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Novel Geometric Operations for Linear Programming

Ebeida, Mohamed S.; Abdelkader, Ahmed A.; Amenta, Nina A.; Kouri, Drew P.; Parekh, Ojas D.; Phillips, Cynthia A.; Winovich, Nickolas W.

This report summarizes the work performed under the project "Linear Programming in Strongly Polynomial Time." Linear programming (LP) is a classic combinatorial optimization problem heavily used directly and as an enabling subroutine in integer programming (IP). Specifically IP is the same as LP except that some solution variables must take integer values (e.g. to represent yes/no decisions). Together LP and IP have many applications in resource allocation including general logistics, and infrastructure design and vulnerability analysis. The project was motivated by the PI's recent success developing methods to efficiently sample Voronoi vertices (essentially finding nearest neighbors in high-dimensional point sets) in arbitrary dimension. His method seems applicable to exploring the high-dimensional convex feasible space of an LP problem. Although the project did not provably find a strongly-polynomial algorithm, it explored multiple algorithm classes. The new medial simplex algorithms may still lead to solvers with improved provable complexity. We describe medial simplex algorithms and some relevant structural/complexity results. We also designed a novel parallel LP algorithm based on our geometric insights and implemented it in the Spoke-LP code. A major part of the computational step is many independent vector dot products. Our parallel algorithm distributes the problem constraints across processors. Current commercial and high-quality free LP solvers require all problem details to fit onto a single processor or multicore. Our new algorithm might enable the solution of problems too large for any current LP solvers. We describe our new algorithm, give preliminary proof-of-concept experiments, and describe a new generator for arbitrarily large LP instances.

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Surrogate-based ensemble grouping strategies for embedded sampling-based uncertainty quantification

Lecture Notes in Computational Science and Engineering

D'Elia, Marta D.; Phipps, Eric T.; Rushdi, A.; Ebeida, Mohamed S.

The embedded ensemble propagation approach introduced in Phipps et al. (SIAM J. Sci. Comput. 39(2):C162, 2017) has been demonstrated to be a powerful means of reducing the computational cost of sampling-based uncertainty quantification methods, particularly on emerging computational architectures. A substantial challenge with this method however is ensemble-divergence, whereby different samples within an ensemble choose different code paths. This can reduce the effectiveness of the method and increase computational cost. Therefore grouping samples together to minimize this divergence is paramount in making the method effective for challenging computational simulations. In this work, a new grouping approach based on a surrogate for computational cost built up during the uncertainty propagation is developed and applied to model advection-diffusion problems where computational cost is driven by the number of (preconditioned) linear solver iterations. The approach is developed within the context of locally adaptive stochastic collocation methods, where a surrogate for the number of linear solver iterations, generated from previous levels of the adaptive grid generation, is used to predict iterations for subsequent samples, and group them based on similar numbers of iterations. The effectiveness of the method is demonstrated by applying it to highly anisotropic advection-dominated diffusion problems with a wide variation in solver iterations from sample to sample. It extends the parameter-based grouping approach developed in D’Elia et al. (SIAM/ASA J. Uncertain. Quantif. 6:87, 2017) to more general problems without requiring detailed knowledge of how the uncertain parameters affect the simulation’s cost, and is also less intrusive to the simulation code.

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Rigorous Data Fusion for Computationally Expensive Simulations

Winovich, Nickolas W.; Rushdi, Ahmad R.; Phipps, Eric T.; Ray, Jaideep R.; Lin, Guang L.; Ebeida, Mohamed S.

This manuscript comprises the final report for the 1-year, FY19 LDRD project "Rigorous Data Fusion for Computationally Expensive Simulations," wherein an alternative approach to Bayesian calibration was developed based a new sampling technique called VoroSpokes. Vorospokes is a novel quadrature and sampling framework defined with respect to Voronoi tessellations of bounded domains in R d developed within this project. In this work, we first establish local quadrature and sampling results on convex polytopes using randomly directed rays, or spokes, to approximate the quantities of interest for a specified target function. A theoretical justification for both procedures is provided along with empirical results demonstrating the unbiased convergence in the resulting estimates/samples. The local quadrature and sampling procedures are then extended to global procedures defined on more general domains by applying the local results to the cells of a Voronoi tessellation covering the domain in consideration. We then demonstrate how the proposed global sampling procedure can be used to define a natural framework for adaptively constructing Voronoi Piecewise Surrogate (VPS) approximations based on local error estimates. Finally, we show that the adaptive VPS procedure can be used to form a surrogate model approximation to a specified, potentially unnormalized, density function, and that the global sampling procedure can be used to efficiently draw independent samples from the surrogate density in parallel. The performance of the resulting VoroSpokes sampling framework is assessed on a collection of Bayesian inference problems and is shown to provide highly accurate posterior predictions which align with the results obtained using traditional methods such as Gibbs sampling and random-walk Markov Chain Monte Carlo (MCMC). Importantly, the proposed framework provides a foundation for performing Bayesian inference tasks which is entirely independent from the theory of Markov chains.

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Fast Approximate Union Volume in High Dimensions with Line Samples

Mitchell, Scott A.; Awad, Muhammad A.; Ebeida, Mohamed S.; Swiler, Laura P.

The classical problem of calculating the volume of the union of d-dimensional balls is known as "Union Volume." We present line-sampling approximation algorithms for Union Volume. Our methods may be extended to other Boolean operations, such as setminus; or to other shapes, such as hyper-rectangles. The deterministic, exact approaches for Union Volume do not scale well to high dimensions. However, we adapt several of these exact approaches to approximation algorithms based on sampling. We perform local sampling within each ball using lines. We have several variations, depending on how the overlapping volume is partitioned, and depending on whether radial, axis-aligned, or other line patterns are used. Our variations fall within the family of Monte Carlo sampling, and hence have about the same theoretical convergence rate, 1 /$\sqrt{M}$, where M is the number of samples. In our limited experiments, line-sampling proved more accurate per unit work than point samples, because a line sample provides more information, and the analytic equation for a sphere makes the calculation almost as fast. We performed a limited empirical study of the efficiency of these variations. We suggest a more extensive study for future work. We speculate that different ball arrangements, differentiated by the distribution of overlaps in terms of volume and degree, will benefit the most from patterns of line samples that preferentially capture those overlaps. Acknowledgement We thank Karl Bringman for explaining his BF-ApproxUnion (ApproxUnion) algorithm [3] to us. We thank Josiah Manson for pointing out that spoke darts oversample the center and we might get a better answer by uniform sampling. We thank Vijay Natarajan for suggesting random chord sampling. The authors are grateful to Brian Adams, Keith Dalbey, and Vicente Romero for useful technical discussions. This work was sponsored by the Laboratory Directed Research and Development (LDRD) Program at Sandia National Laboratories. This material is based upon work supported by the U.S. Department of Energy, Office of Science, Office of Advanced Scientific Computing Research (ASCR), Applied Mathematics Program. Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA0003525.

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VoroCrust illustrated: Theory and challenges

Leibniz International Proceedings in Informatics, LIPIcs

Abdelkader, Ahmed; Bajaj, Chandrajit L.; Ebeida, Mohamed S.; Mahmoud, Ahmed H.; Mitchell, Scott A.; Owens, John D.; Rushdi, Ahmad A.

Over the past decade, polyhedral meshing has been gaining popularity as a better alternative to tetrahedral meshing in certain applications. Within the class of polyhedral elements, Voronoi cells are particularly attractive thanks to their special geometric structure. What has been missing so far is a Voronoi mesher that is sufficiently robust to run automatically on complex models. In this video, we illustrate the main ideas behind the VoroCrust algorithm, highlighting both the theoretical guarantees and the practical challenges imposed by realistic inputs.

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Sampling Conditions for Conforming Voronoi Meshing by the VoroCrust Algorithm

LIPIcs-Leibniz International Proceedings in Informatics

Abdelkader, Ahmed A.; Bajaja, Chandrajit L.; Ebeida, Mohamed S.; Mahmoud, Ahmed H.; Mitchell, Scott A.; Owens, John D.; Rushdi, Ahmad A.

© Ahmed Abdelkader, Chandrajit L. Bajaj, Mohamed S. Ebeida, Ahmed H. Mahmoud, Scott A. Mitchell, John D. Owens and Ahmad A. Rushdi; licensed under Creative Commons License CC-BY 34th Symposium on Computational Geometry (SoCG 2018). We study the problem of decomposing a volume bounded by a smooth surface into a collection of Voronoi cells. Unlike the dual problem of conforming Delaunay meshing, a principled solution to this problem for generic smooth surfaces remained elusive. VoroCrust leverages ideas from α-shapes and the power crust algorithm to produce unweighted Voronoi cells conforming to the surface, yielding the first provably-correct algorithm for this problem. Given an ϵ-sample on the bounding surface, with a weak σ-sparsity condition, we work with the balls of radius δ times the local feature size centered at each sample. The corners of this union of balls are the Voronoi sites, on both sides of the surface. The facets common to cells on opposite sides reconstruct the surface. For appropriate values of ϵ, σ and δ, we prove that the surface reconstruction is isotopic to the bounding surface. With the surface protected, the enclosed volume can be further decomposed into an isotopic volume mesh of fat Voronoi cells by generating a bounded number of sites in its interior. Compared to state-of-the-art methods based on clipping, VoroCrust cells are full Voronoi cells, with convexity and fatness guarantees. Compared to the power crust algorithm, VoroCrust cells are not filtered, are unweighted, and offer greater flexibility in meshing the enclosed volume by either structured grids or random samples.

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SAChES: Scalable Adaptive Chain-Ensemble Sampling

Swiler, Laura P.; Ray, Jaideep R.; Swiler, Laura P.; Ebeida, Mohamed S.; Huang, Maoyi H.; Hou, Zhangshuan H.; Bao, Jie B.; Ren, huiying R.

We present the development of a parallel Markov Chain Monte Carlo (MCMC) method called SAChES, Scalable Adaptive Chain-Ensemble Sampling. This capability is targed to Bayesian calibration of com- putationally expensive simulation models. SAChES involves a hybrid of two methods: Differential Evo- lution Monte Carlo followed by Adaptive Metropolis. Both methods involve parallel chains. Differential evolution allows one to explore high-dimensional parameter spaces using loosely coupled (i.e., largely asynchronous) chains. Loose coupling allows the use of large chain ensembles, with far more chains than the number of parameters to explore. This reduces per-chain sampling burden, enables high-dimensional inversions and the use of computationally expensive forward models. The large number of chains can also ameliorate the impact of silent-errors, which may affect only a few chains. The chain ensemble can also be sampled to provide an initial condition when an aberrant chain is re-spawned. Adaptive Metropolis takes the best points from the differential evolution and efficiently hones in on the poste- rior density. The multitude of chains in SAChES is leveraged to (1) enable efficient exploration of the parameter space; and (2) ensure robustness to silent errors which may be unavoidable in extreme-scale computational platforms of the future. This report outlines SAChES, describes four papers that are the result of the project, and discusses some additional results.

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Results 1–25 of 66
Results 1–25 of 66