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Preconditioned CG and GMRES for interior point methods with applications in radiation therapy
RaySearch Laboratories, Stockholm, Sweden.ORCID iD: 0000-0001-6865-9379
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Computational Science and Technology (CST).ORCID iD: 0000-0002-6384-2630
RaySearch Laboratories, Stockholm, Sweden.
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Computational Science and Technology (CST).ORCID iD: 0000-0003-0639-0639
2025 (English)In: Journal of Computational Science, ISSN 1877-7503, E-ISSN 1877-7511, Vol. 90, article id 102652Article in journal (Refereed) Published
Abstract [en]

Interior point methods (IPMs) are widely used for different types of mathematical optimization problems. Many implementations of IPMs in use today rely on direct linear solvers to solve systems of equations in each iteration. The need to solve ever larger optimization problems more efficiently and the rise of hardware accelerators for general-purpose computing has led to much interest in using iterative linear solvers instead, though inevitable ill-conditioning of the linear systems remains a challenge. We investigate the use of the Krylov solvers CG, MINRES and GMRES for IPMs applied to optimization problems from radiation therapy. We implement a prototype IPM for convex quadratic programs and consider two different preconditioning strategies depending on the characteristics of the problem. One where a doubly augmented re-formulation of the Karush–Kuhn–Tucker linear system, originally proposed by Forsgren and Gill, is used together with a Jacobi-preconditioned conjugate gradient solver, and another with constraint preconditioning applied to a symmetric indefinite formulation of the linear system. Our results indicate that the proposed formulation provides sufficient accuracy. Furthermore, profiling of our prototype code shows that it is suitable for GPU acceleration, which may further improve its performance. The constraint preconditioner is shown to work well for cases with few, dense linear constraints, with a substantial improvement in linear solver convergence compared to the doubly augmented version. Our results indicate that our method can find solutions of acceptable accuracy in reasonable time for realistic problems from radiation therapy, as well as a simple test problem from support vector machine training. This is an extended version of a conference paper presented at the International Conference for Computational Science 2024 (Málaga, Spain) (Liu et al. 2024).

Place, publisher, year, edition, pages
Elsevier BV , 2025. Vol. 90, article id 102652
Keywords [en]
Interior point method, Krylov solver, Radiation therapy
National Category
Computational Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-368764DOI: 10.1016/j.jocs.2025.102652ISI: 001521588200001Scopus ID: 2-s2.0-105008828457OAI: oai:DiVA.org:kth-368764DiVA, id: diva2:1990727
Note

QC 20250821

Available from: 2025-08-21 Created: 2025-08-21 Last updated: 2025-10-03Bibliographically approved
In thesis
1. Methods for Solving Large-scale Linear Systems in Scientific Computing: Preconditioners and Performance Portability
Open this publication in new window or tab >>Methods for Solving Large-scale Linear Systems in Scientific Computing: Preconditioners and Performance Portability
2025 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

Large-scale simulations play a crucial role in scientific discovery and industrial applications. Many of these simulations require solving large linear systems, which commonly arise in the modeling of fluids, electromagnetic fields,and other physical phenomena. Solving such systems is often computationally expensive and time-consuming, making it a critical component in simulation performance.

This thesis focuses on two types of linear systems that frequently arise in modeling and optimization: saddle-point problems and large-scale Poisson equations. Saddle-point problems naturally occur in coupled systems, such as fluid dynamics involving velocity and pressure, and can often be reformulated as optimization problems. Poisson’s equation, on the other hand, frequently acts as a performance bottleneck in large simulations.

A Jacobi preconditioned Conjugate Gradient and a constraint preconditioned GMRES are evaluated on optimization problems arising in radiotherapy treatment planning; the methods demonstrate good convergence properties. Several preconditioners that were evaluated consider domain decomposition on distributed systems where the quality of the preconditioner is weighted against the communication costs.

A novel Anderson accelerated matrix-splitting method is proposed that behaves similarly to inexact left-preconditioned GMRES. Matrix splitting techniques are especially suitable for saddle-point problems as there are many natural splittings for such systems.

Beyond algorithmic choices, performance is also influenced by modern computing architectures, which are increasingly heterogeneous. Efficient use of these systems often requires hardware-specific implementations, which can be costly to develop and maintain. To address this, various strategies introduce portability layers that abstract away hardware details while maintaining performance.

This thesis presents two approaches for solving large-scale Poisson equations using different portability models. Both methods demonstrate promising results in terms of performance and portability.

Abstract [sv]

Storskaliga simuleringar spelar en avgörande roll inom vetenskaplig forskning och industriella tillämpningar. Många av dessa simuleringar kräver lösning av stora linjära ekvationssystem, som ofta uppstår vid modellering av exempelvis vätskeflöden, elektromagnetiska fält och andra fysikaliska fenomen. Att lösa dessa systemär ofta både beräkningsmässigt krävande och tidsödande, och utgör därför en viktig flaskhals i simuleringarnas prestanda.

Denna avhandling fokuserar på två typer av linjära system som ofta uppstår inom modellering och optimering: sadelpunktsproblem och storskaliga Poisson-ekvationer. Sadelpunktsproblem förekommer naturligt i kopplade system, som inom strömningsmekanik där hastighet och tryck samverkar, och kan ofta omformuleras som optimeringsproblem. Poisson-ekvationen fungerar ofta som en prestandabegränsande faktor i stora simuleringar.

En ny metod för att lösa linjära system med matrisuppdelning föreslås,som beter sig likt inexakt vänster-preconditionerad GMRES med Anderson-acceleration. Matrisuppdelningär särskilt väl lämpad för sadelpunktsproblem. Specifikt utvärderas constraint-preconditionerad GMRES på ett optimeringsproblem som uppstår vid strålterapiplanering. Metoden visar god konvergens i jämförelse med traditionella direkta lösare.

Utöver algoritmval påverkas lösningstidenäven av moderna datorarkitekturer, som blir allt mer heterogena. För att effektivt kunna utföra simuleringar av dessa system krävs ofta hårdvaruspecifik implementation, vilket kan vara resurskrävande. För att förenkla detta har olika strategier utvecklats där portabilitetslager hanteraröversättningen till hårdvaruspecifik kod på ett effektivt sätt.

Avhandlingen presenterar två metoder för att lösa storskaliga Poissonekvationer med hjälp av två olika modeller för portabilitet. Båda metoderna visar goda resultat avseende både prestanda och portabilitet.

Place, publisher, year, edition, pages
Stockholm: KTH Royal Institute of Technology, 2025. p. xii, 91
Series
TRITA-EECS-AVL ; 2025:75
National Category
Computer Sciences Computational Mathematics
Research subject
Computer Science
Identifiers
urn:nbn:se:kth:diva-368974 (URN)978-91-8106-348-6 (ISBN)
Public defence
2025-09-25, https://kth-se.zoom.us/j/65542778560, Kollegiesalen, Brinellvägen 6, Stockholm, 10:00 (English)
Opponent
Supervisors
Note

QC 20250827

Available from: 2025-08-28 Created: 2025-08-25 Last updated: 2025-09-01Bibliographically approved

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Andersson, Måns I.Markidis, Stefano

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