GLOBAL DETERMINISTIC AND STOCHASTIC OPTIMIZATION IN A SERVICE ORIENTED ARCHITECTURE Chaitra Raghunath a , Tyler H. Chang a , Layne T. Watson abc Mohamed Jrad c , Rakesh K. Kapania c Departments of Computer Science a , Mathematics b , and Aerospace & Ocean Engineering c Virginia Polytechnic Institute and State University Blacksburg, VA 24061-0106 USA Raymond M. Kolonay AFRL/RQVC 2210 8th Street, Bldg. 146 Wright-Patterson Air Force Base Dayton, OH 45433 http://people.cs.vt.edu/˜thchang/SORCER.pdf
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GLOBAL DETERMINISTIC AND STOCHASTIC OPTIMIZATIONIN A SERVICE ORIENTED ARCHITECTURE
Chaitra Raghunatha, Tyler H. Changa, Layne T. Watsonabc
Mohamed Jradc, Rakesh K. Kapaniac
Departments of Computer Sciencea,
Mathematicsb, and Aerospace & Ocean Engineeringc
Virginia Polytechnic Institute and State UniversityBlacksburg, VA 240610106 USA
Raymond M. KolonayAFRL/RQVC
2210 8th Street, Bldg. 146WrightPatterson Air Force Base
Dayton, OH 45433
http://people.cs.vt.edu/˜thchang/SORCER.pdf
Multidisciplinary Design Optimization (MDO)
Consider the MDO of an aircraft design problem:
• Used during design space exploration (conceptual design step)• Goal of achieving optimal design over multiple disciplines• Reduces size of potential design space in future steps
Problem: Traditional MDO uses low fidelity models with poor accuracy
The parallel VTDIRECT95 algorithm (pVTdirect) is fully distributed:• Problem divided between multiple masters to share memory burden• Function evaluation tasks distributed to workers
SD
SD SD
SD
global worker pool
1
SM
SM
1,1
SM 1,n1,22
SM2,1
m
SMm,1
3 SM3,1
masterssubdomain
workersW1 W2 W3 Wk
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Background: QNSTOP algorithm
Step 1 (regression experiment): Given a feasible set Θ, a current iterate Xk,and a radius τk:
• Compute the ellipsoidal design region Ek(τk) centered at Xk
• Compute LS estimate for the gradient gk from uniform sampling of Ek(τk)
Step 2 (secant update): Estimate Hessian matrix Hk.
Step 3 (update iterate): Calculate the next iterate Xk+1 from a scaling matrix Wk
Step 5: If room for more function evaluations in budget go to Step 1. Otherwise,the algorithm terminates.
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Background: QNSTOPP parallelism
Parallel Algorithm QNSTOPP (w/ OpenMP)
Sources of parallelism:
• Individual function evaluations
• Loop over samples in experimental design
• Loop over start points
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Method: JNI Wrappers
Java Native Interface (JNI) libraries used to wrap Fortran optimization code in Java(as SORCER analysis service)
• Leverage invocation interface to allow native C/C++ code to run in JVM• C “glue code" needed to wrap Fortran routines• Objective functions are analysis providers invoked by optimization algorithm
For 100 function evaluations done through VTdirect, average function evaluation cost:
n = 13 n = 25
With SORCER and script robustness 11.13 12.90With SORCER, without script robustness 7.36 9.14
Without SORCER and script robustness 7.32 9.10
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Discussion
Advantages:
• Dynamic distributed resource management
• High level of abstraction, tailored to modelling/design analyses
• Code reusability
Disadvantages:
• Heavyweight (in comparison to Condor, Globus, MPI)
• Overhead of wrapping existing code with JNI
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Thanks for Your Time!
Acknowledgements
This material is based on research sponsored by Air Force Research Laboratoryunder agreement number FA86500923938. The U.S. Government is authorizedto reproduce and distribute reprints for Governmental purposes not withstandingany copyright notation thereon. The views and conclusions contained herein arethose of the authors and should not be interpreted as necessarily representingthe official policies or endorsements, either expressed or implied, of Air ForceResearch Laboratory or the U.S. Government. The EBF3PanelOpt code wasdeveloped under a research contract from NASA Fundamental AeronauticsProgram to Virginia Polytechnic Institute and State University with Karen M. B.Taminger as the Program Manager.