of linear algebra operations. The resulting model GPU implementation hmglib is the, to the best of the authors knowledge, first entirely GPU-based Open Source \(\mathcal {H}\) matrix library of this kind. We investigate application examples as present in kernel ridge regression, Gaussian Process Regression and kernel-based interpolation. In this context, an in-depth performance analysis and a comparative performance study against a standard multi-core CPU \(\mathcal {H}\) matrix library highlights profound speedups of our many-core parallel approach.

97 MATHEMATICS AND COMPUTING↗

Graph decomposition techniques for solving combinatorial optimization problems with variational quantum algorithms

The quantum approximate optimization algorithm (QAOA) has the potential to approximately solve complex combinatorial optimization problems in polynomial time. However, current noisy quantum devices cannot solve large problems due to hardware constraints. In this work, we develop an algorithm that decomposes the QAOA input problem graph into a smaller problem and solves MaxCut using QAOA on the reduced graph. The algorithm requires a subroutine that can be classical or quantum—in this work, we implement the algorithm twice on each graph. One implementation uses the classical solver Gurobi in the subroutine and the other uses QAOA. We solve these reduced problems with QAOA. On average, the reduced problems require only approximately 1/10 of the number of vertices than the original MaxCut instances. Furthermore, the average approximation ratio of the original MaxCut problems is 0.75, while the approximation ratios of the decomposed graphs are on average of 0.96 for both Gurobi and QAOA. With this decomposition, we are able to measure optimal solutions for ten 100-vertex graphs by running single-layer QAOA circuits on the Quantinuum trapped-ion quantum computer H1-1, sampling each circuit only 500 times. This approach is best suited for sparse, particularly k-regular graphs, as k-regular graphs on n vertices can be decomposed into a graph with at most $\frac{nk}{k+1}$ vertices in polynomial time. Further reductions can be obtained with a potential trade-off in computational time. In conclusion, while this paper applies the decomposition method to the MaxCut problem, it can be applied to more general classes of combinatorial optimization problems.

97 MATHEMATICS AND COMPUTING↗

Parallel and interacting stochastic approximation annealing algorithms for global optimisation

We present the parallel and interacting stochastic approximation annealing (PISAA) algorithm, a stochastic simulation procedure for global optimisation, that extends and improves the stochastic approximation annealing (SAA) by using population Monte Carlo ideas. The efficiency of standard SAA algorithm crucially depends on its selfadjusting mechanism which presents stability issues in high dimensional or rugged optimisation problems. The proposed algorithm involves simulating a population of SAA chains that interact each other in a manner that significantly improves the stability of the self-adjusting mechanism and the search for the global optimum in the sampling space, as well as it inherits SAA desired convergence properties when a square-root cooling schedule is used. It can be implemented in parallel computing environments in order to mitigate the computational overhead. As a result, PISAA can address complex optimisation problems that it would be difficult for SAA to satisfactory address. We demonstrate the good performance of the proposed algorithm on challenging applications including Bayesian network learning and protein folding. Our numerical comparisons suggest that PISAA outperforms the simulated annealing, stochastic approximation annealing, and annealing evolutionary stochastic approximation Monte Carlo.

Local trap↗

A smooth contact algorithm for the combined finite discrete element method

From its inception, the combined finite discrete element method has used a distributed potential contact force algorithm to resolve interaction between finite elements. The contact interaction algorithm relies on evaluation of the contact force potential field. The problem with existing algorithms is that the potential field introduces artificial numerical non-smoothness in the contact force. This work introduces a smooth potential field based on the finite element topology, and a generalized contact interaction law is constructed on top of the smooth potential field. Further, a number of validation cases for the proposed algorithm, considering different shapes of discrete elements, are presented, and detailed aspects of the proposed contact interaction law are tested with numerical examples.

97 MATHEMATICS AND COMPUTING↗

A Range and Performance Optimized Version of the Computer-Aided Speckle Interferometry Algorithm for Real-Time Displacement-Strain Field Monitoring

Abstract This work presents an optimized implementation of the Computer-Aided Speckle Interferometry algorithm which enables full-field determination of displacements and strains on commodity Graphics Processing Units at high resolution and frame rates. By combining careful control of the average speckle size in a laser speckle pattern with a simple sampling rate conversion scheme, a compact representation of the optical speckle is achieved. This allows for optimal use of Graphics Processing Unit architecture with robust range extension. The optimal mapping of the Computer-Aided Speckle Interferometry algorithm to Graphics Processing Unit architecture is shown in detail, and a straightforward method for disambiguating large displacements is illustrated. Lastly, this paper demonstrates a two-step subimage-tapering modification to the original algorithm that enables robust range enhancement while maintaining resolution. Results from numerical simulations on synthetic speckle patterns are shown, and runtime performance metrics are provided, with performance ranging up to 60 frames per second in some cases. The method is suitable for interactive experimental mechanics research, process and testing or any application where real-time high-resolution displacement-strain monitoring is needed. A .NET Framework class library enabling the incorporation of the algorithm into 3rd -party applications is available for download.

42 ENGINEERING↗

Multigroup Monte Carlo on GPUs: Comparison of history- and event-based algorithms

This article presents an investigation of the performance of different multigroup Monte Carlo transport algorithms on GPUs with a discussion of both history-based and event-based approaches. Several algorithmic improvements are introduced for both approaches. By modifying the history-based algorithm that is traditionally favored in CPU-based MC codes to occasionally filter out dead particles to reduce thread divergence, performance exceeds that of either the pure history-based or event-based approaches. The impacts of several algorithmic choices are discussed, including performance studies on Kepler and Pascal generation NVIDIA GPUs for fixed source and eigenvalue calculations. Single-device performance equivalent to 20–40 CPU cores on the K40 GPU and 60–80 CPU cores on the P100 GPU is achieved. Last, in addition, nearly perfect multi-device parallel weak scaling is demonstrated on more than 16,000 nodes of the Titan supercomputer.

97 MATHEMATICS AND COMPUTING↗

Artificial neural network algorithms for pulse shape discrimination and recovery of piled-up pulses in organic scintillators

We developed two neural-network (NN)-based algorithms (fully-connected neural network (Fc-NN) and recurrent neural network (RNN)) to perform pulse shape discrimination (PSD) and identification of piled-up pulses produced by organic scintillators, upon interaction with neutrons and gamma rays. We tested the algorithms on measured and verification sets of data and compared their classification performances to standard approaches. At a high acquisition count rate (100,000 counts per second, cps), in the presence of a gamma-to-neutron ratio of approximately 400–1, the proposed NN-based algorithm achieves a fraction of misclassified neutron, gamma, and piled-up pulses of approximately 1%, 1.8%, and 0.6%, respectively. Compared to the traditional approach, it exhibits 3×, 14×, and 11× improved (lower) miscalculation rates for neutron, gamma, and piled-up pulses, respectively. Here, we also demonstrate the capability of NN-based algorithms of successfully recovering and identifying neutron and gamma ray compositions from piled-up pulses in challenging, high pulse count rate conditions.

42 ENGINEERING↗

A quasi-static Monte Carlo algorithm for the simulation of sub-prompt critical transients

A pseudo-time-dependent Monte Carlo algorithm suitable for simulating thermal reactor transients with timescales on the order of seconds is presented. An initial experimental implementation has been written into the Monte Carlo Application ToolKit (MCATK) developed at Los Alamos National Laboratory. The algorithm is essentially a combination of the fully time-dependent Monte Carlo algorithm, including the explicit simulation of delayed neutron precursors, and a quasi-static algorithm that does not use the point-kinetics equations. The fully time-dependent calculation is performed for some number of inactive and active micro time steps. The dynamic reactor time constant and delayed neutron precursor production rates are calculated directly from the active cycles, rather than from point-kinetics parameters. These quantities are then used to advance the neutron population and delayed neutron precursors forward in time across a macro time step. As a result, the method is applied to the C5G7-TD benchmark operating in steady state and in transient mode.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

An algorithm for optimal management of aggregated HVAC power demand using smart thermostats

Here, this paper presents an algorithm for optimal management of aggregated power demand of a group of heating, ventilating and air-conditioning (HVAC) units. The algorithm provides an advanced direct load control mechanism for HVACs that leverages the availability of smart thermostats, which are remotely programmable and controllable. The paper provides a theoretical basis and an optimal solution to the problem of cycling a large number of HVAC units while respecting customer-chosen temperature limits for the purpose of maximum load reduction. The problem is presented in a new light by transforming it into a job scheduling problem and is solved using a combination of a novel greedy algorithm and a binary search algorithm. By leveraging widespread availability of smart internet-based (also referred to as IoT-based) thermostats in today’s environment, the proposed approach can be readily applied to residential buildings without additional electrical/IT infrastructure changes.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗

Optimization-based, property-preserving algorithm for passive tracer transport

Here we present a new optimization-based property-preserving algorithm for passive tracer transport. The algorithm utilizes a semi-Lagrangian approach based on incremental remapping of the mass and the total tracer. However, unlike traditional semi-Lagrangian schemes, which remap the density and the tracer mixing ratio through monotone reconstruction or flux correction, we utilize an optimization-based remapping that enforces conservation and local bounds as optimization constraints. In so doing we separate accuracy considerations from preservation of physical properties to obtain a conservative, second-order accurate transport scheme that also has a notion of optimality. Moreover, we prove that the optimization-based algorithm preserves linear relationships between tracer mixing ratios. We illustrate the properties of the new algorithm using a series of standard tracer transport test problems in a plane and on a sphere.

97 MATHEMATICS AND COMPUTING↗

The latent variable proximal point algorithm for variational problems with inequality constraints

The latent variable proximal point (LVPP) algorithm is a framework for solving infinite-dimensional variational problems with pointwise inequality constraints. The algorithm is a saddle point reformulation of the Bregman proximal point algorithm. At the continuous level, the two formulations are equivalent, but the saddle point formulation is more amenable to discretization because it introduces a structure-preserving transformation between a latent function space and the feasible set. Working in this latent space is much more convenient for enforcing inequality constraints than the feasible set, as discretizations can employ general linear combinations of suitable basis functions, and nonlinear solvers can involve general additive updates. LVPP yields numerical methods with observed mesh-independence for obstacle problems, contact, fracture, plasticity, and others besides; in many cases, for the first time. The framework also extends to more complex constraints, providing means to enforce convexity in the Monge–Ampère equation and handling quasi-variational inequalities, where the underlying constraint depends implicitly on the unknown solution. Here, in this paper, we describe the LVPP algorithm in a general form and apply it to ten problems from across mathematics.

Inequality constraints↗

An algorithm for physics informed scan path optimization in additive manufacturing

Site specific microstructure control is a critical research area within the field of additive manufacturing due to its potential to revolutionize part performance. One way to achieve site specific microstructure control is through control of the solidification conditions via the construction of intricate scan paths; however, the search space for such a problem is large. Previous attempts only considered the solidification conditions at the top surface while also requiring either lots of manual-fine tuning or large amounts of computational resources. This paper introduces a general method for scan path optimization which considers the solidification conditions in the bulk of the material without an increase in computational expense. This method consists of three core components:1. A heat transfer model for simulating the temperature field at a given time.2. A surrogate model which takes scan pattern information and temperature data and predicts the solidification conditions of the bulk as well as the meltpool depths for a spot melt.3. A decision algorithm to decide which spot melt should be printed next based on the outputs of the surrogate model.Each of these components can be changed without changing the overall method. Within this work, this method is applied in the creation of an algorithm containing a semi-analytic heat transfer model to simulate the temperature field, a fully convolutional neural network (FCNN) as the surrogate model, and a greedy decision algorithm. The resulting algorithm produced complex scan patterns which gave strong results for simulated microstructure control.

36 MATERIALS SCIENCE↗

Development of algorithms for augmenting and replacing conventional process control using reinforcement learning

Here, this work seeks to allow for the online operation and training of model-free reinforcement learning (RL) agents but limit the risk to system equipment and personnel. The parallel implementation of RL alongside more conventional process control (CPC) allows for the RL algorithm to learn from CPC. The past performance of both methods are assessed on a continuous basis allowing for a transition from CPC to RL and, if needed, transitioning back to CPC from RL. This allows for the RL algorithm to slowly and safely assume control of the process without significant degradation in control performance. It is shown that the RL can derive a near optimal policy even when coupled with a suboptimal CPC. It is also demonstrated that the coupled RL-CPC algorithm learns at a faster rate than traditional RL methods of exploration while the algorithm’s performance does not deteriorate below CPC, even when exposed to an unknown operating condition.

30 DIRECT ENERGY CONVERSION↗

An efficient tensor transpose algorithm for multicore CPU, Intel Xeon Phi, and NVidia Tesla GPU

An efficient parallel tensor transpose algorithm is suggested for shared-memory computing units, namely, multicore CPU, Intel Xeon Phi, and NVidia GPU. The algorithm operates on dense tensors (multidimensional arrays) and is based on the optimization of cache utilization on x86 CPU and the use of shared memory on NVidia GPU. From the applied side, the ultimate goal is to minimize the overhead encountered in the transformation of tensor contractions into matrix multiplications in computer implementations of advanced methods of quantum many-body theory (e.g., in electronic structure theory and nuclear physics). A particular accent is made on higher-dimensional tensors that typically appear in the so-called multireference correlated methods of electronic structure theory. Depending on tensor dimensionality, the presented optimized algorithms can achieve an order of magnitude speedup on x86 CPUs and 2-3 times speedup on NVidia Tesla K20X GPU with respect to the na ve scattering algorithm (no memory access optimization). Furthermore, the tensor transpose routines developed in this work have been incorporated into a general-purpose tensor algebra library (TAL-SH).

97 MATHEMATICS AND COMPUTING↗

A multi-dimensional, energy- and charge-conserving, nonlinearly implicit, electromagnetic Vlasov–Darwin particle-in-cell algorithm

For decades, the Vlasov–Darwin model has been recognized to be attractive for particle-in-cell (PIC) kinetic plasma simulations in non-radiative electromagnetic regimes, to avoid radiative noise issues and gain computational efficiency. However, the Darwin model results in an elliptic set of field equations that renders conventional explicit time integration unconditionally unstable. We explore a fully implicit PIC algorithm for the Vlasov–Darwin model in multiple dimensions, which overcomes many difficulties of traditional semi-implicit Darwin PIC algorithms. The finite-difference scheme for Darwin field equations and particle equations of motion is space–time-centered, employing particle sub-cycling and orbit-averaging. This algorithm conserves total energy, local charge, canonical-momentum in the ignorable direction, and preserves the Coulomb gauge exactly. An asymptotically well-posed fluid preconditioner allows efficient use of large cell sizes, which are determined by accuracy considerations, not stability, and can be orders of magnitude larger than required in a standard explicit electromagnetic PIC simulation. Finally, we demonstrate the accuracy and efficiency properties of the algorithm with various numerical experiments in 2D–3V.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

An unstructured body-of-revolution electromagnetic particle-in-cell algorithm with radial perfectly matched layers and dual polarizations

A novel electromagnetic particle-in-cell algorithm has been developed for fully kinetic plasma simulations on unstructured (irregular) meshes in complex body-of-revolution geometries. The algorithm, implemented in the BORPIC++ code, utilizes a set of field scalings and a coordinate mapping, reducing the Maxwell field problem in a cylindrical system to a Cartesian finite element Maxwell solver in the meridian plane. The latter obviates the cylindrical coordinate singularity in the symmetry axis. The choice of an unstructured finite element discretization enhances the geometrical flexibility of the BORPIC++ solver compared to the more traditional finite difference solvers. Symmetries in Maxwell’s equations are explored to decompose the problem into two dual polarization states with isomorphic representations that enable code reuse. The particle-in-cell scatter and gather steps preserve charge conservation at the discrete level. Our previous algorithm (BORPIC+) discretized the E and B field components of TE Φ and TM Φ polarizations on the finite element (primal) mesh. Here, we employ a new field-update scheme. Using the same finite element (primal) mesh, this scheme advances two sets of field components independently: (1) E and B of TE Φ polarized fields, (E z , E ρ , B Φ ) and (2) D and H of TM Φ polarized fields, (D Φ , H z , H ρ ). Since these field updates are not explicitly coupled, the new field solver obviates the coordinate singularity, which otherwise arises at the cylindrical symmetric axis, ρ = 0 when defining the discrete Hodge matrices (generalized finite element mass matrices). Here, a cylindrical perfectly matched layer is implemented as a boundary condition in the radial direction to simulate open space problems, with periodic boundary conditions in the axial direction. We investigate effects of charged particles moving next to the cylindrical perfectly matched layer. We model azimuthal currents arising from rotational motion of charged rings, which produce TMΦ polarized fields. Several numerical examples are provided to illustrate the first application of the algorithm.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

ARC algorithm: A novel approach to forecast and manage daily electrical maximum demand

This paper proposes an innovative algorithm for predicting short-term electrical maximum demand by using historical demand data. The ability to recognize in peak demand pattern for commercial or industrial customers would propose numerous direct and indirect benefits to the customers and utility providers in terms of demand reduction, cost control, and system stability. Prior works in electrical maximum demand forecasting have been mainly focused on seasonal effects, which is not a feasible approach for industrial manufacturing facilities in short-term load forecasting. The proposed algorithm, denoted as the Adaptive Rate of Change (ARC), determines the logarithmic rate-of-change in load profile prior to a peak by postulating the demand curve as a stochastic, mean-reverting process. The rationale behind this analysis, is that the energy efficient program requires not only demand estimation but also to warn the user of imminent maximum peak occurrence. This paper analyzes demand trend data and incorporates stochastic model and mean reverting half-life to develop an electrical maximum demand forecasting algorithm, which is statistically evaluated by cross-table and F-score for three different manufacturing facilities. Lastly, the aggregate results show an overall accuracy of 0.91 and a F-score of 0.43, which indicates that the algorithm is effective predicting peak demand in predicting peak demand.

24 POWER TRANSMISSION AND DISTRIBUTION↗