Mixed Precision s-step Conjugate Gradient with Residual Replacements on GPUs.
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Quadratically convergent gradient methods for minimizing unconstrained function of several variables
Convergent gradient methods for minimizing unconstrained function of several variables
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An extension of a two dimensional formulation is presented for a three dimensional body of revolution. With the introduction of a Fourier expansion of the vector electric and magnetic fields, a coupled two dimensional system is generated and solved via the finite element method. An exact boundary condition is employed to terminate the mesh and the fast fourier transformation (FFT) is used to evaluate the boundary integrals for low O(n) memory demand when an iterative solution algorithm is used. By virtue of the finite element method, the algorithm is applicable to structures of arbitrary material composition. Several improvements to the two dimensional algorithm are also described. These include: (1) modifications for terminating the mesh at circular boundaries without distorting the convolutionality of the boundary integrals; (2) the development of nonproprietary mesh generation routines for two dimensional applications; (3) the development of preprocessors for interfacing SDRC IDEAS with the main algorithm; and (4) the development of post-processing algorithms based on the public domain package GRAFIC to generate two and three dimensional gray level and color field maps.
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A preconditioned Krylov subspace method (GMRES) is used to solve the linear systems of equations formed at each time-integration step of the unsteady, two-dimensional, compressible Navier-Stokes equations of fluid flow. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux-split formulation. Several preconditioning techniques are investigated to enhance the efficiency and convergence rate of the implicit solver based on the GMRES algorithm. The superiority of the new solver is established by comparisons with a conventional implicit solver, namely line Gauss-Seidel relaxation (LGSR). Computational test results for low-speed (incompressible flow over a backward-facing step at Mach 0.1), transonic flow (trailing edge flow in a transonic turbine cascade), and hypersonic flow (shock-on-shock interactions on a cylindrical leading edge at Mach 6.0) are presented. For the Mach 0.1 case, overall speedup factors of up to 17 (in terms of time-steps) and 15 (in terms of CPU time on a CRAY-YMP/8) are found in favor of the preconditioned GMRES solver, when compared with the LGSR solver. The corresponding speedup factors for the transonic flow case are 17 and 23, respectively. The hypersonic flow case shows slightly lower speedup factors of 9 and 13, respectively. The study of preconditioners conducted in this research reveals that a new LUSGS-type preconditioner is much more efficient than a conventional incomplete LU-type preconditioner.
Momentum is crucial in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated constant. However, tuning the hyperparameter for momentum can be a significant computational burden. In this article, we propose a novel adaptive momentum for improving DNNs training; this adaptive momentum, with no momentum-related hyperparame- ter required, is motivated by the nonlinear conjugate gradient (NCG) method. Stochastic gradient descent (SGD) with this new adaptive momentum eliminates the need for the momentum hyperparameter calibration, allows using a significantly larger learning rate, accelerates DNN training, and improves the final accuracy and robustness of the trained DNNs. For example, SGD with this adaptive momentum reduces classification errors for training ResNet110 for CIFAR10 and CIFAR100 from 5.25% to 4.64% and 23.75% to 20.03%, respectively. Furthermore, SGD, with the new adaptive momentum, also benefits adversarial training and, hence, improves the adversarial robustness of the trained DNNs.
Hybrid conjugate gradient-steepest descent algorithms for unconstrained minimization
Iterative methods for arbitrary mesh discretizations of elliptic partial differential equations are surveyed. The methods discussed are preconditioned conjugate gradients, algebraic multigrid, deflated conjugate gradients, an element-by-element techniques, and domain decomposition. Computational results are included.
Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare the performance of four such methods: variants of the Uzawa, preconditioned conjugate gradient, preconditioned conjugate residual, and multigrid methods, for solving several two-dimensional model problems. The results indicate that where it is applicable, multigrid with smoothing based on incomplete factorization is more efficient than the other methods, but typically by no more than a factor of two. The conjugate residual method has the advantage of being both independent of iteration parameters and widely applicable.
A variety of methods can be used in constructing solutions to the problem of mesh scattering. However, each of these methods has certain drawbacks. The present paper is concerned with a new technique which is valid for all spacings. The new method involved, called the fast Fourier transform-conjugate gradient method (FFT-CGM), represents an iterative technique which employs the conjugate gradient method to improve upon each iterate, utilizing the fast Fourier transform. The FFT-CGM method provides a new accurate model which can be extended and applied to the more difficult problems of woven mesh surfaces. The formulation of the FFT-conjugate gradient method for aperture fields and current densities for a planar periodic structure is considered along with singular operators, the formulation of the FFT-CG method for thin wires with finite conductivity, and reflection coefficients.
This is a final report on work performed under NASA grant NAG-1-1112-FOP during the period March, 1990 through February 1995. Four major topics are covered: (1) solution of nonlinear poisson-type equations; (2) parallel reduced system conjugate gradient method; (3) orderings for conjugate gradient preconditioners, and (4) SOR as a preconditioner.
Two direct Choleski equation solvers and two iterative preconditioned conjugate gradient (PCG) equation solvers used in a large structural analysis software system are described. The two direct solvers are implementations of the Choleski method for variable-band matrix storage and sparse matrix storage. The two iterative PCG solvers include the Jacobi conjugate gradient method and an incomplete Choleski conjugate gradient method. The performance of the direct and iterative solvers is compared by solving several representative structural analysis problems. Some key factors affecting the performance of the iterative solvers relative to the direct solvers are identified.
The main contribution of this work is to increase the coding productivity of GPU programming by using the concept of Static Graphs. GPU capabilities have been increasing significantly in terms of performance and memory capacity. However, there are still some problems in terms of scalability and limitations to the amount of work that a GPU can perform at a time. To minimize the overhead associated with the launch of GPU kernels, as well as to maximize the use of GPU capacity, we have combined the new CUDA Graph API with the CUDA programming model (including CUDA math libraries) and the OpenACC programming model. We use as test cases two different, well-known and widely used problems in HPC and AI: the Conjugate Gradient method and the Particle Swarm Optimization. In the first test case (Conjugate Gradient) we focus on the integration of Static Graphs with CUDA. In this case, we are able to significantly outperform the NVIDIA reference code, reaching an acceleration of up to 11x thanks to a better implementation, which can benefit from the new CUDA Graph capabilities. In the second test case (Particle Swarm Optimization), we complement the OpenACC functionality with the use of CUDA Graph, achieving again accelerations of up to one order of magnitude, with average speedups ranging from 2x to 4x, and performance very close to a reference and optimized CUDA code. Our main target is to achieve a higher coding productivity model for GPU programming by using Static Graphs, which provides, in a very transparent way, a better exploitation of the GPU capacity. The combination of using Static Graphs with two of the current most important GPU programming models (CUDA and OpenACC) is able to reduce considerably the execution time w.r.t. the use of CUDA and OpenACC only, achieving accelerations of up to more than one order of magnitude. Finally, we propose an interface to incorporate the concept of Static Graphs into the OpenACC Specifications.
The book represents an introduction to computation in control by an iterative, gradient, numerical method, where linearity is not assumed. The general language and approach used are those of elementary functional analysis. The particular gradient method that is emphasized and used is conjugate gradient descent, a well known method exhibiting quadratic convergence while requiring very little more computation than simple steepest descent. Constraints are not dealt with directly, but rather the approach is to introduce them as penalty terms in the criterion. General conjugate gradient descent methods are developed and applied to problems in control.
A finite difference method to solve the unsteady transonic flow about harmonically oscillating wings was investigated. The procedure is based on separating the velocity potential into steady and unsteady parts and linearizing the resulting unsteady differential equation for small disturbances. The differential equation for the unsteady velocity potential is linear with spatially varying coefficients and with the time variable eliminated by assuming harmonic motion. An alternating direction implicit procedure was investigated, and a pilot program was developed for both two and three dimensional wings. This program provides a relatively efficient relaxation solution without previously encountered solution instability problems. Pressure distributions for two rectangular wings are calculated. Conjugate gradient techniques were developed for the asymmetric, indefinite problem. The conjugate gradient procedure is evaluated for applications to the unsteady transonic problem. Different equations for the alternating direction procedure are derived using a coordinate transformation for swept and tapered wing planforms. Pressure distributions for swept, untaped wings of vanishing thickness are correlated with linear results for sweep angles up to 45 degrees.
Two existing function space algorithms, Davidon and projected gradient, are modified so that they may handle directly control variable inequality constraints. A third quasi-Newton type algorithm developed by C. G. Broyden is extended to optimal control problems. The Broyden algorithm is further modified so that it also may handle directly control variable inequality constraints. These methods along with a pure gradient and two conjugate gradient algorithms are simulated on three relatively simple yet representative bounded control problems, two of which have singular subarcs. Overall the Broyden algorithm was found to be superior. The most notable result of the study was the clear superiority of the Broyden and Davidon algorithms in producing a sharp interior control subarc.