Porting the Nonlinear Optimization Library HiOp to Accelerator-Based Hardware Architectures
While interior point method has been the centerpiece of nonlinear programming tools used in science and engineering, its reliance on linear solvers that can tackle sparse symmetric indefinite and highly ill-conditioned problems made it difficult to implement it effectively on hardware accelerators. HiOp optimization package attempts to provide an implementation of the interior point method suitable for hardware accelerators by compressing the original sparse problem to produce an underlying linear problem that is dense and of manageable size. Implementations of dense linear solvers are more mature and utilize hardware accelerators better than their sparse counterparts. There is a number of important domain problems, such as optimal power flow analysis for power grids, where the sparse problem can be effectively compressed and deploying dense linear solver within the interior point method can improve performance. Here we describe a portable implementation of HiOp optimization engine, which uses a linear solver from Magma library and runs entirely on hardware accelerators. To compress the problem, HiOp uses customized mixed dense-sparse linear algebra. All HiOp kernels are implemented using Umpire and RAJA portability libraries. We describe details of the implementation and discuss trade-offs between performance, portability and development cost.