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Risk-Averse Two-Stage Stochastic Linear programming: Modeling and Decomposition

OPERATIONS RESEARCH 2011年第1期59卷 125-132页

作者： Miller, Naomi Ruszczynski, Andrzej Rutgers State Univ RUTCOR Piscataway NJ 08854 USA Rutgers State Univ Dept Management Sci & Informat Syst Piscataway NJ 08854 USA

We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as a composition of conditional risk measures. We analyze properties of the problem and derive necessary and sufficient optimality conditions. Next, we construct a new decomposition method for solving the problem that exploits the composite structure of the objective function. We illustrate its performance on a portfolio optimization problem.

关键词： Linear programming Risk aversion Mathematical vectors Stochastic models Decomposition methods Financial risk Mathematical functions programming models Modeling

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Aligning the representation and reality of computation with asynchronous logic automata

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COMPUTING 2011年第2-4期93卷 91-102页

作者： Gershenfeld, Neil MIT Ctr Bits & Atoms Cambridge MA 02139 USA

There are many models of computation, but they all share the same underlying laws of physics. Software can represent physical quantities, but is not itself written with physical units. This division in representations, dating back to the origins of computer science, imposes increasingly heroic measures to maintain the fiction that software is executed in a virtual world. I consider instead an alternative approach, representing computation so that hardware and software are aligned at all levels of description. By abstracting physics with asynchronous logic automata I show that this alignment can not only improve scalability, portability, and performance, but also simplify programming and expand applications.

关键词： Logic automata Spatial computing programming models Parallel computing Computer architecture

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Optimal Selection of Airport Runway Configurations

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OPERATIONS RESEARCH 2011年第6期59卷 1407-1419页

作者： Bertsimas, Dimitris Frankovich, Michael Odoni, Amedeo MIT Ctr Operat Res Cambridge MA 02139 USA

We present a mixed integer programming (MIP) model to solve the problems of (i) selecting an airport's optimal sequence of runway configurations and (ii) determining the optimal balance of arrivals and departures to be served at any moment. These problems, the runway configuration management (RCM) problem and the arrival/departure runway balancing (ADRB) problem, respectively, are of critical importance in minimizing the delay of both in-flight and on-the-ground aircraft along with their associated costs. We show that under mild assumptions on the time required to change between configurations, large realistic problem instances can be solved within several seconds. Furthermore, as assumptions are relaxed, optimal solutions are still found within several minutes. Comparison with a sophisticated baseline heuristic reveals that in many cases the potential reduction in cost from using the method is significant and could be expected to be of the order of at least 10%. Finally, we present an extension of the MIP model to solve these two problems for a group of airports in a metropolitan area such as New York (metroplex), where operations at each airport within the metroplex might have an impact on operations at some of the other airports due to limitations in shared airspace.

关键词： Airport runways Arrivals and departures Mathematical intervals Optimal solutions Heuristics Integers Integer programming programming models Rationing

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JEL: unified resource tracking for parallel and distributed applications

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CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE 2011年第1期23卷 17-37页

作者： Drost, Niels van Nieuwpoort, Rob V. Maassen, Jason Seinstra, Frank Bal, Henri E. Vrije Univ Amsterdam Dept Comp Sci NL-1081 HV Amsterdam Netherlands

When parallel applications are run in large-scale distributed environments, such as grids, peer-to-peer (P2P) systems, and clouds, the set of resources used can change dynamically as machines crash, reservations end, and new resources become available. It is vital for applications to respond to these changes. Therefore, it is necessary to keep track of the available resources-a problem which is known to be notoriously difficult. In this article we argue that resource tracking must be provided as the standard functionality in the lower parts of the software stack. We propose a general solution to resource tracking: the Join-Elect-Leave (JEL) model. JEL provides unified resource tracking for parallel and distributed applications across environments. JEL is a simple yet powerful model based on notifying when resources have Joined or Left the computation. We demonstrate that JEL is suitable for resource tracking in a wide variety of programming models, ranging from the fixed resource sets traditionally used in MPI-1 to flexible grid-oriented programming models. We compare several JEL implementations, and show these to perform and scale well in several real-world scenarios involving grids, clouds and P2P systems applied concurrently, and wide-area systems with failing resources. Using JEL, we have won the first prize in a number of international distributed computing competitions. Copyright (C) 2010 John Wiley & Sons, Ltd.

关键词： resource tracking programming models parallel applications

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Energy-efficient multiprocessor systems-on-chip for embedded computing: Exploring programming models and their architectural support

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IEEE TRANSACTIONS ON COMPUTERS 2007年第5期56卷 606-621页

作者： Poletti, Francesco Poggiali, Antonio Bertozzi, Davide Benini, Luca Marchal, Pol Loghi, Mirko Poncino, Massimo Univ Bologna DEIS I-40100 Bologna Italy STMicroelectronics Ctr Direz Colleoni I-20041 Agrate Brianza MI Italy Univ Ferrara Dept Engn I-44100 Ferrara Italy ESAT KULeuven IMEC vzw B-3001 Heverlee Belgium Politecn Torino Dipartimento Automat & Informat I-10129 Turin Italy

In today's multiprocessor SoCs (MPSoCs), parallel programming models are needed to fully exploit hardware capabilities and to achieve the 100 Gops/W energy efficiency target required for Ambient Intelligence Applications. However, mapping abstract programming models onto tightly power-constrained hardware architectures imposes overheads which might seriously compromise performance and energy efficiency. The objective of this work is to perform a comparative analysis of message passing versus shared memory as programming models for single-chip multiprocessor platforms. Our analysis is carried out from a hardware-software viewpoint: We carefully tune hardware architectures and software libraries for each programming model. We analyze representative application kernels from the multimedia domain, and identify application-level parameters that heavily influence performance and energy efficiency. Then, we formulate guidelines for the selection of the most appropriate programming model and its architectural support.

关键词： MPSoCs embedded multimedia programming models task-level parallelism energy efficiency low power

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Adapting wave-front algorithms to efficiently utilize systems with deep communication hierarchies

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PARALLEL COMPUTING 2011年第9期37卷 550-561页

作者： Kerbyson, Darren J. Lang, Michael Pakin, Scott Pacific NW Natl Lab Richland WA 99353 USA Los Alamos Natl Lab Los Alamos NM 87544 USA

Large-scale systems increasingly exhibit a differential between intra-chip and inter-chip communication performance especially in hybrid systems using accelerators. Processor-cores on the same socket are able to communicate at lower latencies, and with higher bandwidths, than cores on different sockets either within the same node or between nodes. A key challenge is to efficiently use this communication hierarchy and hence optimize performance. We consider here the class of applications that contains wave-front processing. In these applications data can only be processed after their upstream neighbors have been processed. Similar dependencies result between processors in which communication is required to pass boundary data downstream and whose cost is typically impacted by the slowest communication channel in use. In this work we develop a novel hierarchical wave-front approach that reduces the use of slower communications in the hierarchy but at the cost of additional steps in the parallel computation and higher use of on-chip communications. This tradeoff is explored using a performance model. An implementation using the reverse-acceleration programming model on the petascale Roadrunner system demonstrates a 27% performance improvement at full system-scale on a kernel application. The approach is generally applicable to large-scale multi-core and accelerated systems where a differential in communication performance exists. (C) 2011 Elsevier B.V. All rights reserved.

关键词： High performance computing Hybrid systems Performance analysis Performance modeling programming models

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Watchful waiting

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Computing in Science and Engineering 2011年第2期13卷 3-4页

作者： Beichl, Isabel Editor in Chief

Although there are certainly revolutionary advances in technology, their effect accumulates slowly and the ultimate impact often contradicts the initial prognostications.

关键词： Technological Advancement New Technologies Scientific Computing programming models Innovation

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MPOpt-Cell: A High-Performance Data-Flow programming Environment for the Cell BE Processor 11

MPOpt-Cell: A High-Performance Data-Flow Programming Environ...

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8th ACM International Conference on Computing Frontiers (CF)

作者： Franceschelli, Alessio Burgio, Paolo Tagliavini, Giuseppe Marongiu, Andrea Ruggiero, Martino Lombardi, Michele Bonfietti, Alessio Milano, Michela Benini, Luca Univ Bologna DEIS Viale Risorgimento 2 I-40136 Bologna Italy

ISBN: (纸本)9781450306980

We present MPOpt-Cell, an architecture-aware framework for high-productivity development and efficient execution of stream applications on the CELL BE Processor. It enables developers to quickly build Synchronous Data Flow (SDF) applications using a simple and intuitive programming interface based on a set of compiler directives that capture the key abstractions of SDF. The compiler backend and system runtime efficiently manage hardware resources.

关键词： SDF programming models Cell BE

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Active Pebbles: A programming Model For Highly Parallel Fine-Grained Data-Driven Computations 11

Active Pebbles: A Programming Model For Highly Parallel Fine...

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16th ACM Symposium on Principles and Practice of Parallel programming

作者： Willcock, Jeremiah Hoefler, Torsten Edmonds, Nicholas Lumsdaine, Andrew Indiana Univ Bloomington IN 47405 USA Univ Illinois Urbana IL 61801 USA

ISBN: (纸本)9781450301190

A variety of programming models exist to support large-scale, distributed memory, parallel computation. These programming models have historically targeted coarse-grained applications with natural locality such as those found in a variety of scientific simulations of the physical world. Fine-grained, irregular, and unstructured applications such as those found in biology, social network analysis, and graph theory are less well supported. We propose Active Pebbles, a programming model which allows these applications to be expressed naturally;an accompanying execution model ensures performance and scalability.

关键词： Performance Design Irregular applications programming models active messages

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programming Challenges & Solutions for Multi-Processor SoCs: An Industrial Perspective 11

Programming Challenges & Solutions for Multi-Processor SoCs:...

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48th ACM/IEEE/EDAC Design Automation Conference (DAC)

作者： Paulin, Pierre STMicroelectronics Inc Ottawa ON K2H 8R6 Canada

ISBN: (纸本)9781450306362

In this paper, we describe challenges and solutions for programming multi-processor systems-on-a-chip, based on our experience in programming Platform2012, a large-scale multicore fabric under development by STMicroelectronics and CEA, using the MultiFlex multi-core programming environment. We present a component-based environment which is the basis for a rich set of parallel programming constructs supporting task level and data level parallelism. The MultiFlex programming tools are described, supporting platform mapping, debug, trace and analysis. We discuss the applicability of different parallel programming model variants for two versions of a high-definition VC-1 decoding video application. These two versions are mapped onto variants of a homogeneous multi-core platform.

关键词： programming models components multi-core platform mapping

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