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HiOp - HPC solver for optimization

tests

HiOp is an optimization solver for solving certain mathematical optimization problems expressed as nonlinear programming problems. HiOp is a lightweight HPC solver that leverages application's existing data parallelism to parallelize the optimization iterations by using specialized linear algebra kernels.

Build/install instructions

HiOp uses a CMake-based build system. A standard build can be done by invoking in the 'build' directory the following

$> cmake ..
$> make 
$> make test
$> make install

This sequence will build HiOp and install the headers and the shared library in the directory '_dist-default-build' in HiOp's root directory.

The installation can be customized using the standard CMake options. For example, one can provide an alternative installation directory for HiOp by using

$> cmake -DCMAKE_INSTALL_PREFIX=/usr/lib/hiop ..'

HiOp-specific build options

  • Enable/disable MPI: -DHIOP_USE_MPI=[ON/OFF] (by default ON)
  • GPU support: -DHIOP_USE_GPU=ON. MPI can be either off or on. For more build system options related to GPUs, see "Dependencies" section below.
  • Additional checks and self-diagnostics inside HiOp meant to detect anormalities and help to detect bugs and/or troubleshoot problematic instances: -DHIOP_DEEPCHECKS=[ON/OFF] (by default ON). Disabling HIOP_DEEPCHECKS usually provides 30-40% execution speedup in HiOp. For full strength, it is recomended to use HIOP_DEEPCHECKS with debug builds. With non-debug builds, in particular the ones that disable the assert macro, HIOP_DEEPCHECKS does not perform all checks and, thus, may overlook potential issues.

For example:

$> cmake -DHIOP_USE_MPI=ON -DHIOP_DEEPCHECKS=ON ..
$> make 
$> make test
$> make install

Other useful options to use with CMake

  • -DCMAKE_BUILD_TYPE=Release will build the code with the optimization flags on
  • -DCMAKE_CXX_FLAGS="-O3" will enable a high level of compiler code optimization

Dependencies

HiOp requires LAPACK and BLAS. These dependencies are automatically detected by the build system. MPI is optional and by default enabled. To disable use cmake option '-DHIOP_USE_MPI=OFF'.

HiOp has some support for NVIDIA GPU-based computations via CUDA and Magma. To enable the use of GPUs, use cmake with '-DHIOP_USE_GPU=ON'. The build system will automatically search for CUDA Toolkit. For non-standard CUDA Toolkit installations, use '-DHIOP_CUDA_LIB_DIR=/path' and '-DHIOP_CUDA_INCLUDE_DIR=/path'. For "very" non-standard CUDA Toolkit installations, one can specify the directory of cuBlas libraries as well with '-DHIOP_CUBLAS_LIB_DIR=/path'.

Support for GPU computations

When GPU support is on, HiOp requires Magma and CUDA Toolkit. Both are detected automatically in most normal use. The typical cmake command to enable GPU support in HiOp is

$> cmake -DHIOP_USE_GPU=ON ..

When Magma is not detected, one can specify its location by passing -DHIOP_MAGMA_DIR=/path/to/magma/dir to cmake.

For custom CUDA Toolkit installations, the locations to the (missing/not found) CUDA libraries can be specified to cmake via -DNAME=/path/cuda/directory/lib, where NAME can be any of

CUDA_cublas_LIBRARY
CUDA_CUDART_LIBRARY
CUDA_cudadevrt_LIBRARY
CUDA_cusparse_LIBRARY
CUDA_cublasLt_LIBRARY
CUDA_nvblas_LIBRARY
CUDA_culibos_LIBRARY

Below is an example for specifiying cuBlas, cuBlasLt, and nvblas libraries, which were NOT_FOUND because of a non-standard CUDA Toolkit instalation:

$> cmake -DHIOP_USE_GPU=ON -DCUDA_cublas_LIBRARY=/usr/local/cuda-10.2/targets/x86_64-linux/lib/lib64 -DCUDA_cublasLt_LIBRARY=/export/home/petra1/work/installs/cuda10.2.89/targets/x86_64-linux/lib/ -DCUDA_nvblas_LIBRARY=/export/home/petra1/work/installs/cuda10.2.89/targets/x86_64-linux/lib/ .. && make -j && make install

A detailed example on how to compile HiOp straight of the box on summit.olcf.ornl.gov is available here.

Kron reduction

Kron reduction functionality of HiOp is disabled by default. One can enable it by using

$> rm -rf *; cmake -DHIOP_WITH_KRON_REDUCTION=ON -DUMFPACK_DIR=/Users/petra1/work/installs/SuiteSparse-5.7.1 -DMETIS_DIR=/Users/petra1/work/installs/metis-4.0.3 .. && make -j && make install

Metis is usually detected automatically and needs not be specified under normal circumstances.

UMFPACK (part of SuiteSparse) and METIS need to be provided as shown above.

Interfacing with HiOp

If your NLP is structured, it may be beneficial to use HiOp. If your NLP is unstructured, then you should be looking at a general purpose NLP solver such as the open-source Ipopt.

HiOp supports two input formats: hiopInterfaceDenseConstraints and hiopInterfaceMDS. Both formats are in the form of C++ interfaces (e.g., abstract classes), see hiopInterface.hpp file, that the user must instantiate/implement and provide to HiOp.

hiopInterfaceDenseConstraints interface supports NLPs with billions of variables with and without bounds but only limited number (<100) of general, equality and inequality constraints. The underlying algorithm is a limited-memory quasi-Newton interior-point method and generally scales well computationally (but it may not algorithmically) on thousands of cores. This interface uses MPI for parallelization

hiopInterfaceMDS interface supports mixed dense-sparse NLPs and achives parallelization using GPUs. Limited speed-up can be obtained on multi-cores CPUs via multithreaded MKL.

More information on the HiOp interfaces are here.

Acknowledgments

HiOp has been developed under the financial support of:

  • Department of Energy, Office of Advanced Scientific Computing Research (ASCR): Exascale Computing Program (ECP) and Applied Math Program.
  • Department of Energy, Advanced Research Projects Agency-Energy (ARPA‑E)
  • Lawrence Livermore National Laboratory, through the LDRD program

Contributors

HiOp is written by Cosmin G. Petra ([email protected]) from LLNL and has received contributions from Slaven Peles (PNNL), Asher Mancinelli (PNNL), and Michel Schanen (ANL).

Copyright

Copyright (c) 2017-2020, Lawrence Livermore National Security, LLC. All rights reserved. Produced at the Lawrence Livermore National Laboratory. LLNL-CODE-742473.

HiOp is free software; you can modify it and/or redistribute it under the terms of the BSD 3-clause license. See COPYRIGHT and LICENSE for complete copyright and license information.