We introduce a novel, efficient computational method, ZEUS, for numerical optimization, and provide an open-source implementation. It has four key ingredients: (1) particle swarm optimization (PSO), (2) the use of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method, (3) automatic differentiation (AD), and (4) GPUs. Our approach addresses the computational challenges inherent in high-dimensional, non-convex optimization problems. In the first phase of the algorithm, we get a potentially good set of starting points using PSO. Thereafter, we run BFGS independently in parallel from these starting points. BFGS is one of the bestperforming algorithms for numerical optimization. However, it requires the gradient of the function being optimized. ZEUS integrates automatic differentiation into BFGS thus avoiding the need for the user to calculate derivatives explicitly. The use of GPUs allows ZEUS to speed up the calculations substantially. We carry out systematic studies to explore the trade-offs between the number of PSO iterations taken, starting points, and BFGS iteration depth. We show that a handful of iterations of PSO can improve global convergence when combined with BFGS. We also present performance studies using common test functions. The source code can be found at https://github.com/fnal-numerics/global-optimizer-gpu.

Many scientific and engineering applications require repeated calculations of derivatives of output functions with respect to input parameters. Automatic Differentiation (AD) is a method that automates derivative calculations and can significantly speed up code development. In Computational Fluid Dynamics (CFD), derivatives of flux functions with respect to state variables (Jacobian) are needed for efficient solutions of the nonlinear governing equations. AD of flux functions on graphics processing units (GPUs) is challenging as flux computations involve many intermediate variables that create high register pressure and require significant memory traffic because of the need to store the derivatives. This paper presents a forward-mode AD method based on multivariate dual numbers that addresses these challenges and simultaneously reduces the floating-point operation count. The dimension of the multivariate dual numbers is optimized for performance. The flux computations are restructured to minimize the number of temporary variables and reduce register pressure. For effective utilization of memory bandwidth, shared memory is used to store the local flux Jaco-bian. This AD implementation is compared with several other Jacobian implementations on an NVIDIA V100 GPU (V100). For three-dimensional perfect-gas compressible-flow equations implemented in a practical CFD code, the AD implementation of a flux Jacobian based on multivariate dual numbers of dimension 5 outperforms all other GPU AD implementations on V100. Its performance is comparable with the optimized hand-differentiated version. The implementation achieves 75% of the peak floating-point throughput and 61 % of the peak global device memory bandwidth usage.

We present a new adaptive parallel algorithm for the challenging problem of multi-dimensional numerical integration on massively parallel architectures. Adaptive algorithms have demonstrated the best performance, but efficient many-core utilization is difficult to achieve because the adaptive work-load can vary greatly across the integration space and is impossible to predict a priori. Existing parallel algorithms utilize sequential computations on independent processors, which results in bottlenecks due to the need for data redistribution and processor synchronization. Our algorithm employs a high-throughput approach in which all existing sub-regions are processed and sub-divided in parallel. Repeated sub-region classification and filtering improves upon a brute-force approach and allows the algorithm to make efficient use of computation and memory resources. A CUDA implementation shows orders of magnitude speedup over the fastest open-source CPU method and extends the achievable accuracy for difficult integrands. Our algorithm typically outperforms other existing deterministic parallel methods.

The next generation of High Energy Physics experiments are expected to generate exabytes of data-two orders of magnitude greater than the current generation. In order to reliably meet peak demands, facilities must either plan to provision enough resources to cover the forecasted need, or find ways to elastically expand their computational capabilities. Commercial cloud and allocation-based High Performance Computing (HPC) resources both have explicit and implicit costs that must be considered when deciding when to provision these resources, and to choose an appropriate scale. In order to support such provisioning in a manner consistent with organizational business rules and budget constraints, we have developed a modular intelligent decision support system (IDSS) to aid in the automatic provisioning of resources-spanning multiple cloud providers, multiple HPC centers, and grid computing federations.