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Two new parallel optimization algorithms based on the simplex method are described. They may be executed by a SIMD parallel processor architecture and be implemented in VLSI design. Several VLSI design implementations are introduced. An application example is reported to demonstrate that the algorithms are effective.
A family of intervals on the real line provides a natural model for a vast number of scheduling and VLSI problems. Recently, a number of parallel algorithms to solve a variety of practical problems on such a family of intervals have been proposed in the literature. Computational tools are developed, and it is shown how they can be used for the purpose of devising cost-optimal parallel algorithms for a number of interval-related problems including finding a largest subset of pairwise nonoverlapping intervals, a minimum dominating subset of intervals, along with algorithms to compute the shortest path between a pair of intervals and, based on the shortest path, a parallel algorithm to find the center of the family of intervals. More precisely, with an arbitrary family of n intervals as input, all algorithms run in O(log n) time using O(n) processors in the EREW-PRAM model of computation.
A parallel Particle Swarm Optimization (PSO) algorithm is presented. Particle swarm optimization is a fairly recent addition to the family of non-gradient based, probabilistic search algorithms that is based on a simplified social model and is closely tied to swarming theory. Although PSO algorithms present several attractive properties to the designer, they are plagued by high computational cost as measured by elapsed time. One approach to reduce the elapsed time is to make use of coarse-grained parallelization to evaluate the design points. Previous parallel PSO algorithms were mostly implemented in a synchronous manner, where all design points within a design iteration are evaluated before the next iteration is started. This approach leads to poor parallel speedup in cases where a heterogeneous parallel environment is used and/or where the analysis time depends on the design point being analyzed. This paper introduces an asynchronous parallel PSO algorithm that greatly improves the parallel e ciency. The asynchronous algorithm is benchmarked on a cluster assembled of Apple Macintosh G5 desktop computers, using the multi-disciplinary optimization of a typical transport aircraft wing as an example.
The parallel variable metric optimization algorithms of Straeter (1973) and van Laarhoven (1985) are reviewed, and the possible drawbacks of the algorithms are noted. By including Davidon (1975) projections in the variable metric updating, researchers can generalize Straeter's algorithm to a family of parallel projected variable metric algorithms which do not suffer the above drawbacks and which retain quadratic termination. Finally researchers consider the numerical performance of one member of the family on several standard example problems and illustrate how the choice of the displacement vectors affects the performance of the algorithm.
This paper proposes and analyzes an asynchronously parallel optimization algorithm for finding multiple, high-quality minima of nonlinear optimization problems. Our multistart algorithm considers all previously evaluated points when determining where to start or continue a local optimization run. Theoretical results show that, under certain assumptions, the algorithm almost surely starts a finite number of local optimization runs and identifies, or has a single local optimization run converging to, every minimum. The algorithm is applicable to general optimization settings, but our numerical results focus on the case when derivatives are unavailable. In numerical tests, a PYTHON implementation of the algorithm is shown to yield good approximations of many minima (including a global minimum), and this ability scales well with additional resources. Our implementation’s time to solution is shown also to scale well even when the time to evaluate the function evaluation is highly variable.
In this paper, parallel O(log n) algorithms for computation of rigid multibody dynamics are developed. These parallel algorithms are derived by parallelization of new O(n) algorithms for the problem. The underlying feature of these O(n) algorithms is a drastically different strategy for decomposition of interbody force which leads to a new factorization of the mass matrix (M). Specifically, it is shown that a factorization of the inverse of the mass matrix in the form of the Schur Complement is derived as M(exp -1) = C - B(exp *)A(exp -1)B, wherein matrices C, A, and B are block tridiagonal matrices. The new O(n) algorithm is then derived as a recursive implementation of this factorization of M(exp -1). For the closed-chain systems, similar factorizations and O(n) algorithms for computation of Operational Space Mass Matrix lambda and its inverse lambda(exp -1) are also derived. It is shown that these O(n) algorithms are strictly parallel, that is, they are less efficient than other algorithms for serial computation of the problem. But, to our knowledge, they are the only known algorithms that can be parallelized and that lead to both time- and processor-optimal parallel algorithms for the problem, i.e., parallel O(log n) algorithms with O(n) processors. The developed parallel algorithms, in addition to their theoretical significance, are also practical from an implementation point of view due to their simple architectural requirements.
An algorithm, designed to exploit the parallel computing or vector streaming (pipeline) capabilities of computers is presented. When p is the degree of parallelism, then one cycle of the parallel variable metric algorithm is defined as follows: first, the function and its gradient are computed in parallel at p different values of the independent variable; then the metric is modified by p rank-one corrections; and finally, a single univariant minimization is carried out in the Newton-like direction. Several properties of this algorithm are established. The convergence of the iterates to the solution is proved for a quadratic functional on a real separable Hilbert space. For a finite-dimensional space the convergence is in one cycle when p equals the dimension of the space. Results of numerical experiments indicate that the new algorithm will exploit parallel or pipeline computing capabilities to effect faster convergence than serial techniques.
Today’s power grid is becoming more diverse and integrated with high-level distributed energy resources and smart control technologies that is creating a new set of grid management challenges in terms of large-scale, nonlinear, and non-convex problem modeling, complex and time-consuming computation, as well as difficult uncertainty handling. This project focused on solving a challenging multi-period security-constrained generation scheduling problem, which is of great importance for maximizing the social welfare of real-time dispatch, day-ahead market, as well as weekly planning of power systems. Our developed software explored parallel optimization algorithms for complex and realistic power system models, and develop fast, efficient, and robust grid optimization solutions on the high-performance computing platform that will enable increased grid economics, flexibility, resilience, as well as energy security in the United States.
Abstract Dynamic (temporal) graphs are a convenient mathematical abstraction for many practical complex systems including social contacts, business transactions, and computer communications. Community discovery is an extensively used graph analysis kernel with rich literature for static graphs. However, community discovery in a dynamic setting is challenging for two specific reasons. Firstly, the notion of temporal community lacks a widely accepted formalization, and only limited work exists on understanding how communities emerge over time. Secondly, the added temporal dimension along with the sheer size of modern graph data necessitates new scalable algorithms. In this paper, we investigate how communities evolve over time based on several graph metrics under a temporal formalization. We compare six different algorithmic approaches for dynamic community detection for their quality and runtime. We identify that a vertex-centric (local) optimization method works as efficiently as the classical modularity-based methods. To its advantage, such local computation allows for the efficient design of parallel algorithms without incurring a significant parallel overhead. Based on this insight, we design a shared-memory parallel algorithm DyComPar , which demonstrates between 4 and 18 fold speed-up on a multi-core machine with 20 threads, for several real-world and synthetic graphs from different domains.
A gradient-dependent optimization technique which exploits the vector-streaming or parallel-computing capabilities of some modern computers is presented. The algorithm, derived by assuming that the function to be minimized is homogeneous, is a modification of the Jacobson-Oksman serial minimization method. In addition to describing the algorithm, conditions insuring the convergence of the iterates of the algorithm and the results of numerical experiments on a group of sample test functions are presented. The results of these experiments indicate that this algorithm will solve optimization problems in less computing time than conventional serial methods on machines having vector-streaming or parallel-computing capabilities.
Parallel systolic algorithms for dynamic programming(DP) and their respective hardware implementations are presented for a problem in on-line trajectory optimization. The method is applied to a model for helicopter flight path optimization through a complex constraint region. This problem has application to an air traffic control problem and also to a terrain following/threat avoidance problem.
This paper presents a non-intrusive framework for integrating existing unsteady partial differential equation (PDE) solvers into a parallel-in-time simultaneous optimization algorithm. The time-parallelization is provided by the non-intrusive software library XBraid [Parallel multigrid in time, software available at http://llnl.gov/casc/xbraid], which applies an iterative multigrid reduction technique to the time domain of existing time-marching schemes for solving unsteady PDEs. Its general user-interface has been extended in [S. Günther, N.R. Gauger, and J.B. Schroder, A non-intrusive parallel-in-time adjoint solver with the XBraid library, Comput. Vis. Sci. 19 (2018), pp. 85–95. Available at arXiv, math.OC/1705.00663] for computing adjoint sensitivities such that gradients of output quantities with respect to design changes can be computed parallel-in-time alongside with the primal PDE solution. In this paper, the primal and adjoint XBraid iterations are embedded into a simultaneous optimization framework, namely the One-shot method. In this method, design updates towards optimality are employed after each state and adjoint update such that optimality and feasibility of the design and the PDE solution are reached simultaneously. Finally, the time-parallel optimization method is validated on an advection-dominated flow control problem which shows significant speedup over a classical time-serial optimization algorithm.
A parallel algorithm has been developed for rapidly solving trajectory optimization problems. The goal of the work has been to develop an algorithm that is suitable to do real-time, on-line optimal guidance through repeated solution of a trajectory optimization problem. The algorithm has been developed on an INTEL iPSC/860 message passing parallel processor. It uses a zero-order-hold discretization of a continuous-time problem and solves the resulting nonlinear programming problem using a custom-designed augmented Lagrangian nonlinear programming algorithm. The algorithm achieves parallelism of function, derivative, and search direction calculations through the principle of domain decomposition applied along the time axis. It has been encoded and tested on 3 example problems, the Goddard problem, the acceleration-limited, planar minimum-time to the origin problem, and a National Aerospace Plane minimum-fuel ascent guidance problem. Execution times as fast as 118 sec of wall clock time have been achieved for a 128-stage Goddard problem solved on 32 processors. A 32-stage minimum-time problem has been solved in 151 sec on 32 processors. A 32-stage National Aerospace Plane problem required 2 hours when solved on 32 processors. A speed-up factor of 7.2 has been achieved by using 32-nodes instead of 1-node to solve a 64-stage Goddard problem.
A parallel trajectory optimization algorithm is being developed. One possible mission is to provide real-time, on-line guidance for the National Aerospace Plane. The algorithm solves a discrete-time problem via the augmented Lagrangian nonlinear programming algorithm. The algorithm exploits the dynamic programming structure of the problem to achieve parallelism in calculating cost functions, gradients, constraints, Jacobians, Hessian approximations, search directions, and merit functions. Special additions to the augmented Lagrangian algorithm achieve robust convergence, achieve (almost) superlinear local convergence, and deal with constraint curvature efficiency. The algorithm can handle control and state inequality constraints such as angle-of-attack and dynamic pressure constraints. Portions of the algorithm have been tested. The nonlinear programming core algorithm performs well on a variety of static test problems and on an orbit transfer problem. The parallel search direction algorithm can reduce wall clock time by a factor of 10 for this part of the computation task.
Finding the optimal implosion design on existing experimental facilities for inertial confinement fusion requires an exhaustive search of the vast design parameter space. This is infeasible both with experiments and with simulations. Consequently, a large fraction of the experimentally realizable design space remains unexplored, and new design schemes are challenging to optimize in a reasonable time frame. On the OMEGA laser facility, predictive machine learning models have been developed to accurately forecast the result of an experiment using only inexpensive simulations and the large dataset of prior experimental data. However, the full design space remains vast enough to be unassailable with simple optimization techniques. Here we develop an automated and optimally parallel Bayesian optimization algorithm that can entirely optimize the target and pulse shape of a direct-drive ICF implosion under a given design paradigm. We use this algorithm to find a markedly improved design for the performance implosions on OMEGA that is predicted to hydroequivalently scale to ignition at 2.15 MJ.
Abstract Asynchronous evolutionary algorithms are becoming increasingly popular as a means of making full use of many processors while solving computationally expensive search and optimization problems. These algorithms excel at keeping large clusters fully utilized, but may sometimes inefficiently sample an excess of fast‐evaluating solutions at the expense of higher‐quality, slow‐evaluating ones. We have previously introduced a steady‐state parent selection strategy, SWEET (“Selection whilE EvaluaTing”), that sometimes selects individuals that are still being evaluated and allows them to reproduce early. We perform a takeover‐time analysis that confirms that this strategy gives slow‐evaluating individuals that have higher fitnesses an increased ability to multiply in the population. We also find that SWEET appears effective at improving optimization performance on problems in which solution quality is positively correlated with evaluation time. We evaluate our approach on six simulated real‐valued optimization problems and three real‐world applications: an autonomous vehicle controller problem that involves tuning a spiking neural network and two adversarial EA problems. We further evaluate SWEET versus a basic asynchronous process in a simulated setting. We present evidence that SWEET outperforms basic asynchronous processes in a use‐case in which performance is positively correlated with evaluation time, and performs comparably (and often better) than basic asynchronous processes in several use‐cases where performance is negatively correlated with evaluation time. That said, in the cases where performance and evaluation time are negatively correlated the variance of outcomes for SWEET is notably high.
This report provides an overview and commands description of the Computational Materials mini-application, Aladyn. Aladyn is a simple molecular dynamics code written in FORTRAN 2008, which is designed to demonstrate the use of adaptive neural networks (ANNs) in atomistic simulations. The role of ANNs is to reproduce the very complex energy landscape resulting from the atomic interactions in materials with the accuracy of quantum mechanics-based energy calculations. The ANN is trained on a large set of atomic structures calculated using the density functional theory (DFT) method. The Aladyn code is being released to serve as a training testbed for students and professors in academia to explore possible optimization algorithms for parallel computing on multicore central processing unit (CPU) computers or computers utilizing many core architectures based on graphic processing units (GPUs). The effort is related to the High Performance Computing Incubator (HPCI) project at NASA Langley Research Center.
This report provides an overview and description of commands used in the Computational Materials mini-application, AladynPi. AladynPi is an extension of a previously released mini-application, Aladyn (https://github.com/nasa/aladyn; Yamakov, V.I., and Glaessgen, E.H., NASA/TM-2018-220104). Aladyn and AladynPi are basic molecular dynamics codes written in FORTRAN 2003, which are designed to demonstrate the use of adaptive neural networks (ANNs) in atomistic simulations. The role of ANNs is to efficiently reproduce the very complex energy landscape resulting from the atomic interactions in materials with the accuracy of the more expensive quantum mechanics-based calculations. The ANN is trained on a large set of atomic structures calculated using the density functional theory method. An input for the ANN is a set of structure coefficients, characterizing the local atomic environment of each atom, for which the atomic energy is obtained in the ANN inference process. In Aladyn, the ANN gives directly the energy of interatomic interactions. In AladynPi, the ANN gives optimized parameters for a predefined empirical function, known as bond-order-potential (BOP). The parameterized BOP function is then used to calculate the energy. AladynPi code is being released to serve as a training testbed for students and professors in academia to explore possible optimization algorithms for parallel computing on multicore central processing unit (CPU) computers or computers utilizing manycore architectures based on graphic processing units (GPUs). The effort is supported by the High Performance Computing incubator (HPCi) project at NASA Langley Research Center.