ACM Transactions on Mathematical Software最新文献

{"title":"Algorithm 1035: A Gradient-based Implementation of the Polyhedral Active Set Algorithm","authors":"William W. Hager, Hongchao Zhang","doi":"https://dl.acm.org/doi/10.1145/3583559","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3583559","url":null,"abstract":"<p>The Polyhedral Active Set Algorithm (PASA) is designed to optimize a general nonlinear function over a polyhedron. Phase one of the algorithm is a nonmonotone gradient projection algorithm, while phase two is an active set algorithm that explores faces of the constraint polyhedron. A gradient-based implementation is presented, where a projected version of the conjugate gradient algorithm is employed in phase two. Asymptotically, only phase two is performed. Comparisons are given with IPOPT using polyhedral-constrained problems from CUTEst and the Maros/Meszaros quadratic programming test set.</p>","PeriodicalId":50935,"journal":{"name":"ACM Transactions on Mathematical Software","volume":"58 ","pages":""},"PeriodicalIF":2.7,"publicationDate":"2023-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138505952","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"hIPPYlib-MUQ: A Bayesian Inference Software Framework for Integration of Data with Complex Predictive Models under Uncertainty","authors":"Ki-Tae Kim, Umberto Villa, Matthew Parno, Youssef Marzouk, Omar Ghattas, Noemi Petra","doi":"https://dl.acm.org/doi/10.1145/3580278","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3580278","url":null,"abstract":"<p>Bayesian inference provides a systematic framework for integration of data with mathematical models to quantify the uncertainty in the solution of the inverse problem. However, the solution of Bayesian inverse problems governed by complex forward models described by <b>partial differential equations (PDEs)</b> remains prohibitive with black-box <b>Markov chain Monte Carlo (MCMC)</b> methods. We present hIPPYlib-MUQ, an extensible and scalable software framework that contains implementations of state-of-the art algorithms aimed to overcome the challenges of high-dimensional, PDE-constrained Bayesian inverse problems. These algorithms accelerate MCMC sampling by exploiting the geometry and intrinsic low-dimensionality of parameter space via derivative information and low rank approximation. The software integrates two complementary open-source software packages, hIPPYlib and MUQ. hIPPYlib solves PDE-constrained inverse problems using automatically-generated adjoint-based derivatives, but it lacks full Bayesian capabilities. MUQ provides a spectrum of powerful Bayesian inversion models and algorithms, but expects forward models to come equipped with gradients and Hessians to permit large-scale solution. By combining these two complementary libraries, we created a robust, scalable, and efficient software framework that realizes the benefits of each and allows us to tackle complex large-scale Bayesian inverse problems across a broad spectrum of scientific and engineering disciplines. To illustrate the capabilities of hIPPYlib-MUQ, we present a comparison of a number of MCMC methods available in the integrated software on several high-dimensional Bayesian inverse problems. These include problems characterized by both linear and nonlinear PDEs, various noise models, and different parameter dimensions. The results demonstrate that large (∼ 50×) speedups over conventional black box and gradient-based MCMC algorithms can be obtained by exploiting Hessian information (from the log-posterior), underscoring the power of the integrated hIPPYlib-MUQ framework.</p>","PeriodicalId":50935,"journal":{"name":"ACM Transactions on Mathematical Software","volume":"50 ","pages":""},"PeriodicalIF":2.7,"publicationDate":"2023-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138505959","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Computing with B-series","authors":"David I. Ketcheson, Hendrik Ranocha","doi":"https://dl.acm.org/doi/10.1145/3573384","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3573384","url":null,"abstract":"<p>We present BSeries.jl, a Julia package for the computation and manipulation of B-series, which are a versatile theoretical tool for understanding and designing discretizations of differential equations. We give a short introduction to the theory of B-series and associated concepts and provide examples of their use, including method composition and backward error analysis. The associated software is highly performant and makes it possible to work with B-series of high order.</p>","PeriodicalId":50935,"journal":{"name":"ACM Transactions on Mathematical Software","volume":"59 ","pages":""},"PeriodicalIF":2.7,"publicationDate":"2023-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138505951","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Enabling Research through the SCIP Optimization Suite 8.0","authors":"Ksenia Bestuzheva, Mathieu Besançon, Wei-Kun Chen, Antonia Chmiela, Tim Donkiewicz, Jasper van Doornmalen, Leon Eifler, Oliver Gaul, Gerald Gamrath, Ambros Gleixner, Leona Gottwald, Christoph Graczyk, Katrin Halbig, Alexander Hoen, Christopher Hojny, Rolf van der Hulst, Thorsten Koch, Marco Lübbecke, Stephen J. Maher, Frederic Matter, Erik Mühmer, Benjamin Müller, Marc E. Pfetsch, Daniel Rehfeldt, Steffan Schlein, Franziska Schlösser, Felipe Serrano, Yuji Shinano, Boro Sofranac, Mark Turner, Stefan Vigerske, Fabian Wegscheider, Philipp Wellner, Dieter Weninger, Jakob Witzig","doi":"https://dl.acm.org/doi/10.1145/3585516","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3585516","url":null,"abstract":"<p>The <span>SCIP</span> Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework <span>SCIP</span>. The focus of this article is on the role of the <span>SCIP</span> Optimization Suite in supporting research. <span>SCIP</span>’s main design principles are discussed, followed by a presentation of the latest performance improvements and developments in version 8.0, which serve both as examples of <span>SCIP</span>’s application as a research tool and as a platform for further developments. Furthermore, this article gives an overview of interfaces to other programming and modeling languages, new features that expand the possibilities for user interaction with the framework, and the latest developments in several extensions built upon <span>SCIP</span>.</p>","PeriodicalId":50935,"journal":{"name":"ACM Transactions on Mathematical Software","volume":"53 ","pages":""},"PeriodicalIF":2.7,"publicationDate":"2023-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138505957","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Truncated Log-concave Sampling for Convex Bodies with Reflective Hamiltonian Monte Carlo","authors":"Apostolos Chalkis, Vissarion Fisikopoulos, Marios Papachristou, Elias Tsigaridas","doi":"https://dl.acm.org/doi/10.1145/3589505","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3589505","url":null,"abstract":"<p>We introduce Reflective Hamiltonian Monte Carlo (ReHMC), an HMC-based algorithm to sample from a log-concave distribution restricted to a convex body. The random walk is based on incorporating reflections to the Hamiltonian dynamics such that the support of the target density is the convex body. We develop an efficient open source implementation of ReHMC and perform an experimental study on various high-dimensional datasets. The experiments suggest that ReHMC outperforms Hit-and-Run and Coordinate-Hit-and-Run regarding the time it needs to produce an independent sample, introducing practical truncated sampling in thousands of dimensions.</p>","PeriodicalId":50935,"journal":{"name":"ACM Transactions on Mathematical Software","volume":"56 ","pages":""},"PeriodicalIF":2.7,"publicationDate":"2023-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138505953","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Algorithm 1036: ATC, An Advanced Tucker Compression Library for Multidimensional Data","authors":"Wouter Baert, Nick Vannieuwenhoven","doi":"https://dl.acm.org/doi/10.1145/3585514","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3585514","url":null,"abstract":"<p>We present ATC, a C++ library for advanced Tucker-based lossy compression of dense multidimensional numerical data in a shared-memory parallel setting, based on the sequentially truncated higher-order singular value decomposition (ST-HOSVD) and bit plane truncation. Several techniques are proposed to improve speed, memory usage, error control and compression rate. First, a hybrid truncation scheme is described which combines Tucker rank truncation and TTHRESH quantization. We derive a novel expression to approximate the error of truncated Tucker decompositions in the case of core and factor perturbations. We parallelize the quantization and encoding scheme and adjust this phase to improve error control. Implementation aspects are described, such as an ST-HOSVD procedure using only a single transposition. We also discuss several usability features of ATC, including the presence of multiple interfaces, extensive data type support, and integrated downsampling of the decompressed data. Numerical results show that ATC maintains state-of-the-art Tucker compression rates while providing average speed-up factors of 2.2 to 3.5 and halving memory usage. Our compressor provides precise error control, deviating only 1.4% from the requested error on average. Finally, ATC often achieves higher compression than non-Tucker-based compressors in the high-error domain.</p>","PeriodicalId":50935,"journal":{"name":"ACM Transactions on Mathematical Software","volume":"54 ","pages":""},"PeriodicalIF":2.7,"publicationDate":"2023-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138505956","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"FastSpline: Automatic Generation of Interpolants for Lattice Samplings","authors":"Joshua Horacsek, Usman Alim","doi":"https://dl.acm.org/doi/10.1145/3577194","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3577194","url":null,"abstract":"<p>Interpolation is a foundational concept in scientific computing and is at the heart of many scientific visualization techniques. There is usually a tradeoff between the approximation capabilities of an interpolation scheme and its evaluation efficiency. For many applications, it is important for a user to navigate their data in real time. In practice, evaluation efficiency outweighs any incremental improvements in reconstruction fidelity. We first analyze, from a general standpoint, the use of compact piece-wise polynomial basis functions to efficiently interpolate data that is sampled on a lattice. We then detail our automatic code-generation framework on both CPU and GPU architectures. Specifically, we propose a general framework that can produce a fast evaluation scheme by analyzing the algebro-geometric structure of the convolution sum for a given lattice and basis function combination. We demonstrate the utility and generality of our framework by providing fast implementations of various box splines on the Body Centered and Face Centered Cubic lattices, as well as some non-separable box splines on the Cartesian lattice. We also provide fast implementations for certain Voronoi-splines that have not yet appeared in the literature. Finally, we demonstrate that this framework may also be used for non-Cartesian lattices in 4D.</p>","PeriodicalId":50935,"journal":{"name":"ACM Transactions on Mathematical Software","volume":"66 ","pages":""},"PeriodicalIF":2.7,"publicationDate":"2023-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138505912","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"ARKODE: A Flexible IVP Solver Infrastructure for One-step Methods","authors":"Daniel R. Reynolds, David J. Gardner, Carol S. Woodward, Rujeko Chinomona","doi":"https://dl.acm.org/doi/10.1145/3594632","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3594632","url":null,"abstract":"<p>We describe the ARKODE library of one-step time integration methods for ordinary differential equation (ODE) initial-value problems (IVPs). In addition to providing standard explicit and diagonally implicit Runge–Kutta methods, ARKODE supports one-step methods designed to treat additive splittings of the IVP, including implicit-explicit (ImEx) additive Runge–Kutta methods and multirate infinitesimal (MRI) methods. We present the role of ARKODE within the SUNDIALS suite of time integration and nonlinear solver libraries, the core ARKODE infrastructure for utilities common to large classes of one-step methods, as well as its use of “time stepper” modules enabling easy incorporation of novel algorithms into the library. Numerical results show example problems of increasing complexity, highlighting the algorithmic flexibility afforded through this infrastructure, and include a larger multiphysics application leveraging multiple algorithmic features from ARKODE and SUNDIALS.</p>","PeriodicalId":50935,"journal":{"name":"ACM Transactions on Mathematical Software","volume":"48 1","pages":""},"PeriodicalIF":2.7,"publicationDate":"2023-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138537825","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Distributed ℋ2-Matrices for Boundary Element Methods","authors":"Steffen Börm","doi":"https://dl.acm.org/doi/10.1145/3582494","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3582494","url":null,"abstract":"<p>Standard discretization techniques for boundary integral equations, e.g., the Galerkin boundary element method, lead to large densely populated matrices that require fast and efficient compression techniques like the fast multipole method or hierarchical matrices. If the underlying mesh is very large, running the corresponding algorithms on a distributed computer is attractive, e.g., since distributed computers frequently are cost-effective and offer a high accumulated memory bandwidth.</p><p>Compared to the closely related particle methods, for which distributed algorithms are well-established, the Galerkin discretization poses a challenge, since the supports of the basis functions influence the block structure of the matrix and therefore the flow of data in the corresponding algorithms. This article introduces distributed ℋ₂-matrices, a class of hierarchical matrices that is closely related to fast multipole methods and particularly well-suited for distributed computing. While earlier efforts required the global tree structure of the ℋ₂-matrix to be stored in every node of the distributed system, the new approach needs only local multilevel information that can be obtained via a simple distributed algorithm, allowing us to scale to significantly larger systems. Experiments show that this approach can handle very large meshes with more than 130 million triangles efficiently.</p>","PeriodicalId":50935,"journal":{"name":"ACM Transactions on Mathematical Software","volume":"55 ","pages":""},"PeriodicalIF":2.7,"publicationDate":"2023-06-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138505955","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Improvements to SLEPc in Releases 3.14–3.18","authors":"Jose E. Roman, Fernando Alvarruiz, Carmen Campos, Lisandro Dalcin, Pierre Jolivet, Alejandro Lamas Daviña","doi":"https://dl.acm.org/doi/10.1145/3603373","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3603373","url":null,"abstract":"<p>This short paper describes the main new features added to SLEPc, the Scalable Library for Eigenvalue Problem Computations, in the last two and a half years, corresponding to five release versions. The main novelty is the extension of the <monospace>SVD</monospace> module with new problem types such as the generalized SVD or the hyperbolic SVD. Additionally, many improvements have been incorporated in different parts of the library, including contour integral eigensolvers, preconditioning and GPU support.</p>","PeriodicalId":50935,"journal":{"name":"ACM Transactions on Mathematical Software","volume":"56 ","pages":""},"PeriodicalIF":2.7,"publicationDate":"2023-06-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138505954","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}