Algebraic Multigrid (AMG) is an extremely popular linear system solver and/or preconditioner approach for matrices obtained from the discretization of elliptic operators. However, its performance and scalability for large systems obtained from unstructured discretizations seem less consistent than for geometric multigrid (GMG). To a large extent, this is due to loss of sparsity at the coarser grids and the resulting increased cost and poor scalability of the matrix-vector multiplication. While there have been attempts to address this concern by designing sparsification algorithms, these affect the overall convergence. In this work, we focus on designing a specialized matrix-vector multiplication (matvec) that achieves high performance and scalability for a large variation in the levels of sparsity. We evaluate distributed and shared memory implementations of our matvec operator and demonstrate the improvements to its scalability and performance in AMG hierarchy and finally, we compare it with PETSc.
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Scalable Lazy-update Multigrid Preconditioners
Multigrid is one of the most effective methods for solving elliptic PDEs. It is algorithmically optimal and is robust when combined with Krylov methods. Algebraic multigrid is especially attractive due to its blackbox nature. This however comes at the cost of increased setup costs that can be significant in case of systems where the system matrix changes frequently making it difficult to amortize the setup cost. In this work, we investigate several strategies for performing lazy updates to the multigrid hierarchy corresponding to changes in the system matrix. These include delayed updates, value updates without changing structure, process local changes, and full updates. We demonstrate that in many cases, the overhead of building the AMG hierarchy can be mitigated for rapidly changing system matrices.
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- Award ID(s):
- 1704715
- NSF-PAR ID:
- 10161730
- Date Published:
- Journal Name:
- 2019 IEEE High Performance Extreme Computing Conference (HPEC)
- Page Range / eLocation ID:
- 1 to 7
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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Abstract In a recent article, one of the authors developed a multigrid technique for coarse‐graining dynamic powergrid models. A key component in this technique is a relaxation‐based coarsening of the graph Laplacian given by the powergrid network and its weighted graph, which is represented by the admittance matrix. In this article, we use this coarsening strategy to develop a multigrid method for solving a static system of nonlinear equations that arises through Ohm's law, the so‐called powerflow equations. These static equations are tightly knitted to the dynamic model in that the full powergrid model is an algebraic‐differential system with the powerflow equations describing the algebraic constraints. We assume that the dynamic model corresponds to a stable operating powergrid, and thus, the powerflow equations are associated with a physically stable system. This stability permits the coarsening of the powerflow equations to be based on an approximate graph Laplacian, which is embedded in the powerflow system. By algebraically constructing a hierarchy of approximate weighted graph Laplacians, a hierarchy of nonlinear powerflow equations immediately becomes apparent. This latter hierarchy can then be used in a full approximation scheme (FAS) framework that leads to a nonlinear solver with generally a larger basin of attraction than Newton's method. Given the algebraic multigrid (AMG) coarsening of the approximate Laplacians, the solver is an AMG‐FAS scheme. Alternatively, using the coarse‐grid nodes and interpolation operators generated for the hierarchy of approximate graph Laplacians, a multiplicative‐correction scheme can be derived. The derivation of both schemes will be presented and analyzed, and numerical examples to demonstrate the performance of these schemes will be given.
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Model Predictive Control (MPC) is a popular strategy for controlling robots but is difficult for systems with contact due to the complex nature of hybrid dynamics. To implement MPC for systems with contact, dynamic models are often simplified or contact sequences fixed in time in order to plan trajectories efficiently. In this work, we propose the Hybrid iterative Linear Quadratic Regulator (HiLQR), which extends iLQR to a class of piecewisesmooth hybrid dynamical systems with state jumps. This is accomplished by 1) allowing for changing hybrid modes in the forward pass, 2) using the saltation matrix to update the gradient information in the backwards pass, and 3) using a reference extension to account for mode mismatch. We demonstrate these changes on a variety of hybrid systems and compare the different strategies for computing the gradients. We further show how HiLQR can work in a MPC fashion (HiLQR MPC) by 1) modifying how the cost function is computed when contact modes do not align, 2) utilizing parallelizations when simulating rigid body dynamics, and 3) using efficient analytical derivative computations of the rigid body dynamics. The result is a system that can modify the contact sequence of the reference behavior and plan whole body motions cohesively – which is crucial when dealing with large perturbations. HiLQR MPC is tested on two systems: first, the hybrid cost modification is validated on a simple actuated bouncing ball hybrid system. Then HiLQR MPC is compared against methods that utilize centroidal dynamic assumptions on a quadruped robot (Unitree A1). HiLQR MPC outperforms the centroidal methods in both simulation and hardware tests.more » « less
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Summary This paper presents a method for determining the relevant buses for reduced models of power grid networks described by systems of differential‐algebraic equations and for constructing the coarse‐grain dynamical power grid systems. To determine these buses, time integration of differential equations is not needed, but rather, a stationary system is analyzed. However, unlike stationary‐system approaches that determine only coarse generator buses by approximating the coherency of the generators, the proposed method analyzes the graph Laplacian associated with the admittance matrix. The buses for the reduced model are chosen to ensure that the graph Laplacian of the reduced model is an accurate approximation to the graph Laplacian of the full system. Both load and generator buses can be selected by this procedure since the Laplacian is defined on all the buses. The basis of this proposed approach lies in the close relationship between the synchrony of the system and the spectral properties of this Laplacian, that is, conditions on the spectrum of this Laplacian that almost surely guarantee the synchrony of the system. Thus, assuming that the full system is in synchrony, our strategy is to coarsen the full‐system Laplacian such that the coarse Laplacian possesses good approximation to these spectral conditions. Accurate approximation to these conditions then can better lead to synchronous reduced models. The coarsened Laplacian is defined on coarse degrees of freedom (DOFs), which are associated with the relevant buses to include in the reduced model. To realize this coarse DOF selection, we use multigrid coarsening techniques based on compatible relaxation. Multigrid is the natural choice since it has been extensively used to coarsen Laplacians arising from discretizations of elliptic partial differential equations and is actively being extended to graph Laplacians. With the selection of the buses for the reduced model, the reduced model is completed by constructing the coarse admittance matrix values and other physical parameters using standard power grid techniques or by using the intergrid operators constructed in the coarse DOFs selection process. Unfortunately, the selection of the coarse buses and the coarsening of the admittance matrix and physical parameters are not sufficient by themselves to produce a stable reduced system. To achieve a stable system, system structures of the fine‐grain model must be preserved in the reduced model. We analyze this to develop a multigrid methodology for constructing stable reduced models of power grid systems. Numerical examples are presented to validate this methodology.
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Biometric databases collect people's information and allow users to perform proximity searches (finding all records within a bounded distance of the query point) with few cryptographic protections. This work studies proximity searchable encryption applied to the iris biometric. Prior work proposed inner product functional encryption as a technique to build proximity biometric databases (Kim et al., SCN 2018). This is because binary Hamming distance is computable using an inner product. This work identifies and closes two gaps to using inner product encryption for biometric search: Biometrics naturally use long vectors often with thousands of bits. Many inner product encryption schemes generate a random matrix whose dimension scales with vector size and have to invert this matrix. As a result, setup is not feasible on commodity hardware unless we reduce the dimension of the vectors. We explore state of the art techniques to reduce the dimension of the iris biometric and show that all known techniques harm the accuracy of the resulting system. That is, for small vector sizes multiple unrelated biometrics are returned in the search. For length 64 vectors, at a 90% probability of the searched biometric being returned, 10% of stored records are erroneously returned on average. Rather than changing the feature extractor, we introduce a new cryptographic technique that allows one to generate several smaller matrices. For vectors of length 1024 this reduces time to run setup from 23 days to 4 minutes. At this vector length, for the same $90%$ probability of the searched biometric being returned, .02% of stored records are erroneously returned on average. Prior inner product approaches leak distance between the query and all stored records. We refer to these as distance-revealing. We show a natural construction from function hiding, secret-key, predicate, inner product encryption (Shen, Shi, and Waters, TCC 2009). Our construction only leaks access patterns, and which returned records are the same distance from the query. We refer to this scheme as distance-hiding. We implement and benchmark one distance-revealing and one distance-hiding scheme. The distance-revealing scheme can search a small (hundreds) database in 4 minutes while the distance-hiding scheme is not yet practical, requiring 3.5 hours.more » « less
- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Conference Paper:
- https://doi.org/10.1109/HPEC.2019.8916504
