Olaf Schenk

Dimosthenis Pasadakis, Olaf Schenk, Verner Vlacic et al.

Nonlinear reformulations of the spectral clustering method have gained a lot of recent attention due to their increased numerical benefits and their solid mathematical background. However, the estimation of the multiple nonlinear eigenvectors is associated with an increased computational cost. We present an implementation of a direct multiway spectral clustering algorithm in the $p$-norm, for $p\in(1,2]$, using a novel C++ GraphBLAS API. The key operations are expressed in linear algebraic terms and are executed over the resulting sparse matrices and dense vectors, parameterized in the algebra pertinent to the computation. We demonstrate the effectiveness and accuracy of our shared-memory algorithm on several artificial test cases. Our numerical examples and comparative results against competitive methods indicate that the proposed implementation attains high quality clusters in terms of the balanced graph cut metric. The strong scaling capabilities of our algorithm are showcased on a range of datasets with up to $8$ million nodes and $48$ million edges.

Naga Venkata Sai Jitin Jami, Juraj Kardoš, Olaf Schenk et al.

Accurate price predictions are essential for market participants in order to optimize their operational schedules and bidding strategies, especially in the current context where electricity prices become more volatile and less predictable using classical approaches. The Locational Marginal Pricing (LMP) pricing mechanism is used in many modern power markets, where the traditional approach utilizes optimal power flow (OPF) solvers. However, for large electricity grids this process becomes prohibitively time-consuming and computationally intensive. Machine learning (ML) based predictions could provide an efficient tool for LMP prediction, especially in energy markets with intermittent sources like renewable energy. This study evaluates the performance of popular machine learning and deep learning models in predicting LMP on multiple electricity grids. The accuracy and robustness of these models in predicting LMP is assessed considering multiple scenarios. The results show that ML models can predict LMP 4-5 orders of magnitude faster than traditional OPF solvers with 5-6\% error rate, highlighting the potential of ML models in LMP prediction for large-scale power models with the assistance of hardware infrastructure like multi-core CPUs and GPUs in modern HPC clusters.

Zenin Easa Panthakkalakath, Juraj Kardoš, Olaf Schenk

The boundary control problem is a non-convex optimization and control problem in many scientific domains, including fluid mechanics, structural engineering, and heat transfer optimization. The aim is to find the optimal values for the domain boundaries such that the enclosed domain adhering to the governing equations attains the desired state values. Traditionally, non-linear optimization methods, such as the Interior-Point method (IPM), are used to solve such problems. This project explores the possibilities of using deep learning and reinforcement learning to solve boundary control problems. We adhere to the framework of iterative optimization strategies, employing a spatial neural network to construct well-informed initial guesses, and a spatio-temporal neural network learns the iterative optimization algorithm using policy gradients. Synthetic data, generated from the problems formulated in the literature, is used for training, testing and validation. The numerical experiments indicate that the proposed method can rival the speed and accuracy of existing solvers. In our preliminary results, the network attains costs lower than IPOPT, a state-of-the-art non-linear IPM, in 51\% cases. The overall number of floating point operations in the proposed method is similar to that of IPOPT. Additionally, the informed initial guess method and the learned momentum-like behaviour in the optimizer method are incorporated to avoid convergence to local minima.

Aryan Eftekhari, Doris Folini, Aleksandra Friedl et al.

We introduce a framework for developing efficient and interpretable climate emulators (CEs) for economic models of climate change. The paper makes two main contributions. First, we propose a general framework for constructing carbon-cycle emulators (CCEs) for macroeconomic models. The framework is implemented as a generalized linear multi-reservoir (box) model that conserves key physical quantities and can be customized for specific applications. We consider three versions of the CCE, which we evaluate within a simple representative agent economic model: (i) a three-box setting comparable to DICE-2016, (ii) a four-box extension, and (iii) a four-box version that explicitly captures land-use change. While the three-box model reproduces benchmark results well and the fourth reservoir adds little, incorporating the impact of land-use change on the carbon storage capacity of the terrestrial biosphere substantially alters atmospheric carbon stocks, temperature trajectories, and the optimal mitigation path. Second, we investigate pattern-scaling techniques that transform global-mean temperature projections from CEs into spatially heterogeneous warming fields. We show how regional baseline climates, non-uniform warming, and the associated uncertainties propagate into economic damages.

Juraj Kardos, Wouter Edeling, Diana Suleimenova et al.

Sensitivity analysis is an important tool used in many domains of computational science to either gain insight into the mathematical model and interaction of its parameters or study the uncertainty propagation through the input-output interactions. In many applications, the inputs are stochastically dependent, which violates one of the essential assumptions in the state-of-the-art sensitivity analysis methods. Consequently, the results obtained ignoring the correlations provide values which do not reflect the true contributions of the input parameters. This study proposes an approach to address the parameter correlations using a polynomial chaos expansion method and Rosenblatt and Cholesky transformations to reflect the parameter dependencies. Treatment of the correlated variables is discussed in context of variance and derivative-based sensitivity analysis. We demonstrate that the sensitivity of the correlated parameters can not only differ in magnitude, but even the sign of the derivative-based index can be inverted, thus significantly altering the model behavior compared to the prediction of the analysis disregarding the correlations. Numerous experiments are conducted using workflow automation tools within the VECMA toolkit.

Dimosthenis Pasadakis, Christie Louis Alappat, Olaf Schenk et al.

Nonlinear reformulations of the spectral clustering method have gained a lot of recent attention due to their increased numerical benefits and their solid mathematical background. We present a novel direct multiway spectral clustering algorithm in the $p$-norm, for $p \in (1, 2]$. The problem of computing multiple eigenvectors of the graph $p$-Laplacian, a nonlinear generalization of the standard graph Laplacian, is recasted as an unconstrained minimization problem on a Grassmann manifold. The value of $p$ is reduced in a pseudocontinuous manner, promoting sparser solution vectors that correspond to optimal graph cuts as $p$ approaches one. Monitoring the monotonic decrease of the balanced graph cuts guarantees that we obtain the best available solution from the $p$-levels considered. We demonstrate the effectiveness and accuracy of our algorithm in various artificial test-cases. Our numerical examples and comparative results with various state-of-the-art clustering methods indicate that the proposed method obtains high quality clusters both in terms of balanced graph cut metrics and in terms of the accuracy of the labelling assignment. Furthermore, we conduct studies for the classification of facial images and handwritten characters to demonstrate the applicability in real-world datasets.

Olaf Schenk, Matthias Bollhoefer, Rudolf A. Roemer

We propose efficient preconditioning algorithms for an eigenvalue problem arising in quantum physics, namely the computation of a few interior eigenvalues and their associated eigenvectors for the largest sparse real and symmetric indefinite matrices of the Anderson model of localization. We compare the Lanczos algorithm in the 1987 implementation by Cullum and Willoughby with the shift-and-invert techniques in the implicitly restarted Lanczos method and in the Jacobi-Davidson method. Our preconditioning approaches for the shift-and-invert symmetric indefinite linear system are based on maximum weighted matchings and algebraic multilevel incomplete $LDL^T$ factorizations. These techniques can be seen as a complement to the alternative idea of using more complete pivoting techniques for the highly ill-conditioned symmetric indefinite Anderson matrices. We demonstrate the effectiveness and the numerical accuracy of these algorithms. Our numerical examples reveal that recent algebraic multilevel preconditioning solvers can accelerative the computation of a large-scale eigenvalue problem corresponding to the Anderson model of localization by several orders of magnitude.