Solving optimization problems on computational grids.
Multiprocessor computing platforms, which have become more and more widely available since the mid-1980s, are now heavily used by organizations that need to solve very demanding computational problems. Parallel computing is now central to the culture of many research communities. Novel parallel approaches were developed for global optimization, network optimization, and direct-search methods for nonlinear optimization. Activity was particularly widespread in parallel branch-and-bound approaches for various problems in combinatorial and network optimization. As the cost of personal computers and low-end workstations has continued to fall, while the speed and capacity of processors and networks have increased dramatically, 'cluster' platforms have become popular in many settings. A somewhat different type of parallel computing platform know as a computational grid (alternatively, metacomputer) has arisen in comparatively recent times. Broadly speaking, this term refers not to a multiprocessor with identical processing nodes but rather to a heterogeneous collection of devices that are widely distributed, possibly around the globe. The advantage of such platforms is obvious: they have the potential to deliver enormous computing power. Just as obviously, however, the complexity of grids makes them very difficult to use. The Condor team, headed by Miron Livny at the University of Wisconsin, were among the pioneers in providing infrastructure for grid computations. More recently, the Globus project has developed technologies to support computations on geographically distributed platforms consisting of high-end computers, storage and visualization devices, and other scientific instruments. In 1997, we started the metaneos project as a collaborative effort between optimization specialists and the Condor and Globus groups. Our aim was to address complex, difficult optimization problems in several areas, designing and implementing the algorithms and the software infrastructure need to solve these problems on computational grids. This article describes some of the results we have obtained during the first three years of the metaneos project. Our efforts have led to development of the runtime support library MW for implementing algorithms with master-worker control structure on Condor platforms. This work is discussed here, along with work on algorithms and codes for integer linear programming, the quadratic assignment problem, and stochastic linear programmming. Our experiences in the metaneos project have shown that cheap, powerful computational grids can be used to tackle large optimization problems of various types. In an industrial or commercial setting, the results demonstrate that one may not have to buy powerful computational servers to solve many of the large problems arising in areas such as scheduling, portfolio optimization, or logistics; the idle time on employee workstations (or, at worst, an investment in a modest cluster of PCs) may do the job. For the optimization research community, our results motivate further work on parallel, grid-enabled algorithms for solving very large problems of other types. The fact that very large problems can be solved cheaply allows researchers to better understand issues of 'practical' complexity and of the role of heuristics.
- Research Organization:
- Argonne National Lab. (ANL), Argonne, IL (United States)
- Sponsoring Organization:
- USDOE Office of Science (SC); National Science Foundation (NSF)
- DOE Contract Number:
- DE-AC02-06CH11357
- OSTI ID:
- 943286
- Report Number(s):
- ANL/MCS/JA-38869; TRN: US200916%%695
- Journal Information:
- Optima, Vol. 65, Issue May 2001
- Country of Publication:
- United States
- Language:
- ENGLISH
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