Richard Hanson joined WTI this year. Richard brings more than 30 years of experience in scientific and parallel computing to WTI. He is the co-author of many scientific papers as well as the book, Solving Least Squares Problems, co-authored with Charles Lawson. One of his most recent projects was the design and implementation of the IMSL Fortran 90 library.
Richard has worked in industry (VNI/IMSL, Applied Dynamics International, Inc.), government laboratories (Sandia and JPL), and academia (Washington State University and USC). His main duties at WTI will be overseeing our consulting business as well as developing parallel adjuncts to our current and future products.
Parallel Computing on Networked PCs and Unix Machines
by Richard Hanson
Parallel computing makes it possible to solve problems that are usually not attempted on one machine. The problems that can most benefit from this technology are those that would normally require, say 24 hours to 72 hours on one machine, but the solution is needed within 1 to 3 hours.
MPI (Message Passing Interface2) provides a parallel interface on PCs running NT, and on Unix machines. The enabling MPI code exists and is supported by the major computer manufacturers, or soon will be.
At WTI we are interested in exploring the use of MPI to solve optimization problems. For many such problems, the most time consuming part of the computation is the evaluation of the objective function. It is not unusual for the number of variables to be in the hundreds or even thousands.
Example: Non-linear optimization software requires many function values. Gradient values for a function of n variables consume the majority of computing time. Using forward differences1 to approximate these partial derivatives requires n+1 values of the function. Many optimization problems have time consuming function evaluations. For these problems, this expense outweighs any other overhead of the optimizer. Thus, we concentrate on evaluation of n+1 values of the function. This provides an opportunity for parallel computation, since the n+1 function evaluations are mutually independent. We should take advantage of this! The reason for the tolerating complication is that performance can improve dramatically.
The time has arrived for practical consideration of parallel computing, including UNIX workstation clusters networked to PCs. All the elements exist: Hardware, C, C++, Fortran, and MPI as a means of writing portable parallel code using these languages.
Problem Allocation: The algorithm is based on the portable MPI model for parallel computing. Any convenient language binding such as C, C++, or Fortran can be used for the implementation. Function evaluations are completed based on a master-worker assignment strategy. We use the standard numbering for the nodes, 0
£ r £ q - 1. Here r is the rank of the nodes, and q > 0 is the number of nodes. At the end the master node, r = 0, has the function values. These are used to evaluate the derivatives. The other nodes are used to improve the performance of the optimizer algorithm. It is interesting to learn how this pair of inter-twined loops should be written in a computer language. We have provided a Fortran program on our web site that illustrates the algorithm on the trivial function f (x) = 2x, go to http://web.wt.net/~wti/FTP/mpi.f90. For the case q = 1 it is necessary to have the root machine doing all the work. This is the way many users now code their optimization applications. Our code assumes q > 1.1. Hildebrand, F. B., (1974), Introduction to Numerical Analysis, 2nd Edition, McGraw-Hill, page 660.
2. Gropp, William, Lusk, E., Skjellum, A. (1994) USING MPI - Portable Parallel Programming with the Message-Passing Interface, The MIT Press, Cambridge, MA. ![]()

WTI Consulting and Program Development Services
Why WTI?
Please look at our Web page, http://web.wt.net/~wti for more information.

WTI has a new Fax number. See the article in this newsletter about JFAX.com
WTI or its products can be found at the following Internet Web sites:
Visual Solutions (VisSim/OptimizePRO)
http://www.vissim.com and click on Partners. Note that VisSim 3.0 is now available.
MathWorks (GRG2, BCLS, and RBFpack) http://www.mathworks.com/connections/
bcls_grg.shtml and search for Constrained Optimization and Data Fitting. ![]()
ConFit Now Available on Web Site
The constrained curve-fitting program ConFit is now available on our web site. This flexible, easy to use program allows you to produce curve fits to data that have special characteristics such as monotonicity or convexity. We call this shape preservation. The program is spreadsheet based with an extremely easy user interface. Plots of the data and the approximating function can be produced with the click of a button. You can download this program for a 90-day free trial. The web address is
http://web.wt.net/~wti. You will need to request a password from WTI in order to install the software.HTML-based Help is a set of new emerging standards for online Help. Eventually, HTML-based Help will replace Windows Help. Several formats are being developed including Microsoft HTML Help and Netscape NetHelp. Microsoft HTML Help is an alternative to RTF-based Windows Help and consists of the HTML Help ActiveX Control, an HTML compression utility, a layout engine, HTML Help windows, and the Microsoft HTML Help Workshop.
The Microsoft HTML Help Workshop is a tool that makes it possible to create HTML-based Help from scratch. It includes a Table of Contents and Index editor, a wizard that makes it easy to use the HTML Help ActiveX control to enhance your Help system, and a simple HTML text editor. Version 1.1 of Microsoft HTML Help Workshop is available on Microsoft’s Web site,
www.microsoft.com/workshop/author/htmlhelp/. HTML Help will initially be available for Windows 95 and NT. Microsoft has announced plans to also support HTML Help on Windows 3.x, Macintosh, and UNIX platforms. The programs required to display HTML Help files are expected to be included in the next release of Windows. Currently they must be distributed by the HTML Help developer.
WTI is using the Microsoft HTML Help Workshop and has developed a help system for a client. One of the nice features of HTML Help is the compressed format used to distribute help systems: one file in (compiled HTML file) .chm format. The .chm file is small due to the compression used and includes all its image files. We expect to convert documentation for all WTI products into this new HTML Help format.
You can keep up with the latest changes in HTML-based Help by visiting the Microsoft HTML Help Web site at
www.microsoft.com/workshop/author/htmlhelp/
or Blue Sky's Mastering Microsoft HTML Help AutoRevision Web page, at
www.blue-sky.com/htmlhelp.htm.
Presentations and Publications
Phil Smith gave a talk on Splines in VBA (Visual Basic for Applications) at Texas A&M University in November. The title of the talk was: Curve-fitting using VBA. ![]()
The Wind is a quarterly newsletter written and edited by Tom Aird and Phil Smith. Please let us know what your interests are and what type of articles you would like to see. If you would like to contribute an article to the newsletter, please contact us at WTI@AOL.COM.
You can keep up with the latest information from WTI by visiting our Web site: http://web.wt.net/~wti ![]()
JFAX Communications is a new company that offers fax services over the internet. When you open a JFAX account, you get a unique personal telephone number in any of the cities in their growing global network. Faxes and voice mail received at this number are instantly forwarded to your e-mail inbox. JFAX Send allows you to send faxes at low cost over the Internet via e-mail to any fax machine in the world.
WTI began using the JFAX service in January. Our new fax number is 281-754-4022. As a result, our fax is available 24 hours a day, seven days a week and it is very reliable. We get our faxes by e-mail, which means that we can send and receive faxes, even when we are on the road.
You can get more information about the JFAX service at the Web site, http://jfax.com. ![]()
Consulting and Program Development Services We offer services in the following areas: Parallel computing, MPI, DSP, C, C++, Visual Basic, Fortran, Assembler, Applied Math, Visualization, Optimization, and Training. If your organization would benefit by having access to a part-time mathematical software development team, contact us!
GUARANTEE We are so convinced in the quality of this service and our products in general that if you are not completely satisfied, we offer a 90 day money-back guarantee.
This is a quarterly newsletter of Windward Technologies, Inc. Please let us know what your interests are and what sort of articles you would like to see. Please contact us if you would like to have your name added to our newsletter mailing list or if you would like to contribute an article to the newsletter
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281-564-6523 |
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281-754-4022 |
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Windward Technologies, Inc. |
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12039 Mulholland |
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Meadows Place, TX 77477 |
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Regards,
Tom Aird
TomAird@aol.com
and
Phil Smith
PWSmith@aol.com