论文标题

无需内存限制的广义雅各布链产品的优化

Optimization of Generalized Jacobian Chain Products without Memory Constraints

论文作者

Naumann, Uwe

论文摘要

雅各布人的有效计算代表了计算科学和工程学中的基本挑战。大规模的模块化数值模拟程序可以被视为与相应的本地雅各布人不同模块的评估序列。后者通常不可用。假定单个模块的切线和伴随版本是作为算法分化的结果给出的。经典(Jacobian)矩阵链产品配方是通过对矩阵的Jacobian-Matrix和基质 - jacobian产品作为切线和伴随的可选评估进行扩展的。我们提出了一种动态编程算法,以最大程度地限制这种广义的雅各布链产品的计算成本,而无需考虑对可用的持续系统存储器的限制。换句话说,对整个仿真程序的伴随的天真评估被认为是可行的选择。无需检查点。在给定的假设下,我们获得了最佳的解决方案,这些解决方案通过一组随机生成的问题实例的最佳因素来改善最佳的最佳方法。

The efficient computation of Jacobians represents a fundamental challenge in computational science and engineering. Large-scale modular numerical simulation programs can be regarded as sequences of evaluations of in our case differentiable modules with corresponding local Jacobians. The latter are typically not available. Tangent and adjoint versions of the individual modules are assumed to be given as results of algorithmic differentiation instead. The classical (Jacobian) matrix chain product formulation is extended with the optional evaluation of matrix-free Jacobian-matrix and matrix-Jacobian products as tangents and adjoints. We propose a dynamic programming algorithm for the minimization of the computational cost of such generalized Jacobian chain products without considering constraints on the available persistent system memory. In other words, the naive evaluation of an adjoint of the entire simulation program is assumed to be a feasible option. No checkpointing is required. Under the given assumptions we obtain optimal solutions which improve the best state of the art methods by factors of up to seven on a set of randomly generated problem instances of growing size.

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