Hello, A new project on the LCRC cluster has been requested. Please forward the information on to the LCRC Allocation sub-committee. Applicant's name: Cosmin Petra Applicant's institution: ANL Applicant's division: MCS Project Name: StochJuMP Project title: Parallel modelling of stochastic power grid in Julia Associated funding: ASCR,OE Other Systems: Mira 2.5 million Science: The objective of this project is to develop and test a parallel, memory-distributed, modeling framework for stochastic optimization problems arising in the optimization of power grid models under uncertainty. We plan to prove scalability and real-time capabilities that make the framework feasible to existing operational practices. Project description: Our previous parallel runs showed that the solver scales very well (>90% parallel efficiency on Intrepid, Mira and Fusion) but determined that the instantiation of the model is far beyond this efficiency. To remove this bottleneck we have moved from AMPL (who is an outdated modeling language for mathematical optimization with virtually no parallel capabilities) to Julia, which has been used by collaborators from MIT to develop JuMP, a modeling framework for optimization. Collaborators from MIT have build a JuMP extension for stochastic optimization problems. The parallelism in the instantiation of such problems comes from the particular structure these problem have (which has been very successfully exploited by the solver, as we mentioned above). Preliminary results on workstations shows that the efficiency of the parallel instantiation is even better than the efficiency of the solver. We expect this to scale up to the full Blues/Fusion. We expect a few full machine runs and other smaller runs that are needed to investigate scaling efficiencies. Since we want to show a full integration with the solver PIPS, we will need to solve these problems to optimality. For this we expect to use around 200 thousand core hours in the summer of 2014. I expect the project will have 4 or 5 members (collaborators + summer student(s)). Project URL: Requested allocation: 250000 Q1: 0 Q2: 0 Q3: 0 Q4: 250000 Justification: The requester has used undetermined amount hours of their initial startup project. In addition to approving an initial amount, please specify a Category and Subcategory for this project. For a list of the current selection of approved categories, please see: https://wiki.lcrc.anl.gov/wiki/Processes/Categories Once the Allocation committee has approved the project, please go to the Project Management page to create it: https://accounts.lcrc.anl.gov/projects.php Thank You, The LCRC Accounts System