Publications

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Participatory modeling has become an important tool in facilitating resource decision making and dispute resolution. Approaches to modeling that are commonly used in this context often do not adequately account for important human factors. Current techniques provide insights into how certain human activities and variables affect resource outcomes; however, they do not directly simulate the complex variables that shape how, why, and under what conditions different human agents behave in ways that affect resources and human interactions related to them. Current approaches also do not adequately reveal how the effects of individual decisions scale up to have systemic level effects in complex resource systems. This lack of integration prevents the development of more robust models to support decision making and dispute resolution processes. Development of integrated tools is further hampered by the fact that collection of primary data for decision-making modeling is costly and time consuming. This project seeks to develop a new approach to resource modeling that incorporates both technical and behavioral modeling techniques into a single decision-making architecture. The modeling platform is enhanced by use of traditional and advanced processes and tools for expedited data capture. Specific objectives of the project are: (1) Develop a proof of concept for a new technical approach to resource modeling that combines the computational techniques of system dynamics and agent based modeling, (2) Develop an iterative, participatory modeling process supported with traditional and advance data capture techniques that may be utilized to facilitate decision making, dispute resolution, and collaborative learning processes, and (3) Examine potential applications of this technology and process. The development of this decision support architecture included both the engineering of the technology and the development of a participatory method to build and apply the technology. Stakeholder interaction with the model and associated data capture was facilitated through two very different modes of engagement, one a standard interface involving radio buttons, slider bars, graphs and plots, while the other utilized an immersive serious gaming interface. The decision support architecture developed through this project was piloted in the Middle Rio Grande Basin to examine how these tools might be utilized to promote enhanced understanding and decision-making in the context of complex water resource management issues. Potential applications of this architecture and its capacity to lead to enhanced understanding and decision-making was assessed through qualitative interviews with study participants who represented key stakeholders in the basin.

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Decision makers increasingly rely on large-scale computational models to simulate and analyze complex man-made systems. For example, computational models of national infrastructures are being used to inform government policy, assess economic and national security risks, evaluate infrastructure interdependencies, and plan for the growth and evolution of infrastructure capabilities. A major challenge for decision makers is the analysis of national-scale models that are composed of interacting systems: effective integration of system models is difficult, there are many parameters to analyze in these systems, and fundamental modeling uncertainties complicate analysis. This project is developing optimization methods to effectively represent and analyze large-scale heterogeneous system of systems (HSoS) models, which have emerged as a promising approach for describing such complex man-made systems. These optimization methods enable decision makers to predict future system behavior, manage system risk, assess tradeoffs between system criteria, and identify critical modeling uncertainties.

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The Python Optimization Modeling Objects (Pyomo) package [1] is an open source tool for modeling optimization applications within Python. Pyomo provides an objected-oriented approach to optimization modeling, and it can be used to define symbolic problems, create concrete problem instances, and solve these instances with standard solvers. While Pyomo provides a capability that is commonly associated with algebraic modeling languages such as AMPL, AIMMS, and GAMS, Pyomo's modeling objects are embedded within a full-featured high-level programming language with a rich set of supporting libraries. Pyomo leverages the capabilities of the Coopr software library [2], which integrates Python packages (including Pyomo) for defining optimizers, modeling optimization applications, and managing computational experiments. A central design principle within Pyomo is extensibility. Pyomo is built upon a flexible component architecture [3] that allows users and developers to readily extend the core Pyomo functionality. Through these interface points, extensions and applications can have direct access to an optimization model's expression objects. This facilitates the rapid development and implementation of new modeling constructs and as well as high-level solution strategies (e.g. using decomposition- and reformulation-based techniques). In this presentation, we will give an overview of the Pyomo modeling environment and model syntax, and present several extensions to the core Pyomo environment, including support for Generalized Disjunctive Programming (Coopr GDP), Stochastic Programming (PySP), a generic Progressive Hedging solver [4], and a tailored implementation of Bender's Decomposition.

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Process Systems Engineering (PSE) is built on the application of computational tools to the solution of physical engineering problems. Over the course of its nearly five decade history, advances in PSE have relied roughly equally on advancements in desktop computing technology and developments of new tools and approaches for representing and solving problems (Westerberg, 2004). Just as desktop computing development over that period focused on increasing the net serial instruction rate, tool development in PSE has emphasized creating faster general-purpose serial algorithms. However, in recent years the increase in net serial instruction rate has slowed dramatically, with processors first reaching an effective upper limit for clock speed and now approaching apparent limits for microarchitecture efficiency. Current trends in desktop processor development suggest that future performance gains will occur primarily through exploitation of parallelism. For PSE to continue to leverage the "free" advancements from desktop computing technology in the future, the PSE toolset will need to embrace the use of parallelization. Unfortunately, "parallelization" is more than just identifying multiple things to do at once. Parallel algorithm design has two fundamental challenges: first, to match the characteristics of the parallelizable problem workload to the capabilities of the hardware platform, and second to properly balance parallel computation with the overhead of communication and synchronization on that platform. The performance of any parallel algorithm is thus a strong function of how well the characteristics of the problem and algorithm match those of the hardware platform on which it will run. This has led to a proliferation of highly specialized parallel hardware platforms, each designed around specific problems or problem classes. While every platform has its own unique characteristics, we can group current approaches into six basic classes: symmetric multiprocessing (SMP), networks of workstations (NOW), massively parallel processing (MPP), specialized coprocessors, multi-threaded shared memory, and hybrids that combine components of the first five classes. Perhaps the most familiar of these is the SMP architecture, which forms the bulk of current the desktop and workstation market. These systems have multiple processing units (processors and/or cores) controlled by a single operating system image and sharing a single common shared memory space. While SMP systems provide only a modest level of parallelism (typically 2-16 processing units), the existence of shared memory and full-featured processing units makes them perhaps the most straightforward development platform. A challenge of SMP platforms is the discrepancy between the speed of the processor and the memory system: both latency and overall memory bandwidth limitations can lead to processors idling waiting for data. Clusters, a generic term for coordinated groups of independent computers (nodes) connected with high-speed networks, provide the opportunity for a radically different level of parallelism, with the largest clusters having over 25,000 nodes and 100,000 processing units. The challenge with clusters is memory is distributed across independent nodes. Communication and coordination among nodes must be explicitly managed and occurs over a relatively high latency network interconnect. Efficient use of this architecture requires applications that decompose into pseudo-independent components that run with high computation to communication ratios. The level to which systems utilize commodity components distinguishes the two main types of cluster architectures, with NOW nodes running commodity network interconnects and operating systems and MPP nodes using specialized or proprietary network layers or microkernels. Specialized coprocessors, including graphics processing units (GPU) and the Cell Broadband Engine (Cell), are gaining popularity as scientific computing platforms. These platforms employ non-general purpose dependent processing units to speed fine-grained, repetitive processing. Architecturally, they are reminiscent of vector computing, combining very fast access to a small amount of local memory with processing elements implementing either a single-instruction-multiple-data (SIMD) (GPU) or a pipelined (Cell) model. As application developers must explicitly manage both parallelism on the coprocessor and the movement of data to and from the coprocessor memory space, these architectures can be some of the most challenging to program. Finally, multi-threaded shared memory (MTSM) systems represent a fundamental departure from traditional distributed memory systems like NOW and MPP. Instead of a collection of independent nodes and memory spaces, an MTSM system runs a single system image across all nodes, combining all node memory into a single coherent shared memory space. To a developer, the MTSM appears to be a single very large SMP. However, unlike a SMP that uses caches to reduce the latency of a memory access, the MTSM tolerates latency by using a large number of concurrent threads. While this architecture lends itself to problems that are not readily decomposable, effective utilization of MTSM systems requires applications to run hundreds - or thousands - of concurrent threads. The proliferation of specialized parallel computing architectures presents several significant challenges for developers of parallel modeling and optimization applications. Foremost is the challenge of selecting the "appropriate" platform to target when developing the application. While it is clear that architectural characteristics can significantly affect the performance of an algorithm, relatively few rules or heuristics exist for selecting a platform based solely on application characteristics. A contributing challenge is that different architectures employ fundamentally different programming paradigms, libraries, and tools. Knowledge and experience on one platform does not necessarily translate to other platforms. This also complicates the process of directly comparing platform performance, as applications are rarely portable: software designed for one platform rarely compiles on another without modification, and the modifications may require a redesign of the fundamental parallelization approach. A final challenge is effectively communicating parallel results. While the relatively homogenous environment of serial desktop computing facilitated extremely terse descriptions of a test platform, often limited to processor make and clock speed, reporting results for parallel architectures must include not only processor information, but depending on the architecture, also include operating system, network interconnect, coprocessor make, model, and interconnect, and node configuration. There are numerous examples of algorithms and applications designed explicitly to leverage specific architectural features of parallel systems. While by no means comprehensive, three current representative efforts are the development of parallel branch and bound algorithms, distributed collaborative optimization algorithms, and multithreaded parallel discrete event simulation. PICO, the Parallel Integer and Combinatorial Optimizer (Eckstein, et al., 2001), is a scalable parallel mixed-integer linear optimizer. Designed explicitly for cluster environments (both NOW and MPP), PICO leverages the synergy between the inherently decomposable branch and bound tree search and the independent nature of the nodes within a cluster by distributing the independent sub-problems for the tree search across the nodes of the cluster. In contrast, agent-based collaborative optimization (Siirola, et al., 2004, 2007) matches traditionally non-decomposable nonlinear programming algorithms to high-latency clusters (e.g. NOWs or Grids) by replicating serial search algorithms intact and unmodified across the independent nodes of the cluster. The system then enforces collaboration through sharing intermediate "solutions" to the common problem. This creates a decomposable artificial meta-algorithm with a high computation to communication ratio that can scale efficiently on large, high latency, low bandwidth cluster environments. For modeling applications, efficiently parallelizing discrete event simulations has presented a longstanding challenge, with several decades of study and literature (Perumalla, 2006). The central challenge in parallelizing discrete event simulations on traditional distributed memory clusters is efficiently synchronizing the simulation time across the processing nodes during a simulation. A promising alternative approach leverages the Cray XMT (formerly called Eldorado; Feo, et al. 2005). The XMT implements an MTSM architecture and provides a single shared memory space across all nodes, greatly simplifying the time synchronization challenge. Further, the fine-grained parallelism provided by the architecture opens new opportunities for additional parallelism beyond simple event parallelization, for example, parallelizing the event queue management. While these three examples are a small subset of current parallel algorithm design, they demonstrate the impact that parallel architectures have had and will continue to have on future developments for modeling and optimization in PSE. © 2009 Elsevier B.V. All rights reserved.

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