JACK2: An MPI-based communication library with non-blocking synchronization for asynchronous iterations

Magoulès, Frédéric; Gbikpi-Benissan, Guillaume

doi:10.1016/j.advengsoft.2018.01.009

Cited by 33 publications

(34 citation statements)

References 15 publications

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“…Let p be the number of processors. The two experiments are proceeded by Alinea [12] (see also, e.g., [17,18,16]) and JACK [13,15] (see also, e.g., [14]) and results are illustrated in Figures 1 and 2. We can see that generally the results are not good because the first one imposes so much computation and communication load, while the second one causes indeed the problem of loss of precision.…”

Section: Numerical Resultsmentioning

confidence: 99%

“…Here we modify the order of SD and Y compared to the original YB formula, which is useful for the development of the new algorithm. Apart from this change, (15) is indeed the second algorithm propose by the pioneering work of Yuan [20]. It keeps the two-dimensional finite termination property that performs as well as BB for large-scale problems and better for small-scale problems.…”

Section: Cyclic Gradient Methodsmentioning

confidence: 99%

See 1 more Smart Citation

A New Cyclic Gradient Method Adapted to Large-Scale Linear Systems

Zou¹,

Magoulès²

2018

2018 17th International Symposium on Distributed Computing and Applications for Business Engineering and Science (DCABES)

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This paper proposes a new gradient method to solve the large-scale problems. Theoretical analysis shows that the new method has finite termination property for two dimensions and converges R-linearly for any dimensions. Experimental results illustrate first the issue of parallel implementation. Then, the solution of a large-scale problem shows that the new method is better than the others, even competitive with the conjugate gradient method.

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Section: Numerical Resultsmentioning

confidence: 99%

Section: Cyclic Gradient Methodsmentioning

confidence: 99%

A New Cyclic Gradient Method Adapted to Large-Scale Linear Systems

Zou¹,

Magoulès²

2018

2018 17th International Symposium on Distributed Computing and Applications for Business Engineering and Science (DCABES)

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“…We have already implemented the parallel variants by JACK [9,11], which is an MPIbased communication library with several choices of convergence detectors [10] for both classical and asynchronous iterative computing. Experiments show that LMSDR often gives better convergence results.…”

Section: Practical Considerationsmentioning

confidence: 99%

On Extensions of Limited Memory Steepest Descent Method

Zou

Magoulès

2019

2019 18th International Symposium on Distributed Computing and Applications for Business Engineering and Science (DCABES)

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We present some extensions to the limited memory steepest descent method based on spectral properties and cyclic iterations. Our aim is to show that it is possible to combine sweep and delayed strategies for improving the performance of gradient methods. Numerical results are reported which indicate that our new methods are better than the original version. Some remarks on the stability and parallel implementation are shown in the end.

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“…Recently, Just an Asynchronous Computation Kernel (JACK) [39], an asynchronous communication kernel library, was proposed as the first MPI-based C++ library for parallel implementation of both classical and asynchronous iterations, which has been upgraded to the new version called JACK2 [40]. It offers a new high-level application programming interface (API), a simplified management of resources and several global convergence detectors.…”

Section: Asynchronous Communication Librarymentioning

confidence: 99%

Asynchronous Iterations of Parareal Algorithm for Option Pricing Models

2018

Self Cite

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Spatial domain decomposition methods have been largely investigated in the last decades, while time domain decomposition seems to be contrary to intuition and so is not as popular as the former. However, many attractive methods have been proposed, especially the parareal algorithm, which showed both theoretical and experimental efficiency in the context of parallel computing. In this paper, we present an original model of asynchronous variant based on the parareal scheme, applied to the European option pricing problem. Some numerical experiments are given to illustrate the convergence performance and computational efficiency of such a method.

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JACK2: An MPI-based communication library with non-blocking synchronization for asynchronous iterations

Cited by 33 publications

References 15 publications

A New Cyclic Gradient Method Adapted to Large-Scale Linear Systems

A New Cyclic Gradient Method Adapted to Large-Scale Linear Systems

On Extensions of Limited Memory Steepest Descent Method

Asynchronous Iterations of Parareal Algorithm for Option Pricing Models

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