Focus on Parallel Combinatorial Optimization

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Presentation transcript:

Focus on Parallel Combinatorial Optimization Claude Tadonki MINES ParisTech – PSL Research University Centre de Recherche Informatique claude.tadonki@mines-paristech.fr Monthly CRI Seminar MINES ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Performance Overview of Supercomputers November 2018 ranking 71% 75% 74% 61% 77% Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Combinatorial Optimization Illustration NP-complete Problem + Subtour breaking constraints Method (Super)Computer TSP heroes: Applegate, Bixby, Chvatal, and Cook Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Branch-and-Bound Practical instances of discrete (pure or mixed) optimization problems are better solved though a skillfull combination of continuous optimization techniques and branch&bound-like mechanisms. For a pure discrete problem, a relaxation is used. For a mixed formulation, a decomposition approach can be considered. In number of cases, the objective function is (or becomes) non differentiable . We then need a good non differentiable optimization method and solver. Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Potential Sources of Scalability Issue Load imbalance The real volume of a branch is know after its exploration and cannot be predicted Synchronization There is a strong need of synchronization for the management of the common pool of working items like the gradients and lower/upper bounds. Concurrent and irregular memory accesses From the structural nature of the branch-and-bound, we should expect a significant memory penalty, which will be exacerbated on NUMA architectures. Heavy data exchanges Lot of occurrences of data exchange are expected for the coordination of the process beside ordinary reasons. Resources sharing and weak scalability of node problems Solving the node problems might suffer from weak scalability depending on the Implementation and the required resources are taken from the whole machine. Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

We now focus on directive-based parallelization of Parallelizing common paradigms involved on node problems We now focus on directive-based parallelization of Dynamic Programming and Greedy Algorithms Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Dynamic Programming Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Shortest Paths A direct parallelization of a the update is valid because The only dependencies are with the pivot (row and column) The pivot (row and column) is invariant at the corresponding step Pivots sharing is a good point especially with a efficient SM cache protocol Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Dominated Graph Flooding A direct parallelization of a the update is valid because There is no dependence inside a step The only dependencies are from one step to the next (k axis) & no in-place Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Dominated Graph Flooding Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization 0-1 Knapsack Problem Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization 0-1 Knapsack Problem All dependencies are of the form The computation along i-axis can be freely parallelized The one-step lifetime of V(i, :) suggests a V(i mod2, :) array compression Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization 0-1 Knapsack Problem Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Longest Common Subsequence (LCS) The Longest Common Subsequence (LCS) problem is to find the (length of the) longest common contiguous subsequence given two finite sequences. The dependence does not allow a direct parallelization A loop skewing transformation where the computation is done along the hyperplane makes a direct parallelization possible Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Longest Common Subsequence (LCS) Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Performance evaluation Intel® Xeon® Processor E5-2699 v4 Released in April 2016 Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization Greedy Algorithms Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)

Focus on Parallel Combinatorial Optimization END END & QUESTIONS Focus on Parallel Combinatorial Optimization Monthly CRI Seminar, Mines ParisTech - CRI January 21, 2019, Fontainebleau (France)