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Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Optimized Data Transfers Based on the OpenCL Event Management Mechanism
In standard OpenCL programming, hosts are supposed to control their compute devices. Since compute devices are dedicated to kernel computation, only hosts can execute several kinds of data transfers such as internode communication and file access. These data transfers require one host to simultaneously play two or more roles due to the need for collaboration between the host and devices. The codes for such data transfers are likely to be system-specific, resulting in low portability. Here, this article proposes an OpenCL extension that incorporates such data transfers into the OpenCL event management mechanism. Unlike the current OpenCL standard, the main thread running on the host is not blocked to serialize dependent operations. Hence, an application can easily use the opportunities to overlap parallel activities of hosts and compute devices. In addition, the implementation details of data transfers are hidden behind the extension, and application programmers can use the optimized data transfers without any tricky programming techniques. The evaluation results show that the proposed extension can use the optimized data transfer implementation and thereby increase the sustained data transfer performance by about 18% for a real application accessing a big data file.
Initial Industry Collaborations of the Center of Excellence
The NEAMS program aims to develop an integrated multi-physics simulation capability “pellet-to plant” for the design and analysis of future generations of nuclear power plants. In particular, the Reactor Product Line code suite's multi-resolution hierarchy is being designed to ultimately span the full range of length and time scales present in relevant reactor design and safety analyses, as well as scale from desktop to petaflop computing platforms. In particular the NEAMS program is supporting the development of novel thermal-hydraulic codes. The Center of Excellence for Thermal Fluids Application in Nuclear Energy, launched in 2018, has as its key goals to serve as a front door to industry. The Center of Excellence for Thermal Fluids Applications in Nuclear Energy has recently launched a program to start collaborative efforts between the laboratories and industry with the objective of stimulating cooperation and increasing adoption of T/H tools developed under NEAMS by the industry-at-large. In particular, two industry partners agreed to participate in pilot short-term collaborations aimed at demonstrating the value of NEAMS tools to their designs. These are BWXT and Kairos who proposed projects related to HTGR and FHR designs respectively. In this report we present the results of these collaborations.
SU-E-T-422: Fast Analytical Beamlet Optimization for Volumetric Intensity-Modulated Arc Therapy
Purpose: To implement a fast optimization algorithm on CPU/GPU heterogeneous computing platform and to obtain an optimal fluence for a given target dose distribution from the pre-calculated beamlets in an analytical approach. Methods: The 2D target dose distribution was modeled as an n-dimensional vector and estimated by a linear combination of independent basis vectors. The basis set was composed of the pre-calculated beamlet dose distributions at every 6 degrees of gantry angle and the cost function was set as the magnitude square of the vector difference between the target and the estimated dose distribution. The optimal weighting of the basis, which corresponds to the optimal fluence, was obtained analytically by the least square method. Those basis vectors with a positive weighting were selected for entering into the next level of optimization. Totally, 7 levels of optimization were implemented in the study.Ten head-and-neck and ten prostate carcinoma cases were selected for the study and mapped to a round water phantom with a diameter of 20cm. The Matlab computation was performed in a heterogeneous programming environment with Intel i7 CPU and NVIDIA Geforce 840M GPU. Results: In all selected cases, the estimated dose distribution was in a good agreement with the given target dose distribution and their correlation coefficients were found to be in the range of 0.9992 to 0.9997. Their root-mean-square error was monotonically decreasing and converging after 7 cycles of optimization. The computation took only about 10 seconds and the optimal fluence maps at each gantry angle throughout an arc were quickly obtained. Conclusion: An analytical approach is derived for finding the optimal fluence for a given target dose distribution and a fast optimization algorithm implemented on the CPU/GPU heterogeneous computing environment greatly reduces the optimization time.
Using Discrete Event Simulation for Programming Model Exploration at Extreme-Scale: Macroscale Components for the Structural Simulation Toolkit (SST).
Discrete event simulation provides a powerful mechanism for designing and testing new extreme- scale programming models for high-performance computing. Rather than debug, run, and wait for results on an actual system, design can first iterate through a simulator. This is particularly useful when test beds cannot be used, i.e. to explore hardware or scales that do not yet exist or are inaccessible. Here we detail the macroscale components of the structural simulation toolkit (SST). Instead of depending on trace replay or state machines, the simulator is architected to execute real code on real software stacks. Our particular user-space threading framework allows massive scales to be simulated even on small clusters. The link between the discrete event core and the threading framework allows interesting performance metrics like call graphs to be collected from a simulated run. Performance analysis via simulation can thus become an important phase in extreme-scale programming model and runtime system design via the SST macroscale components.
Center of Excellence Collaboration Projects: Second Wave
The NEAMS program aims to develop an integrated multi-physics simulation capability “pellet-to-plant” for the design and analysis of future generations of nuclear power plants. In particular, the Reactor Product Line code suite's multi-resolution hierarchy is being designed to ultimately span the full range of length and time scales present in relevant reactor design and safety analyses, as well as scale from desktop to petaflop computing platforms. In particular the NEAMS program is supporting the development of novel thermal-hydraulic codes. The Center of Excellence for Thermal Fluids Application in Nuclear Energy, launched in 2018, has as its key goals to serve as a front door to industry. The Center of Excellence for Thermal Fluids Applications in Nuclear Energy has recently launched a program to start collaborative efforts between the laboratories and industry with the objective of stimulating cooperation and increasing adoption of T/H tools developed under NEAMS by the industry-at-large. In particular, two industry partners agreed to participate in a second wave of short-term collaborations aimed at demonstrating the value of NEAMS tools to their designs. These are Framatome and TerraPower who proposed projects related to LWR (Light Water Reactor) and MSFR (Molten Salt Fast Reactor) designs respectively. In this report we present the results of these two collaborations.
US Department of Energy, Office of Science, High-Performance Computing Facility: 2023 Operational Assessment Oak Ridge Leadership Computing Facility
The Oak Ridge Leadership Computing Facility (OLCF) was established to accelerate scientific discovery by providing world-leading computational performance and advanced data infrastructure. As a US Department of Energy (DOE) Office of Science user facility, the OLCF has managed the successful deployment and operation of a succession of leadership-class resources dedicated to open science. In addition to these resources, the OLCF staff continually strive to develop innovative processes and technologies, improve security, and empower users through effective allocation management and comprehensive user support and training. These efforts support the advancement of science by the OLCF users and benefit high-performance computing (HPC) facilities around the world. In calendar year (CY) 2023, the OLCF supported 1,676 users and 598 projects and exceeded all targets for user satisfaction. The facility received an average satisfaction score of 4.52 out of 5 on the annual user survey, and 94% of respondents reported a high satisfaction rate with the OLCF overall. Of the 3,619 user tickets submitted in CY 2023, OLCF staff resolved 97% within 3 business days. The facility opened Frontier to full scientific operations this year. Two projects conducted on Frontier received the Association for Computing Machinery (ACM) Gordon Bell Prize and the Gordon Bell Special Prize for Climate Modeling, and a third earned a nomination as a Gordon Bell Prize finalist. The facility’s previous flagship machine, Summit, gained new life and was extended through 2024 in part to help provide resources to the Integrated Research Infrastructure (IRI) projects and the National Artificial Intelligence Research Resource (NAIRR) pilot program. The facility instantiated an Advanced Computing Ecosystem testbed in part to support IRI workflows. OLCF made interactivity easier and more accessible to users than ever through tools like Jupyter notebooks and workflows.
Hybrid Ultra‐Microporous Materials for Selective Xenon Adsorption and Separation
Abstract The demand for Xe/Kr separation continues to grow due to the industrial significance of high‐purity Xe gas. Current separation processes rely on energy intensive cryogenic distillation. Therefore, less energy intensive alternatives, such as physisorptive separation, using porous materials, are required. Herein we show that an underexplored class of porous materials called hybrid ultra‐microporous materials (HUMs) affords new benchmark selectivity for Xe separation from Xe/Kr mixtures. The isostructural materials, CROFOUR‐1‐Ni and CROFOUR‐2‐Ni, are coordination networks that have coordinatively saturated metal centers and two distinct types of micropores, one of which is lined by CrO 4 2− (CROFOUR) anions and the other is decorated by the functionalized organic linker. These nets offer unprecedented selectivity towards Xe. Modelling indicates that the selectivity of these nets is tailored by synergy between the pore size and the strong electrostatics afforded by the CrO 4 2− anions.
IPIP: A new approach to inverse planning for HDR brachytherapy by directly optimizing dosimetric indices
Purpose: Many planning methods for high dose rate (HDR) brachytherapy require an iterative approach. A set of computational parameters are hypothesized that will give a dose plan that meets dosimetric criteria. A dose plan is computed using these parameters, and if any dosimetric criteria are not met, the process is iterated until a suitable dose plan is found. In this way, the dose distribution is controlled by abstract parameters. The purpose of this study is to develop a new approach for HDR brachytherapy by directly optimizing the dose distribution based on dosimetric criteria. Methods: The authors developed inverse planning by integer program (IPIP), an optimization model for computing HDR brachytherapy dose plans and a fast heuristic for it. They used their heuristic to compute dose plans for 20 anonymized prostate cancer image data sets from patients previously treated at their clinic database. Dosimetry was evaluated and compared to dosimetric criteria. Results: Dose plans computed from IPIP satisfied all given dosimetric criteria for the target and healthy tissue after a single iteration. The average target coverage was 95%. The average computation time for IPIP was 30.1 s on an Intel(R) Core{sup TM}2 Duo CPU 1.67 GHz processor with 3 Gib RAM. Conclusions: IPIP is an HDR brachytherapy planning system that directly incorporates dosimetric criteria. The authors have demonstrated that IPIP has clinically acceptable performance for the prostate cases and dosimetric criteria used in this study, in both dosimetry and runtime. Further study is required to determine if IPIP performs well for a more general group of patients and dosimetric criteria, including other cancer sites such as GYN.
GronOR: Massively Parallel and GPU-Accelerated Non-Orthogonal Configuration Interaction for Large Molecular Systems
GronOR is a program package for non-orthogonal configuration interaction calculations for an electronic wave function built in terms of anti-symmetrized products of multi-configuration molecular fragment wave functions. The two-electron integrals that have to be processed may be expressed in terms of atomic orbitals or in terms of an orbital basis determined from the molecular orbitals of the fragments. The code has been specifically designed for execution on distributed memory massively parallel and Graphics Processing Unit (GPU)-accelerated computer architectures, using an MPI+OpenACC/OpenMP programming approach. The task-based execution model used in the implementation allows for linear scaling with the number of nodes on the largest pre-exascale architectures available, provides hardware fault resiliency, and enables effective execution on systems with distinct central processing unit-only and GPU-accelerated partitions. The code interfaces with existing multi-configuration electronic structure codes that provide optimized molecular fragment orbitals, configuration interaction coefficients, and the required integrals. Algorithm and implementation details, parallel and accelerated performance benchmarks, and an analysis of the sensitivity of the accuracy of results and computational performance to thresholds used in the calculations are presented.
Suppressing Structural Relaxation in Nanoscale Antimony to Enable Ultralow‐Drift Phase‐Change Memory Applications
Abstract Phase‐change random‐access memory (PCRAM) devices suffer from pronounced resistance drift originating from considerable structural relaxation of phase‐change materials (PCMs), which hinders current developments of high‐capacity memory and high‐parallelism computing that both need reliable multibit programming. This work realizes that compositional simplification and geometrical miniaturization of traditional GeSbTe‐like PCMs are feasible routes to suppress relaxation. While to date, the aging mechanisms of the simplest PCM, Sb, at nanoscale, have not yet been unveiled. Here, this work demonstrates that in an optimal thickness of only 4 nm, the thin Sb film can enable a precise multilevel programming with ultralow resistance drift coefficients, in a regime of ≈10 −4 –10 −3 . This advancement is mainly owed to the slightly changed Peierls distortion in Sb and the less‐distorted octahedral‐like atomic configurations across the Sb/SiO 2 interfaces. This work highlights a new indispensable approach, interfacial regulation of nanoscale PCMs, for pursuing ultimately reliable resistance control in aggressively‐miniaturized PCRAM devices, to boost the storage and computing efficiencies substantially.
Modeling the Strategic Behavior of an Active Distribution Network in the ISO Markets
With increasing integration of distributed energy resources (DERs), active distribution networks (ADNs) can actively participate in the electricity markets by dispatching their DERs, which can change the existing electricity market paradigm. It is essential to investigate the strategic behaviors of ADNs and their DER dispatch when they participate in the wholesale market as price-makers. This paper proposes a bi-level optimization model to study the strategic behavior of an ADN in both energy and reserve markets. The optimal scheduling of DERs in the ADN is modeled as the upper level problem and the joint energy and reserve market-clearing of the ISO is modeled as the lower-level problem. The two-level optimization models exchange bidding information and energy/reserve prices with each other. The proposed bi-Ievel optimization problem is converted to a mathematical programming with equilibrium constraints (MPEC) by using Karush-Kuhn Tucker (KKT) conditions and strong duality theory. Further, the MPEC problem is reformulated as a computationally-solvable mixed integer second order cone programming (MISOCP) model. The simulation results on an illustrative case demonstrate the impact of the strategic bidding of the ADN on the day-ahead energy and reserve market prices.
Automating Embedded Analysis Capabilities and Managing Software Complexity in Multiphysics Simulation, Part II: Application to Partial Differential Equations
A template-based generic programming approach was presented in Part I of this series of papers [Sci. Program. 20 (2012), 197–219] that separates the development effort of programming a physical model from that of computing additional quantities, such as derivatives, needed for embedded analysis algorithms. In this paper, we describe the implementation details for using the template-based generic programming approach for simulation and analysis of partial differential equations (PDEs). We detail several of the hurdles that we have encountered, and some of the software infrastructure developed to overcome them. We end with a demonstration where we present shape optimization and uncertainty quantification results for a 3D PDE application.
Modeling the Strategic Behavior of an Active Distribution Network in the ISO Markets
With increasing integration of distributed energy resources (DERs), active distribution networks (ADNs) can actively participate in the electricity markets by dispatching their DERs, which can change the existing electricity market paradigm. It is essential to investigate the strategic behaviors of ADNs and their DER dispatch when they participate in the wholesale market as price-makers. This paper proposes a bi-level optimization model to study the strategic behavior of an ADN in both energy and reserve markets. The optimal scheduling of DERs in the ADN is modeled as the upper level problem and the joint energy and reserve market-clearing of the ISO is modeled as the lower-level problem. The two-level optimization models exchange bidding information and energy/reserve prices with each other. The proposed bi-Ievel optimization problem is converted to a mathematical programming with equilibrium constraints (MPEC) by using Karush-Kuhn Tucker (KKT) conditions and strong duality theory. Further, the MPEC problem is reformulated as a computationally-solvable mixed integer second order cone programming (MISOCP) model. The simulation results on an illustrative case demonstrate the impact of the strategic bidding of the ADN on the day-ahead energy and reserve market prices.
Adiabatic Quantum Programming: Minor Embedding With Hard Faults
Adiabatic quantum programming defines the time-dependent mapping of a quantum algorithm into the hardware or logical fabric. An essential programming step is the embedding of problem-specific information into the logical fabric to define the quantum computational transformation. We present algorithms for embedding arbitrary instances of the adiabatic quantum optimization algorithm into a square lattice of specialized unit cells. Our methods are shown to be extensible in fabric growth, linear in time, and quadratic in logical footprint. In addition, we provide methods for accommodating hard faults in the logical fabric without invoking approximations to the original problem. These hard fault-tolerant embedding algorithms are expected to prove useful for benchmarking the adiabatic quantum optimization algorithm on existing quantum logical hardware. We illustrate this versatility through numerical studies of embeddabilty versus hard fault rates in square lattices of complete bipartite unit cells.
2015 Stewardship Science Academic Programs Annual
The Stockpile Stewardship Academic Programs (SSAP) are essential to maintaining a pipeline of professionals to support the technical capabilities that reside at the National Nuclear Security Administration (NNSA) national laboratories, sites, and plants. Since 1992, the United States has observed the moratorium on nuclear testing while significantly decreasing the nuclear arsenal. To accomplish this without nuclear testing, NNSA and its laboratories developed a science-based Stockpile Stewardship Program to maintain and enhance the experimental and computational tools required to ensure the continued safety, security, and reliability of the stockpile. NNSA launched its academic program portfolio more than a decade ago to engage students skilled in specific technical areas of relevance to stockpile stewardship. The success of this program is reflected by the large number of SSAP students choosing to begin their careers at NNSA national laboratories.
Quantum Package 2.0: An Open-Source Determinant-Driven Suite of Programs
Quantum chemistry is a discipline which relies heavily on very expensive numerical computations. The scaling of correlated wave function methods lies, in their standard implementation, between O(N-5) and O(e(N)), where N is proportional to the system size. Therefore, performing accurate calculations on chemically meaningful systems requires (i) approximations that can lower the computational scaling and (ii) efficient implementations that take advantage of modern massively parallel architectures. QUANTUM PACKAGE is an open-source programming environment for quantum chemistry specially designed for wave function methods. Its main goal is the development of determinant-driven selected configuration interaction (sCI) methods and multireference second-order perturbation theory (PT2). The determinant-driven framework allows the programmer to include any arbitrary set of determinants in the reference space, hence providing greater methodological freedom. The sCI method implemented in QUANTUM PACKAGE is based on the CIPSI (Configuration Interaction using a Perturbative Selection made Iteratively) algorithm which complements the variational sCI energy with a PT2 correction. Additional external plugins have been recently added to perform calculations with multireference coupled cluster theory and range-separated density-functional theory. All the programs are developed with the IRPF90 code generator, which simplifies collaborative work and the development of new features. QUANTUM PACKAGE strives to allow easy implementation and experimentation of new methods, while making parallel computation as simple and efficient as possible on modern supercomputer architectures. Currently, the code enables, routinely, to realize runs on roughly 2 000 CPU cores, with tens of millions of determinants in the reference space. Moreover, we have been able to push up to 12 288 cores in order to test its parallel efficiency. In the present manuscript, we also introduce some key new developments: (i) a renormalized second-order perturbative correction for efficient extrapolation to the full CI limit and (ii) a stochastic version of the CIPSI selection performed simultaneously to the PT2 calculation at no extra cost.