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High Performance Computing
on Windows
User Experiences: Dynamic optimization
User Experiences: Matlab
Christian Terboven
Center for Computing and Communication RWTH Aachen University
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Agenda
• Uwe Rütjes, WZL: Simulation of Bevel Gear Cutting Process
• CT: Arndt Hartwich, LPT: DyOS Dynamic Optimization Software • CT: Jun.-Prof. Oliver Holtemöller, VWL: Optimization with Matlab
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Agenda
• Uwe Rütjes, WZL: Simulation of Bevel Gear Cutting Process
• CT: Arndt Hartwich, LPT: DyOS Dynamic Optimization Software • CT: Jun.-Prof. Oliver Holtemöller, VWL: Optimization with Matlab
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Agenda
• Uwe Rütjes, WZL: Simulation of Bevel Gear Cutting Process
• CT: Arndt Hartwich, LPT: DyOS Dynamic Optimization Software • CT: Jun.-Prof. Oliver Holtemöller, VWL: Optimization with Matlab
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DyOS: Dynamic Optimization Software
• What is dynamic optimization?
Finish . ) ( , 0 ) ( f t f f x t x t v = ≥ Start 0 ) 0 ( ), 0 ( v = x max
)
(
t
v
v
≤
0 10 20 30 -1 -0.5 0 0.5 1 MAX MIN Acceleration a 0 10 20 30 0 2 4 6 8 10 0 10 20 30 0 50 100 150 200 250 Speed v Distance x• Drive 250 m in minimal time!
• Start with v = 0, stop exactly at x = 250m! • Maximal speed is v = 10 m/s!
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DyOS: Dynamic Optimization Software
• Dynamic optimization in chemical industry
Plastic A Plastic B
Composition of A und B => unfeasible material
Task:
• Changing the product specification (from A to B) of a plastic manufactory in ongoing business! • Minimize the junk (composition of A and B)!
• Search for economic and ecologic otimal operational mode!
This task is solved by the DyOS (Dynamic Optimization Software) tool, developed at the chair for process systems engineering (LPT: Lehrstuhl für Prozesstechnik) at RWTH Aachen University.
Contact:
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DyOS: Dynamic Software Optimization
• One simulation typically takes up to ten days and requires a significant amount of memory:
• Not suited for desktop machines
• Parallelization necessary to speed up simulation process • Challenges:
• DyOS requires commercial software packages (source available) • DyOS is bound to Windows because of gPROMS modelling tool • gPROMS is bound to Visual Studio 6
• Solutions:
• Separate the gPROMS Interface from the rest of the software and source it out into a DLL
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DyOS: Dynamic Software Optimization
• state integration requires 1 jacobian per step (1 Jacobian: 0.2 sec)
• sensitivity integration requires >>1 jacobians per step
• sensitivitiy equation systems i are independent of each other
• computational time of LU-decomposition small
Dissertation: Martin Schlegel
• Numerical state and sensitivity integration forms the greatest part of computational effort (>99%)
• 30-40% of computational times required for computation of jacobians (~10.000 jacobians per sensitivity integration), the remaining part mostly depends of number of sensitivities
• Idea: Separation into different tasks (subprograms): 1. Integration of states
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DyOS: Dynamic Software Optimization
• Challenge for parallelization:
• gPROMS part can not be parallelized for Shared-Memory, as it is not thread-safe
• gPROMS part can not be executed on one machine more than once at a time DyOS
x
A
Physical realisation:x/A
Tasks of MPI communicator (ROOT): • storing data
• sending and receiving data • control over entire software
• Future work: parallelization with OpenMP of the remaining parts
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Agenda
• Uwe Rütjes, WZL: Simulation of Bevel Gear Cutting Process
• CT: Arndt Hartwich, LPT: DyOS Dynamic Optimization Software • CT: Jun.-Prof. Oliver Holtemöller, VWL: Simulation with Matlab
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Simulation with Matlab
• Oliver Holtemöller, Juniorprofessur für Allgemeine VWL RWTH Aachen University
• Forschungsgebiete
• Geldtheorie und Geldpolitik • Quantitative Makroökonomik
• Angewandte Ökonometrie und Zeitreihenanalyse
• Aussage: Die einem Desktop deutlich überlegene Rechenleistung ist ein klarer Wettbewerbsvorteil für die Forschung: Simulation kann von ca. 200 Unbekannten (~ 12h Rechenzeit) auf mehrere 1000
