Roscoe A. Bartlett

An overview of the Trilinos project

The Trilinos Project is an effort to facilitate the design, development, integration, and ongoing support of mathematical software libraries within an object-oriented framework for the solution of large-scale, complex multiphysics engineering and scientific problems. Trilinos addresses two fundamental issues of developing software for these problems: (i) providing a streamlined process and set of tools for development of new algorithmic implementations and (ii) promoting interoperability of independently developed software.Trilinos uses a two-level software structure designed around collections of packages. A Trilinos package is an integral unit usually developed by a small team of experts in a particular algorithms area such as algebraic preconditioners, nonlinear solvers, etc. Packages exist underneath the Trilinos top level, which provides a common look-and-feel, including configuration, documentation, licensing, and bug-tracking.Here we present the overall Trilinos design, describing our use of abstract interfaces and default concrete implementations. We discuss the services that Trilinos provides to a prospective package and how these services are used by various packages. We also illustrate how packages can be combined to rapidly develop new algorithms. Finally, we discuss how Trilinos facilitates high-quality software engineering practices that are increasingly required from simulation software.

Hybrid differentiation strategies for simulation and analysis of applications in C

Computationally efficient and accurate derivatives are important to the success of many different types of numerical methods. Automatic differentation (AD) approaches compute truncation-free derivatives and can be efficient in many cases. Although present AD tools can provide a convenient implementation mechanism, the computational efficiency rarely compares to analytically derived versions that have been carefully implemented. The focus of this work is to combine the strength of these methods into a hybrid strategy that attempts to achieve an optimal balance of implementation and computational efficiency by selecting the appropriate components of the target algorithms for AD and analytical derivation. Although several AD approaches can be considered, our focus is on the use of template overloading forward AD tools in C++ applications. We demonstrate this hybrid strategy for a system of partial differential equations in gas dynamics. These methods apply however to other systems of differentiable equations, including DAEs and ODEs.

Quadratic programming algorithms for large-scale model predictive control

Abstract Quadratic programming (QP) methods are an important element in the application of model predictive control (MPC). As larger and more challenging MPC applications are considered, more attention needs to be focused on the construction and tailoring of efficient QP algorithms. In this study, we tailor and apply a new QP method, called QPSchur, to large MPC applications, such as cross directional control problems in paper machines. Written in C++, QPSchur is an object oriented implementation of a novel dual space, Schur complement algorithm. We compare this approach to three widely applied QP algorithms and show that QPSchur is significantly more efficient (up to two orders of magnitude) than the other algorithms. In addition, detailed simulations are considered that demonstrate the importance of the flexible, object oriented construction of QPSchur, along with additional features for constraint handling, warm starts and partial solution.

Nonlinear programming strategies for source detection of municipal water networks.

Increasing concerns for the security of the national infrastructure have led to a growing need for improved management and control of municipal water networks. To deal with this issue, optimization offers a general and extremely effective method to identify (possibly harmful) disturbances, assess the current state of the network, and determine operating decisions that meet network requirements and lead to optimal performance. This paper details an optimization strategy for the identification of source disturbances in the network. Here we consider the source inversion problem modeled as a nonlinear programming problem. Dynamic behavior of municipal water networks is simulated using EPANET. This approach allows for a widely accepted, general purpose user interface. For the source inversion problem, flows and concentrations of the network will be reconciled and unknown sources will be determined at network nodes. Moreover, intrusive optimization and sensitivity analysis techniques are identified to assess the influence of various parameters and models in the network in a computational efficient manner. A number of numerical comparisons are made to demonstrate the effectiveness of various optimization approaches.

Automatic differentiation of c++ codes for large-scale scientific computing

We discuss computing first derivatives for models based on elements, such as large-scale finite-element PDE discretizations, implemented in the C++ programming language. We use a hybrid technique of automatic differentiation (AD) and manual assembly, with local element-level derivatives computed via AD and manually summed into the global derivative. C++ templating and operator overloading work well for both forward- and reverse-mode derivative computations. We found that AD derivative computations compared favorably in time to finite differencing for a scalable finite-element discretization of a convection-diffusion problem in two dimensions.

Large Scale Non-Linear Programming for PDE Constrained Optimization

Three years of large-scale PDE-constrained optimization research and development are summarized in this report. We have developed an optimization framework for 3 levels of SAND optimization and developed a powerful PDE prototyping tool. The optimization algorithms have been interfaced and tested on CVD problems using a chemically reacting fluid flow simulator resulting in an order of magnitude reduction in compute time over a black box method. Sandias simulation environment is reviewed by characterizing each discipline and identifying a possible target level of optimization. Because SAND algorithms are difficult to test on actual production codes, a symbolic simulator (Sundance) was developed and interfaced with a reduced-space sequential quadratic programming framework (rSQP++) to provide a PDE prototyping environment. The power of Sundance/rSQP++ is demonstrated by applying optimization to a series of different PDE-based problems. In addition, we show the merits of SAND methods by comparing seven levels of optimization for a source-inversion problem using Sundance and rSQP++. Algorithmic results are discussed for hierarchical control methods. The design of an interior point quadratic programming solver is presented.

A theory manual for multi-physics code coupling in LIME.

The Lightweight Integrating Multi-physics Environment (LIME) is a software package for creating multi-physics simulation codes. Its primary application space is when computer codes are currently available to solve different parts of a multi-physics problem and now need to be coupled with other such codes. In this report we define a common domain language for discussing multi-physics coupling and describe the basic theory associated with multiphysics coupling algorithms that are to be supported in LIME. We provide an assessment of coupling techniques for both steady-state and time dependent coupled systems. Example couplings are also demonstrated.

Integration strategies for Computational Science & Engineering software

In order to make significant progress in solving challenging problems in Computational Science & Engineering (CS&E), we need to integrate a large amount of software written by different groups of experts. Modern Lean/Agile methodologies would seem to provide a good foundation for research-driven development of complex CS&E software. Here, we describe issues related to the integration of CS&E software and propose different integration processes tailored to the special challenges in CS&E. We also describe practical experience with some of these tailored integration strategies related to Trilinos and some of its important application customers at Sandia National Labs.

rSQP++ : An Object-Oriented Framework for Successive Quadratic Programming

An Object-Oriented (OO) framework called rSQP++ is currently being developed for Successive Quadratic Programming (SQP). It is designed to support many different SQP algorithms and to allow for extern al configur at ion of application-specific linear algebra objects such as matrices and linear solvers. In addition, it is possible for a client to modify the SQP algorithms to meet other specialized needs without having to touch any of th e source code within the rSQP++ framework or even having to recompile existing SQP algorithms. Much of this is accomplished through a set of carefully constructed interfaces to various linear algebra objects such as matrices and linear solvers. The initial development of rSQP++ was done in a serial environment and therefore issues related to the use of massively parallel iterative solvers used in PDE-constrained optimization have not yet been addressed. In order to more effectively support parallelism, rSQP++ needs the addition and integration of an abstract vector interface to allow more flexibility in vector implementations. Encapsulating vectors away from algorithmic code would allow fully parallel linear algebra, but could also greatly restrict the kinds of operations that need to be performed. The difficulty in developing an abstract vector interface and a proposed design for a remedy are discussed.

Vector reduction/transformation operators

Development of flexible linear algebra interfaces is an increasingly critical issue. Efficient and expressive interfaces are well established for some linear algebra abstractions, but not for vectors. Vectors differ from other abstractions in the diversity of necessary operations, sometimes requiring dozens for a given algorithm (e.g. interior-point methods for optimization). We discuss a new approach based on operator objects that are transported to the underlying data by the linear algebra library implementation, allowing developers of abstract numerical algorithms to easily extend the functionality regardless of computer architecture, application or data locality/organization. Numerical experiments demonstrate efficient implementation.