TAO

A case study in the performance and scalability of optimization algorithms. We analyze the performance and scalabilty of algorithms for the solution of large optimization problems on high-performance parallel architectures. Our case study uses the GPCG (gradient projection, conjugate gradient) algorithm for solving bound-constrained convex quadratic problems. Our implementation of the GPCG algorithm within the Toolkit for Advanced Optimization (TAO) is available for a wide range of high-performance architectures and has been tested on problems with over 2.5 million variables. We analyze the performance as a function of the number of variables, the number of free variables, and the preconditioner. In addition, we discuss how the software design facilitates algorithmic comparisons.


References in zbMATH (referenced in 21 articles )

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  1. León Baldelli, A.A.; Babadjian, J.-F.; Bourdin, B.; Henao, D.; Maurini, C.: A variational model for fracture and debonding of thin films under in-plane loadings (2014)
  2. Zeng, X.; Anitescu, M.: Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems (2014)
  3. Jhurani, Chetan; Demkowicz, Leszek: Multiscale modeling using goal-oriented adaptivity and numerical homogenization. I: Mathematical formulation and numerical results (2012)
  4. Perez, Ruben E.; Jansen, Peter W.; Martins, Joaquim R.R.A.: PyOpt: a python-based object-oriented framework for nonlinear constrained optimization (2012)
  5. Bauman, Paul T.; Oden, J.Tinsley; Prudhomme, Serge: Adaptive multiscale modeling of polymeric materials with Arlequin coupling and goals algorithms (2009)
  6. Feng, Yusheng; Fuentes, David; Hawkins, Andrea; Bass, Jon M.; Rylander, Marissa Nichole: Optimization and real-time control for laser treatment of heterogeneous soft tissues (2009)
  7. Gondzio, Jacek; Grothey, Andreas: Exploiting structure in parallel implementation of interior point methods for optimization (2009)
  8. Feng, Yusheng; Fuentes, David; Hawkins, Andrea; Bass, Jon; Rylander, Marissa Nichole; Elliott, Andrew; Shetty, Anil; Stafford, R.Jason; Oden, J.Tinsley: Nanoshell-mediated laser surgery simulation for prostate cancer treatment (2008)
  9. Friedlander, Michael P.; Leyffer, Sven: Global and finite termination of a two-phase augmented Lagrangian filter method for general quadratic programs (2008)
  10. Gokhale, Nachiket H.; Barbone, Paul E.; Oberai, Assad A.: Solution of the nonlinear elasticity imaging inverse problem: the compressible case (2008)
  11. Tber, Moulay Hicham; El Alaoui Talibi, Mohamed; Ouazar, Driss: Parameters identification in a seawater intrusion model using adjoint sensitive method (2008)
  12. Gondzio, Jacek; Grothey, Andreas: Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (2007)
  13. Benson, Steven J.; Munson, Todd S.: Flexible complementarity solvers for large-scale applications (2006)
  14. McInnes, Lois Curfman; Allan, Benjamin A.; Armstrong, Robert; Benson, Steven J.; Bernholdt, David E.; Dahlgren, Tamara L.; Diachin, Lori Freitag; Krishnan, Manojkumar; Kohl, James A.; Larson, J. Walter; Lefantzi, Sophia; Nieplocha, Jarek; Norris, Boyana; Parker, Steven G.; Ray, Jaideep; Zhou, Shujia: Parallel PDE-based simulations using the common component architecture (2006)
  15. Drummond, L. A.; Marques, O. A.: An overview of the Advanced CompuTational Software (ACTS) collection. (2005)
  16. Kazama, Jun’ichi; Tsujii, Jun’ichi: The use of bigrams to enhance text categorization (2005)
  17. Naumann, Uwe; Riehme, Jan: A differentiation-enabled Fortran 95 compiler. (2005)
  18. Bartlett, Roscoe A.; van Bloemen Waanders, Bart G.; Heroux, Michael A.: Vector reduction/transformation operators (2004)
  19. Gertz, E.Michael; Wright, Stephen J.: Object-oriented software for quadratic programming (2003)
  20. Howland, Paul; Lee, Steven; McInnes, Lois; Norris, Boyana; Barry, Smith: Challenges and opportunities in using automatic differentiation with object-oriented toolkits for scientific computing (2003)

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Further publications can be found at: http://www.mcs.anl.gov/research/projects/tao/publications/index.html