Computation optimizer

Method and apparatus for efficiently performing preselected computations on data that, in part, changes seldomly. A recognition that a portion of the data does not change leads to substantial improvements in computation speed through apparatus that tailors the program that executes the computation to the data itself. In the context of multiplication of a matrix that varies seldomly by a vector that changes more often, this is accomplished by reordering the elemental operations so that accesses to memory are reduced, both for purposes of reading information and writing back to memory, and developing code that reflects the required sequence of operations.

TECHNICAL FIELD 
This invention relates to computing systems, and more particularly to 
apparatus and methods for optimizing the process of performing preselected 
computations on data that in part is relatively static. 
BACKGROUND OF THE INVENTION 
The impetus for this invention arose from work performed in furtherance of 
the Karmarkar method for optimizing the performance of commercial systems 
or enterprises. To gain understanding of this invention and its 
significance, the description below parallels the description of an 
invention for which an application for patent, entitled "Preconditioned 
Conjugate Gradient Method", was filed in the U.S. Patent and Trademark 
Office on even date herewith. 
The need for optimization of systems arises in a broad range of 
technological and industrial areas. Examples of such a need include the 
assignment of transmission facilities in telephone transmission systems, 
oil tanker scheduling, control of the product mix in a factory, deployment 
of industrial equipment, inventory control, and others. In these examples 
a plurality of essentially like parameters are controlled to achieve an 
optimum behavior or result. Sometimes, the parameters controlling the 
behavior of a system have many different characteristics but their effect 
is the same; to wit they combine to define the behavior of the system. An 
example of that is the airline scheduling task. Not only must one take 
account of such matters as aircraft, crew, and fuel availability at 
particular airports, but it is also desirable to account for different 
costs at different locations, the permissible routes, desirable route 
patterns, arrival and departure time considerations vis-a-vis one's own 
airline and competitor airlines, the prevailing travel patterns to and 
from different cities, etc. Two common denominators of all of these 
applications is the existence of many parameters or variables that can be 
controlled, and the presence of an objective--to select values for the 
variables so that, in combination, an optimum result is achieved. 
The relationships describing the permissible values of the various 
variables and their relationship to each other form a set of constraint 
relationships. Optimization decisions are typically subject to 
constraints. Resources, for example, are always limited in overall 
availability and, sometimes, the usefulness of a particular resource in a 
specific application is limited. The challenge, then, is to select values 
of the parameters of the system so as to satisfy all of the constraints 
and concurrently optimize its behavior, i.e., bring the level of 
"goodness" of the objective function to its maximum attainable level. 
Stated in other words, given a system where resources are limited, the 
objective is to allocate resources in such a manner so as to optimize the 
system's performance. 
One method of characterizing optimization tasks is via the linear 
programming model. Such a model consists of a set of linear equalities and 
inequalities that represent the quantitative relationships between the 
various possible system parameters, their constraints, and their costs (or 
benefits). Describing complex systems, such as a commercial endeavor, in 
terms of a system of linear equations often results in extremely large 
numbers of variables and constraints placed on those variables. Until 
recently, artisans were unable to explicitly solve many of the 
optimization tasks that were facing them primarily because of the large 
size of the task. 
The best known prior art approach to solving allocation problems posed as 
linear programming models is known as the simplex method. It was invented 
by George B. Dantzig in 1947, and described in Linear Programming and 
Extension, by George B. Dantzig, Princeton University Press, Princeton, 
N.J., 1963. In the simplex method, the first step is to select an initial 
feasible allocation as a starting point. The simplex method gives a 
particular method for identifying successive new allocations, where each 
new allocation improves the objective function compared to the immediately 
previous identified allocation, and the process is repeated until the 
identified allocation can no longer be improved. 
The operation of the simplex method can be illustrated diagrammatically. In 
two-dimensional systems the solutions of a set of linear constraint 
relationships are given by a polygon of feasible solutions. In a 
three-dimensional problem, linear constraint relationships form a three 
dimensional polytope of feasible solutions. As may be expected, 
optimization tasks with more than three variables form higher dimensional 
polytopes. FIG. 1 depicts a polytope contained within a multi-dimensional 
hyperspace (the representation is actually shown in three dimensions for 
lack of means to represent higher dimensions). It has a plurality of 
facets, such as facet 11, and each of the facets is a graphical 
representation of a portion of one of the constraint relationships in the 
formal linear programming model. That is, each linear constraint defines a 
hyperplane in the multi-dimensional space of polytope 10, and a portion of 
that plane forms a facet of polytope 10. Polytope 10 is convex, in the 
sense that a line joining any two points of polytope 10 lies within or on 
the surface of the polytope. 
It is well known that there exists a solution of a linear programming model 
which maximizes (or minimizes) an objective function, and that the 
solution lies at a vertex of polytope 10. The strategy of the simplex 
method is to successively identify from each vertex the adjacent vertices 
of polytope 10, and select each new vertex (each representing a new 
feasible solution of the optimization task under consideration) so as to 
bring the feasible solution closer, as measured by the objective function, 
to the optimum point 21. In FIG. 1, the simplex method might first 
identify vertex 12 and then move in a path 13 from vertex to vertex (14 
through 20) until arriving at the optimum point 21. 
The simplex method is thus constrained to move on the surface of polytope 
10 from one vertex of polytope 10 to an adjacent vertex along an edge. In 
linear programming problems involving thousands, hundreds of thousands, or 
even millions of variables, the number of vertices on the polytope 
increases correspondingly, and so does the length of path 13. Moreover, 
there are so-called "worst case" problems where the topology of the 
polytope is such that a substantial fraction of the vertices must be 
traversed to reach the optimum vertex. 
As a result of these and other factors, the average computation time needed 
to solve a linear programming model by the simplex method appears to grow 
at least proportionally to the square of the number of constraints in the 
model. For even moderately-sized allocation problems, this time is often 
so large that using the simplex method is simply not practical. This 
occurs, for example, where the constraints change before an optimum 
allocation can be computed, or the computation facilities necessary to 
optimize allocations using the model are simply not available at a 
reasonable cost. Optimum allocations could not generally be made in "real 
time" (i.e., sufficiently fast) to provide more or less continuous control 
of an ongoing process, system or apparatus. 
To overcome the computational difficulties in the above and other methods, 
N. K. Karmarkar invented a new method, and apparatus for carrying out his 
method, that substantially improves the process of resource allocation. In 
accordance with Karmarkar's method, which is disclosed in U.S. Pat. No. 
4,744,028 issued May 10, 1988, a starting feasible solution is selected 
within polytope 10, and a series of moves are made in the direction that, 
locally, points to the direction of greatest change toward the optimum 
vertex of the polytope. A step of computable size is then taken in that 
direction, and the process repeats until a point is reached that is close 
enough to the desired optimum point to permit identification of the 
optimum point. 
Describing the Karmarkar invention more specifically, a point in the 
interior of polytope 10 is used as the starting point. Using a change of 
variables which preserves linearity and convexity, the variables in the 
linear programming model are transformed so that the starting point is 
substantially at the center of the transformed polytope and all of the 
facets are more or less equidistant from the center. The objective 
function is also transformed. The next point is selected by moving in the 
direction of steepest change in the transformed objective function by a 
distance (in a straight line) constrained by the boundaries of the 
polytope (to avoid leaving the polytope interior). Finally, an inverse 
transformation is performed on the new allocation point to return that 
point to the original variables, i.e., to the space of the original 
polytope. Using the transformed new point as a new starting point, the 
entire process is repeated. 
Karmarkar describes two related "rescaling" transformations for moving a 
point to the center of the polytope. The first uses a projective 
transformation, and the second method uses an affine transformation. These 
lead to closely related procedures, which we call projective scaling and 
affine scaling, respectively. The projective scaling procedure is 
described in detail in N. K. Karmarkar's paper, "A New Polynomial Time 
Algorithm for Linear Programming", Combinatorica, Vol. 4, No. 4, 1934, pp. 
373-395, and the affine scaling method is described in the aforementioned 
N. Karmarkar '028 patent and in U.S. Pat. No. 4,744,026 issued May 10, 
1988 to Vanderbei. 
The advantages of the Karmarkar invention derive primarily from the fact 
that each step is radial within the polytope rather than circumferential 
on the polytope surface and, therefore, many fewer steps are necessary to 
converge on the optimum point. 
To proceed with the Karmarkar method, it is best to set up the optimization 
task in matrix notation, transformed to the following canonical form: 
EQU minimize: c.sup.T x 
EQU Subject to: Ax=b (1) 
In the above statement of the task, 
x=(x.sub.1, x.sub.2, . . . , x.sub.n) is a vector of the system attributes 
which, as a whole, describe the state of the system; n is the number of 
such system attributes; c=(c.sub.1, c.sub.2, . . . , c.sub.n) is a vector 
describing the objective function which minimizes costs, where "cost" is 
whatever adversely affects the performance of the system; c.sup.T is the 
transpose of vector c; 
A=(a.sub.11, a.sub.12, . . . , a.sub.ij, . . . , a.sub.mn) is an m by n 
matrix of constraint coefficients; 
b=(b.sub.1, b.sub.2, . . . , b.sub.m) is a vector of m constraint limits. 
In carrying out the method first invented by Karmarkar, various 
computational steps are required. These are depicted in FIG. 2, which is 
similar to one of the drawings in the aforementioned Karmarkar patent 
application. The various vectors and matrices referred to in FIG. 2 are 
not essential to the understanding of the invention disclosed herein, and 
therefore are not discussed further. We wish to merely note that the step 
which is computationally most demanding is the step in block 165 that 
requires the use of the matrix inverse (AD.sup.2 A.sup.T).sup.-1. 
Developing that inverse is tantamount to solving (for the unknown u) the 
positive definite system of linear equations 
EQU AD.sup.2 A.sup.T u=p (2) 
or 
EQU Qu=p, 
where D is an affine scaling diagonal matrix, p is AD, and Q=AD.sup.2 
A.sup.T. 
A number of methods are known in the art for solving a system of linear 
equations. These include the various direct methods such as the Gaussian 
elimination method, and various iterative methods such as the relaxation 
methods and the conjugate gradient method. These methods are well known, 
but for completeness of this description they are described herein in 
abbreviated form. 
The Gaussian elimination method for solving a system of linear equations is 
the method most often taught in school. It comprises a collection of 
steps, where two linear equations are combined at each step to eliminate 
one variable. Proceeding in this manner, an equation is arrived at that 
contains a single variable; a solution for that variable is computed; and 
a solution for the other variables is derived by back tracking. It can be 
shown that the process of eliminating variables to reach an equation with 
a single variable is a transformation of the given matrix which has 
non-zero values at arbitrary locations within the matrix into a matrix 
that contains nothing but zeros in the lower triangular half. The Gaussian 
elimination method is poorly suited for solving a very large system of 
linear equations because the process of transforming the original matrix 
into the matrix with a zero lower triangular portion introduces many 
non-zero terms into the upper triangular portion of the matrix. This does 
not present a problem in applications of the method to small systems, but 
in large systems it represents a major drawback. For example, in a large 
system where the A matrix contains 10.sup.6 equations and 10.sup.6 
unknowns, the potential number of non-zero terms in the upper triangular 
portion is 10.sup.11. Presently there is no hope of dealing with such a 
large number of non-zero terms, even in terms of just storing the values. 
Fortunately, physical systems of the type whose optimization is desired 
are sparse; which means that bulk of the terms in the matrix is zero. A 
method that does not exhibit "fill-in" as the Gaussian elimination method 
would have to deal with many fewer non-zero terms. For example, in a 
system that contains only five non-zero terms in each column presents a 
total number of 5.times.10.sup.6 non-zero terms in the above example. That 
is much more manageable. 
The use of relaxation methods in connection with large matrices is also not 
recommended because there is no assurance that a solution will be reached 
in reasonable time. The Gauss-Seidel method for example, works by guessing 
a first approximate, solution and computing from that a new approximate 
solution that is closer to the true solution of the system. Successive 
iterations eventually yield the actual solution to the system, but the 
number of required iterations is highly dependent of the initial choice. 
In many of the above described methods, as well as in the novel conjugate 
gradient method disclosed below, it is necessary to perform a 
multiplication of a matrix by a vector. The matrix is relatively 
invariant, i.e., does not change with each iteration, while the vector 
changes often, e.g., with each iteration. There are standard techniques 
for performing a multiplication of a matrix by a vector, but those 
techniques do not take advantage of the data characteristics which may 
permit a faster and therefore more efficient realization of the desired 
product. 
SUMMARY OF THE INVENTION 
In accordance with the principles of our invention, a recognition that a 
portion of the data does not change leads to substantial improvements in 
the computation speed of apparatus, by preprocessing the information that 
defines the desired computation to be performed and the data to which the 
computations are applied. The preprocessing is performed in an optimizer 
that combines the data information, the desired computation information 
and the known computational primitives of the computing apparatus, and 
develops an optimized execution sequence. The data and the optimized 
execution sequence are then delivered to the computing apparatus for 
execution. In the context of multiplication of a matrix that varies 
seldomly by a vector that changes more often, the optimization is 
accomplished by reordering the elemental operations so that accesses to 
memory are reduced, both for purposes of reading information and writing 
back to memory.

DETAILED DESCRIPTION 
The Conjugate Gradient Method 
Like the Gauss-Seidel method, the conjugate gradient method is an iterative 
method. However, it has the property that the exact solution can be 
obtained in a finite number of steps. That finite number is n, which is 
the number of constraint relationships in the A matrix. In practice, the 
exact solution can be often obtained in many fewer steps. This attribute 
of the conjugate gradient method makes it very attractive for out 
optimization tasks because the tasks we often deal with have a very large 
number of n; and a method where the solution is arrived at in proportion 
to n is much superior to one where the solution is arrived at as a power 
of n or a constant (greater than 1) raised to a power of n. 
Summarizing the conjugate gradient method for solving a system of linear 
equations, the following describes the eight primary steps in the method. 
EQU i.rarw.0;u.sup.(0) =0; set d.sup.(0) =-g.sup.(0) =+p Step 1. 
This step sets the iteration index i to zero and sets the initial value for 
vector u to zero. It also sets, the initial direction of movement, vector 
d.sup.(0), to the negative of the initial gradient vector, g.sup.(0) 
(which is equal to vector p). By definition, g.sup.(i) .tbd.g(u.sup.(i)). 
EQU q=Qd.sup.(i) Step 2. 
This step computes the intermediate vector q, where Q=AD.sup.2 A.sup.T. 
##EQU1## 
This step computes a step length, .alpha., which is a scalar value. 
EQU u.sup.(i+1) =u.sup.(i) +.alpha.d.sup.(i) Step 4. 
This step updates the solution by deriving a new, updated, value for the 
vector u. 
EQU g.sup.(i+1) =g.sup.(i) +.alpha.q Step 5. 
This step computes a new gradient at the updated value of the vector u. 
##EQU2## 
This step computes a scalar multiplier to be used in the following step. 
EQU d.sup.(i+1) =-g.sup.(i+1) +.beta.d.sup.(i) Step 7. 
This step computes a new direction of movement towards the solution. 
EQU i=i+1;test for termination of procedure. Step 8. 
This step tests to determine whether the most current value of the vector u 
is sufficiently close to the desired solution. If it is not, the process 
returns to step 2; otherwise, the procedure terminates. 
The Preconditioned Conjugate Gradient Method 
As indicated above, the above procedure results in an exact solution in n 
steps, where n is the number of variables. On the average, however, a 
solution is obtained in a smaller number of steps, which number is closely 
related to 
##EQU3## 
where .lambda..sub.max is the largest eigenvalue and .lambda..sub.min is 
the smallest eigenvalue of the matrix in the equation to be solved. Our 
optimizer can benefit greatly from a reduction in the spread between the 
largest and the smallest eigenvalue (i.e., the dynamic range of the 
eigenvalues). 
The eigenvalues of a matrix can indeed be altered by transforming, or 
conditioning, the matrix to reduce the dynamic range of the eigenvalues 
and to thereby reduce the number of iterative steps that are required to 
solve the system of linear equations. It can be shown that the set of 
steps that are taken in the above-described Gaussian elimination method to 
modify the matrix so that the lower triangular half is zero, is a 
collection of such conditioning steps. That is, the modified matrix with a 
zero lower triangular half, e.g., B.sub.M, is derived by the following; 
EQU B.sub.M =E.sub.N E.sub.N-1 . . . E.sub.2 E.sub.1 B 
where B is the original matrix and each E is a matrix with a zero upper 
triangular half, 1's on the diagonal, and one non-zero term in the lower 
triangular half. The order of the E.sub.i is important, because of the 
above-described "fill-in" phenomenon. Actually, a solution for all the 
variables can be achieved in a single step (.lambda..sub.max 
=.lambda..sub.min) by transforming the matrix still further to make it a 
diagonal matrix; i.e., 
EQU B.sub.M =E.sub.N E.sub.N-1 . . . E.sub.2 E.sub.1 BF.sub.1 F.sub.2 . . . 
F.sub.N-1 F.sub.N 
The conditioning matrices F.sub.i are equal to E.sub.i.sup.T when the 
matrix B is symmetric. 
In light of the above, preconditioning of Equation (2) can be performed by 
multiplying both sides of the equation by preconditioning matrix L, to 
yield 
EQU LAD.sup.2 A.sup.T u=Lp 
where 
EQU L=E.sub.N E.sub.N-1 . . . E.sub.2 E.sub.1 
or 
EQU Gy=Lp (3) 
where now we have a new G that is equal to LAD.sup.2 A.sup.T L.sup.T and y 
is such that u=L.sup.T y. 
Although a preconditioning step is useful as shown above, because of the 
"fill-in" phenomenon in very large problems it is not desirable to perform 
the calculations that are needed in order to obtain the diagonal matrix. 
In accordance with our invention, we mitigate against the condition by the 
use some heuristic approximation technique that tends to maintain the 
sparsity of the matrix. This heuristic approximation technique embodied in 
our preconditioning method selects a sequence of elementary 
transformations to reduce the dynamic range of eigenvalues of G. 
The eigenvalues of such a matrix have a relatively small dynamic range and, 
consequently, a conjugate gradient solution for such a matrix can be 
arrived at with very few steps. 
It may be observed that the preconditioning method depends on selected 
parameters. By changing these parameters we trade the quality of the 
preconditioning for speed of operation. We can also trade quality for 
speed by simply re-using the previously computed preconditioning matrix. 
Combining the two--particularly when the Karmarkar step size is small and 
the D matrix is expected to not change substantially--, we proceed to 
solve Equation (2) at each iteration of the Karmarkar method (in block 
165, FIG. 2) by employing the previously computed preconditioning, solving 
the resulting system of equations using the conjugate gradient process, 
and test the solution. If the solution is poor, we derive a new 
preconditioner for the current AD.sub.k.sup.2 A.sup.T using the current 
parameters, repeat the solution process, and again evaluate the results. 
If the solution is still poor, we select a new set of parameters and 
repeat the procedure. 
To evaluate the quality of the solution we compare the angle between the 
current approximation of AD.sup.2 A.sup.T u and p to determine whether it 
is greater than some preselected level. Our chosen test is to evaluate the 
magnitude of 
##EQU4## 
where z=AD.sup.2 A.sup.T u, u is the current solution obtained by the 
conjugate gradient method, z is the resulting approximation to p (per 
Equation (2)) and where .parallel...parallel..sub.2 refers to the 
Euclidean norm of a vector. 
In the exact Gaussian elimination method, carrying out the preconditioning 
results in the G matrix of Equation (3) being a diagonal matrix. 
Premultiplying by G.sup.-1/2 yields G.sup.-1/2 Gy=G.sup.-1/2 Lp, and 
recognizing that G.sup.-1/2 GG.sup.-1/2 =I, yields 
EQU v=G.sup.-1/2 Lp 
where v is such that G.sup.-1/2 v=y, or L.sup.T G.sup.-1/2 v=u. 
The above is the exact Gaussian elimination solution using preconditioning 
matrix L. However, for the reasons discussed above, we do not wish to 
employ Gaussian elimination. Therefore, going back to Equation (2) where 
AD.sup.2 A.sup.T u=p and premultiplying both sides by the matrix product 
G.sup.-1/2 L (each of the "tilde" matrices being defined below), we reach 
the result with a new Q matrix which satisfies the equation 
EQU Qv=G.sup.-1/2 Lp (4) 
where v is such that L.sup.T G.sup.-1/2 v=u and the new Q=G.sup.-1/2 
LAD.sup.2 A.sup.T L.sup.T G.sup.-1/2. This new Q is an augmented version 
of the Q=AD.sup.2 A.sup.T matrix found in Equation (2). 
In the above, the matrix L is the product of the sequence of elementary 
transformations obtained by our preconditioning method. The matrix G is 
the diagonal matrix obtained by applying L to AD.sup.2 A.sup.T 
symmetrically, and then ignoring the off-diagonal elements. Stated 
differently, LAD.sup.2 A.sup.T L.sup.T =G, and G=diag(G.sub.ii). 
Whereas the matrix, G is not a diagonal matrix, the matrix G is. 
FIG. 3 shows the flow chart depicting the above-described process of 
computing the preconditioners with the appropriate parameters, solving the 
linear system of equations in accordance with the conjugate gradient 
method, and evaluating the result. FIG. 3, thus, describes the method that 
assists in carrying out the step described in block 165 of FIG. 2. 
In FIG. 3, block 90 sets a flag f to 1. This flag indicates the number of 
passes through the preconditioning procedure in the current Karmarkar step 
(i.e., pass through block 165). In accordance with decision block 91, when 
f=1 we proceed to block 92, apply the existing preconditioner to our 
current linear system, and solve the resulting equations using the 
conjugate gradient method. This is the first pass. The process may exit 
block 92 with a good solution, meaning that the value of the 
above-described test expression (involving the Euclidean norm) is below a 
preselected constant, whereupon the FIG. 3 process ends, or with a poor 
solution. When a poor solution exit occurs, control passes to block 97 
where f is incremented, and thereafter to block 91. When f is greater than 
1, we proceed to decision block 93 where we ascertain whether f is greater 
than 2. When f=2 (which indicates that we are at the second pass), we 
create new L and G matrices in block 94, employing the existing 
parameters, and proceed to block 92. When f is greater than 2, we 
interpose block 95 before block 94, wherein we select an appropriate new 
set of parameters to evaluate a better sequence of elementary 
transformations. 
The Asymmetric Conjugate Gradient Method 
The system of equations with the new Q matrix can be solved in block 92 
with the eight step conjugate gradient method described previously. 
However, this new Q includes the matrix G.sup.-1/2, and deriving the 
matrix G.sup.-1/2 involves n square root operations. A computationally 
more efficient procedure can be obtained by avoiding the square root 
operations. This is achieved, in accordance with the principles of our 
invention, by simply evaluating different (primed) vectors d', q', v', and 
g' inside the conjugate gradient solution block (92). We call this more 
efficient conjugate gradient method the asymmetric conjugate gradient 
method. 
To develop this method, we consider the definition of q, and the three 
recurrence relations for updating v, g, and d (see the eight step 
procedure outlined above). For simplicity, we omit the iteration 
superscript on the vectors. Thus, starting with 
EQU q=Qd, 
where 
Q=G.sup.-1/2 LAD.sup.2 A.sup.T L.sup.T G.sup.-1/2 
v=v+.alpha.d 
g=g+.alpha.q 
d=-g+.beta.d, 
premultiplying each side by L.sup.T G.sup.-1/2, and defining the primed 
variables q', v', g', and d' as 
EQU q'=L.sup.T G.sup.-1/2 q 
EQU v'=L.sup.T G.sup.-1/2 v 
EQU g'=L.sup.T G.sup.-1/2 g, 
EQU d'=L.sup.T G.sup.-1/2 d, 
we obtain 
EQU q'=L.sup.T G.sup.-1/2 LAD.sup.2 A.sup.T d' 
EQU v'=v'+.alpha.d' 
EQU g'=g'+.alpha.q' 
EQU d'=-g'+.beta.d'. 
This transformation effort has caused the matrix G to appear as G.sup.-1 in 
connection with the q' relationship. Computing G.sup.-1 does not require 
square root operations. The primed variables are carried through during 
the procedure. On termination, v' is the approximate solution of the 
original system of equation AD.sup.2 A.sup.T u=p, because v'=L.sup.T 
G.sup.-1/2 v and also u=L.sup.T G.sup.-1/2 v. 
The flow chart that carries out the eight step procedure for the asymmetric 
conjugate gradient method embedded in block 92 is shown in FIG. 4. 
Block 81 computes the step length, block 82 computes the new gradient 
direction, block 83 update the solution vector v' and the gradient g', and 
block 84 develops the direction d' for the next iteration. Blocks 85-87 
evaluate the solution and determine whether a next iteration is to be 
performed (beginning with block 81) or the process is to be terminated. 
Hardware Implementation of the Preconditioned Asymmetric Conjugate Gradient 
Method 
In accordance with FIGS. 2-4, our asymmetric conjugate gradient method for 
realizing the Karmarkar steps in an efficient manner may be implemented 
with a plurality of interconnected processors, or with a single processor. 
FIG. 5 illustrates by way of a block diagram the architecture of one 
preferred embodiment. In FIG. 5, processor 100 in cooperation with 
processor 200 is responsible for carrying out the method described by FIG. 
2. Processor 200 carries out the process of block 92 including, in 
particular, the computation optimization of our invention, while processor 
100 realizes the remaining blocks in FIG. 2. Processor 100 also serves as 
the interface with the system that utilizes the power of the Karmarkar 
method, as described above. Thus, processor 100 includes input means for 
receiving state information of the system whose operation one seeks to 
optimize, and output control means for affecting the operations of such a 
system, thereby bringing it closer to an optimum operational state. For 
example, the input port of processor 100 may, in a telecommunications 
network, be responsive to traffic load data from the major switches around 
the country (E.g., No. 4 ESS switching machines in the AT&T Communications 
Network throughout the U.S.). The output signals of processor 100 would, 
in such a system, be the controls to the various major switches which 
affect the link choices that are made within the switches. 
In considering the calculation burdens on processor 200 it becomes readily 
apparent that the heaviest burden is levied by the required matrix 
multiplications. To reduce this burden, in accordance with our invention 
the data structure itself is utilized to simplify and reduce the execution 
sequence of processor 200. Although our optimizer can be easily realized 
with special purpose hardware, in our best mode realization processor 200 
is a general purpose computer that is utilized to perform both the 
optimization and the computations themselves. In fact, processor 200 is 
also employed as a matrix product calculator, etc. 
We assume that processor 200 is a general purpose computer of the fourth 
generation variety, where there is a communications bus that interconnects 
the main, relatively slow, memory with a fast data cache and a fast 
instruction cache. The two caches are connected to the arithmetic logic 
unit (ALU). In such an architecture, memory accesses should be minimized, 
as should be the computationally burdensome operations. 
Outer product matrix multiplication 
The conventional approach to matrix multiplication is known as the inner 
product method. Given that a product vector z must be developed by 
carrying out the product A.sup.T u, where A is a matrix and u is a vector, 
each element z.sub.j is developed by accumulating the products a.sub.ji 
u.sub.i for all non zero elements a.sub.ji. I.e., the operation performed 
is z.sub.j .rarw.z.sub.j +a.sub.ji u.sub.i. To perform these operations on 
a processor having the above described architecture, one has to do the 
following: 
______________________________________ 
.cndot. evaluate the address of u.sub.i 
requiring 1 offset calculation 
.cndot. access u.sub.i 
requiring 1 access operation 
.cndot. evaluate the address of a.sub.ji 
requiring 1 offset calculation 
.cndot. access a.sub.ji 
requiring 1 access operation 
.cndot. multiply a.sub.ji u.sub.i 
requiring 1 multiply calculation 
.cndot. evaluate address of z.sub.j 
requiring 1 offset calculation 
.cndot. access z.sub.j 
requiring 1 access operation 
.cndot. add and store in z.sub.j 
requiring 1 access operation 
______________________________________ 
The above does not count the required operations that are inherently fast 
or cannot be optimized, resulting in the computation time for performing a 
matrix multiplication being basically proportional to 1 double precision 
multiplication, 3 offset calculations, and 4 memory accesses, for each 
non zero a.sub.ji term. To perform AD.sup.2 A.sup.T u requires only twice 
(approximately) that amount because the D matrix is a diagonal matrix. 
Viewing the matrix/vector multiplication process from a different 
perspective, it can be observed that in performing the matrix product for 
z=AD.sup.2 A.sup.T u, the resultant vector has the form 
##EQU5## 
Viewed this way, the matrix product can be realized by first performing 
the dot product for each column a.sub.i a.sub.i.sup.T u, 
.alpha..rarw.a.sub.i.sup.T u; multiplying by the diagonal, 
.alpha..rarw.d.sub.i.sup.2 .alpha.; and accumulating, 
z.rarw.z+.alpha.a.sub.i. Again not counting the required operations that 
are inherently fast or cannot be optimized, the resulting computation time 
for performing the AD.sup.2 A.sup.T u matrix multiplication is basically 
proportional to 2 double precision multiplication, 4 offset calculations, 
and 5 memory accesses; to wit, a saving of 2 offset calculations and three 
access operations. We call this latter technique the outer product method 
for matrix multiplication. 
Sparse Matrix Representation 
In connection with physical systems such as the telecommunications system 
described above, where the DNHR (Dynamic Non-Hierarchical Routing) 
telecommunications network is optimized to improve the traffic handling 
capabilities, the vast majority of the entries in the A matrix are zero, 
and those that are not zero are either +1 or -1. Most of the columns are 
thus very sparse; containing 1, 2, or 3 of these +1 or -1 entries. 
Two consequences flow from this observation: first, that the matrix A 
should not be stored in conventional form because there is no need to 
store a large number of 0 entries; second, that non zero entries of +1 and 
-1 need not employ a double precision multiplication means. Conversely, 
performing a double precision multiplication on these terms is terribly 
wasteful. 
One approach for storing sparse matrices is to merely store the non-zero 
entries, sequentially, and to augment the resulting DATA List with lists 
that specify the positions of those non-zero entries in the matrix. FIG. 6 
presents a graphic example of this storage technique. The DATA List 
specifies the non-zero terms, an i-List specifies the row position of each 
entry in the DATA List, and a j-List specifies the column boundaries in 
the i-List. The i-List has a number of entries equal to the number of 
non-zero matrix entries, while the j-List has a number of entries equal to 
the number of columns plus 1 in the matrix. In FIG. 6, for example, the 
j-List sequence is 1, 3, 5, 8, 9, 11, and 13. The "3" means that the third 
entry in the i-List begins a new (2nd) column, the "5" means that the 
fifth entry in the i-List begins a new (3rd) column, etc. 
Although the above technique saves a considerable amount of storage, the 
prepondance of the +1 and -1 entries which is found in most physical 
systems is not being utilized. In accordance with the principles of our 
invention, significant advantages flow from a reordering of the A matrix 
to form groupings, as described below. 
1. columns that contain entries other than merely +1 and -1 or that contain 
more than 3 non-zero terms; 
2. columns that contain only a single +1 or -1; 
3. columns that contain the pattern +1, +1 or the pattern -1, -1; 
4. columns that contain the pattern +1, -1 or the pattern -1, +1; 
5. columns that contain the pattern +1, +1, +1 or the pattern -1, -1, -1; 
6. columns that contain the pattern +1, -1, +1 or the pattern -1, +1, -1; 
7. columns that contain the pattern +1, -1, -1 or the pattern -1, +1, +1; 
8. columns that contain the pattern +1, +1, -1 or the pattern -1, -1, +1; 
This can be extended, of course, beyond the triple pattern. 
Having grouped and rearranged the columns as described above, we store only 
the non-zero and non +1 and -1 values, sequentially, to create a shortened 
DATA List. The +1 and -1 values are not stored at all (since their values 
are known, of course). The i-List, as before, stores the row 
identifications of all of the non-zero elements in the matrix, but the 
j-List is identifies only the column demarcations of the first (non .+-.1) 
group. Consequently, the j-List is also very short. Finally, we include an 
additional, k-List, that identifies the demarcations between the groups. 
In FIG. 7, for example, the matrix to the left is the original matrix. 
Columns 3 and 8 each have a term other than 0 or .+-.1, while the other 
columns contain single, double and triple 1's. The matrix to the right is 
the rearranged matrix. The first 2 columns contain the terms that are 
other than zero or .+-.1, the next 5 columns contain the singletons, the 
next 5 columns contain the doubletons, and the last 2 columns contain the 
tripletons. As can be seen from the FIG., a singleton is a column that has 
only one non-zero term, a doubleton is a column that has only two non-zero 
terms, and a tripleton is a column that has only three non-zero terms. The 
k-List reflects this situation. By the way, it may appear that a pattern 
such as +1 +1 +1 is different from the pattern -1 -1 -1. It turns out, 
however, that it is not, and that is the reason why there are two patterns 
in each of the groupings above. 
Use of this segregation technique permits us to efficiently avoid double 
precision multiplication for the vast proportions of the calculations, 
allows for more efficient storage, and reduces the number of subscript 
calculations and memory access operations discussed above. In short, our 
sparse matrix representation technique saves a substantial amount of 
processing time in processor 200. 
Maximal * Cover 
There is another phenomenon that occurs frequently in connection with 
physical systems, and that is the fact that the doubleton and tripleton 
groupings described above are often characterized by a .+-.1 in the same 
row in each of the columns in the grouping, in addition to another .+-.1 
(in doubletons or two .+-.1's in tripletons) at some other row which is 
different from column to column. 
For example, in a transportation flow system involving, for example, the 
flow of goods from warehouses to distribution points, a typical statement 
of the optimization task is: 
##EQU6## 
In the above statement, the S.sub.i 's are the supplies that the various 
warehouses (1.ltoreq.i.ltoreq.W) can deliver, D.sub.j 's are the required 
goods that retail points (1.ltoreq.j.ltoreq.R) need, g.sub.ij are the 
goods supplied by a warehouse i to a distribution point j, and c.sub.ij is 
the cost of supplying goods g.sub.ij. In forming the A matrix 
corresponding to this cost minimization task, the above equations 
translate to rows in A with many +1 terms. 
To understand the principles involved in maximal * cover, consider the 
transportation flow system outlined above, comprising four warehouses and 
three retail points. The optimization task is formulated as above with a 
W=4, and R=3. The matrix A corresponding to this problem is shown in FIG. 
8, where the x vector is {g.sub.11, g.sub.12, g.sub.13, g.sub.21, 
g.sub.22, g.sub.23, g.sub.31, g.sub.32, g.sub.33, g.sub.41, g.sub.42, 
g.sub.43, s.sub.1, s.sub.2, s.sub.3, s.sub.4 }. The matrix in FIG. 8 is 
arranged so that the first 3 columns have a common row index (namely, row 
1) occupied by +1 terms, the next three columns have another common row 
index (namely, row 2), also occupied by a +1 term, and so on. Considering 
the outer product version of 
##EQU7## 
when the first column is processed, the operations performed are: 
EQU z.sub.1 =z.sub.1 +(w.sub.1 +w.sub.5)*d.sub.1.sup.2 
EQU z.sub.5 =z.sub.5 +(w.sub.1 +w.sub.5)*d.sub.1.sup.2. 
The operations require: 
______________________________________ 
fetch w.sub.1 1 offset + 1 access 
fetch w.sub.5 1 offset + 1 access 
add and multiply by d.sub.1.sup.2 
1 multiply + 1 access 
fetch z.sub.1 1 offset + 1 access 
add -- 
store back in z.sub.1 
1 offset + 1 access 
fetch z.sub.5 1 offset + 1 access 
add -- 
store back in z.sub.5 
1 offset + 1 access 
______________________________________ 
The above shows the macro operations of the outer product d.sub.1.sup.2 
(a.sub.1.sup.T w)a.sub.1, the elementary machine operations involved in 
accomplishing this outer product, and the various operation counts. The 
italicized operations occur repeatedly in the coding of the outer product, 
as can be observed from pursuing the operations shown below, and hence 
potential savings exist which can be realized in accordance with the 
maximal * cover method. 
Processing column 2 involves the operations 
EQU z.sub.1 =z.sub.1 +(w.sub.1 +w.sub.6)*d.sub.2.sup.2 
EQU z.sub.6 =z.sub.6 +(w.sub.1 +w.sub.6)*d.sub.2.sup.2 
and these operations require: 
______________________________________ 
fetch w.sub.1 1 offset + 1 access 
fetch w.sub.6 1 offset + 1 access 
add and multiply by d.sub.2.sup.2 
1 access + 1 multiply 
fetch z.sub.1 1 offset + 1 access 
add -- 
store back in z.sub.1 
1 offset + 1 access 
fetch z.sub.6 1 offset + 1 access 
add -- 
store back in z.sub.6 
1 offset + 1 access 
______________________________________ 
Similarly, processing column 3 involves the operations 
EQU z.sub.1 =z.sub.1 +(w.sub.1 +w.sub.7)*d.sub.3.sup.2 
EQU z.sub.7 =z.sub.7 +(w.sub.1 +w.sub.7)*d.sub.3.sup.2 
and these operations require: 
______________________________________ 
fetch w.sub.1 1 offset + 1 access 
fetch w.sub.7 1 offset + 1 access 
add and multiply by d.sub.3.sup.2 
1 multiply + 1 access 
fetch z.sub.1 1 offset + 1 access 
add -- 
store back in z.sub.1 
1 offset + 1 access 
fetch z.sub.7 1 offset + 1 access 
add -- 
store back in z.sub.7 
1 offset + 1 access 
______________________________________ 
As is evident in the above analysis, the repeated fetching of the common 
input element w.sub.1, and the repeated fetching and storing back of the 
common output element z.sub.1, can be eliminated. To achieve this saving, 
we simply keep w.sub.1 in a processor's hardware register and accumulate 
z.sub.1 in another hardware register. We then perform all operations on 
the registers to result in a shorter overall code sequence such as: 
______________________________________ 
fetch w.sub.1 (into r1) 
1 offset + 1 access 
fetch w.sub.5 1 offset + 1 access 
add and multiply by d.sub.1.sup.2 
1 multiply + 1 access 
fetch z.sub.1 (into r2) 
1 offset + 1 access 
add to r2 -- 
fetch z.sub.5 1 offset + 1 access 
add -- 
store back in z.sub.5 
1 offset + 1 access 
fetch w.sub.6 1 offset + 1 access 
add and multiply by d.sub.2.sup.2 
1 multiply + 1 access 
add to r2 -- 
fetch z.sub.6 1 offset + 1 access 
add -- 
store back in z.sub.6 
1 offset + 1 access 
fetch w.sub.7 1 offset 1 access 
add and multiply by d.sub.3.sup.2 
1 multiply + 1 access 
add to r2 -- 
store r2 in z.sub.1 
1 offset + 1 access 
fetch z.sub.7 1 offset + 1 access 
add -- 
store back in z.sub.7 
1 offset + 1 access 
______________________________________ 
The above optimization saved 6 offset calculations and 6 memory accesses. 
Generalizing on the above, if there is a group of k columns having a .+-.1 
in a common row, then 3(k-1) offset calculations and accesses can be 
saved. 
Maximal *-cover thus "groups" the columns of the matrix (the name "cover" 
comes from graph theory) according to whether they share a common row 
index. For each grouping of columns, the common input element is accessed 
exactly once. Also, the common output element is accessed once, updated 
for all columns in the group, and stored back once. 
The name "maximal" states that when there is more than one possible way of 
grouping columns, our grouping is the best in terms of saving offset 
calculations and memory accesses. Thus, to accomplish the maximal * cover, 
we resort to a graph theoretic model of the sub matrix of A containing all 
doubleton columns with a given pattern. In the graph, each column is 
represented by a node, and the existence of a .+-.1 in row i of any two 
columns is represented by an edge joining the two nodes corresponding to 
the two columns. The edge is labeled with the index i. It is easy to see 
that a "complete" subgraph of k nodes of this graph would represent some k 
columns having a .+-.1 in a common row. To obtain the maximal * cover, we 
first identify the largest complete subgraph of this graph. The nodes in 
this subgraph and their corresponding columns form one group of the 
*-cover. We now delete this subgraph from the original graph, and repeat 
the procedure, to identify other groups of the maximal * cover. 
Maximal * cover can be used for all the patterns, not just doubletons. 
Thus, using maximal *-cover for the 8 patterns described above results in 
significant savings in code length and consequent computational time. 
One additional advantage of maximal * cover is the savings in data storage. 
In FIG. 7 in the i-list we do not have to store the common row index 
repeatedly. For instance, in the doubleton columns spanning positions 
9-18, row indices 7 and 6 occur twice. With a maximal * cover, they need 
be stored only once. 
Code Generation 
The disclosure below is directed specifically to the optimizer method and 
apparatus of this invention. 
The above disclosed techniques for reducing the computational burdens 
associated with the Karmarkar system optimization method have been 
directed to solving the linear system of equations AD.sup.2 A.sup.T u=p. 
More particularly, we disclosed techniques that are useful in implementing 
the asymmetric conjugate gradient method, generally, and in efficiently 
performing the matrix product AD.sup.2 A.sup.T d' which is embodied in 
block 81 of FIG. 4, in particular. 
The other computationally intensive step in the Karmarkar method is found 
in block 82 of FIG. 4, where the calculation q'.rarw.L.sup.T G.sup.-1 Lq' 
is carried out. This calculation is normally performed by first developing 
the product Lq', then multiplying the result by the diagonal matrix 
G.sup.-1 and, lastly, multiplying the result by L.sup.T. The matrix L, 
however, is itself the product of elementary matrices E.sub.i, as 
described earlier. 
In multiplying a vector q' by a matrix E.sub.i, where E.sub.i has 1's on 
the diagonal, zeros everywhere else, and one non-zero value .epsilon. at 
row j and column i in the lower triangular half of the matrix (i.e., j&gt;i), 
the result is a new vector q' where all but one of the elements remain 
unchanged. Only the j.sup.th element changes to q'.sub.j .rarw.q'.sub.j 
+.epsilon.q'.sub.i. 
When viewed in this manner, it appears that the matrix product Lq' which 
equals E.sub.t E.sub.t-1 E.sub.t-2 . . . E.sub.3 E.sub.2 E.sub.1 q' can be 
specified by a sequence of elemental operations described by the triplets 
j,i,.epsilon.. Each such triplet means: replace element q'.sub.j with 
q'.sub.j +.epsilon.q'.sub.i. 
Viewed in a table format, the matrix product may be specified by the table 
______________________________________ 
j i .epsilon. 
______________________________________ 
2 1 .epsilon..sub.1 
3 1 .epsilon..sub.2 
3 2 .epsilon..sub.3 
4 1 .epsilon..sub.4 
. 
. 
N N-2 .epsilon..sub.t - 1 
N N-1 .epsilon..sub.t 
______________________________________ 
where the entries in the j and i columns are the appropriate indices, while 
the entries in the .epsilon. column are the .epsilon. values. 
Writing a Fortran subroutine to implement the matrix product from the above 
table may simply be: 
EQU DO 10 k=1,t 
EQU q(j(k))=q(j(k))+.epsilon.(k)q(i(k)) 
EQU 10 CONTINUE 
However, this simple subroutine definition does not give proper insight, 
because in order to execute the program the Fortran routine must be 
translated to machine language (complied) and placed in processor 200 in 
its compiled version. That version may be quite lengthy, as shown by way 
of the example below, where it is assumed that the above j,i,.epsilon. 
table is stored in "row major" order. That is, all of the elements in a 
row are stored contiguously in the memory. 
______________________________________ 
Complied subroutine: 
______________________________________ 
.cndot. 
Devote a register r.sub.1 to the index k and initialize it to zero. 
.cndot. 
Obtain and store the memory offsets (a) for the above j, i, 
.epsilon. table in register r.sub.2, (b) for the q' elements in 
register r.sub.3, 
and (c) for the .epsilon. elements in register r.sub.4. 
.cndot. 
add r.sub.1 
1 increment r.sub.1 by 1. 
.cndot. 
load r.sub.5 
r.sub.2 
load r.sub.5 with table offset 
.cndot. 
add r.sub.5 
r.sub.1 
add table offset to index k 
.cndot. 
loadi r.sub.6 
r.sub.5 
load the value of j into r.sub.6 
.cndot. 
add r.sub.6 
r.sub.3 
add q' offset to r.sub.6 
.cndot. 
loadi r.sub.7 
r.sub.6 
load value of q'.sub.j into r.sub.7 
.cndot. 
add r.sub.5 
1 increment r.sub.5 by 1. 
.cndot. 
loadi r.sub.6 
r.sub.5 
load the value of i into r.sub.6 
.cndot. 
add r.sub.6 
r.sub.3 
add q' offset to r.sub.6 
.cndot. 
loadi r.sub.8 
r.sub.6 
load the value of q'.sub.i into r.sub.8 
.cndot. 
add r.sub.5 
1 increment r.sub.5 by 1. 
.cndot. 
load r.sub.6 
r.sub.5 
load .epsilon..sub.k into r.sub.6 
.cndot. 
mpy r.sub.6 
r.sub.8 
multiply contents of r.sub.6 by contents of 
r.sub.8 
and store in r.sub.6 
.cndot. 
add r.sub.7 
r.sub.6 
accumulate result in r.sub.7 
.cndot. 
add r.sub.5 
-2 decrement r.sub.5 to the j column address 
.cndot. 
loadi r.sub.6 
r.sub.5 
get value of j 
.cndot. 
add r.sub.6 
r.sub.3 
add q' offset 
.cndot. 
storei r.sub.7 
r.sub.6 
store value of r.sub.7 in r.sub.6 address 
.cndot. 
go back to increment r.sub.1 (third bullet above). 
______________________________________ 
A review of this code reveals that a number of steps can be taken to reduce 
its length, such as storing the offset index value in r.sub.1 rather than 
the unoffset index value; storing the table in the form i,.epsilon., j to 
eliminate the double access to the address of j; and within the table, 
storing the actual addresses of q' in the i and j columns rather than the 
index values. When that is done, the above code can be reduced to the 
following: 
______________________________________ 
.cndot. load r.sub.1 with offset value of index k 
.cndot. add r.sub.1 
1 
.cndot. loadi r.sub.2 
r.sub.1 
.cndot. add r.sub.1 
1 
.cndot. loadi r.sub.3 
r.sub.1 
.cndot. mpy r.sub.2 
r.sub.3 
.cndot. add r.sub.1 
1 
.cndot. loadi r.sub.3 
r.sub.1 
.cndot. add r.sub.2 
r.sub.3 
.cndot. storei r.sub.2 
r.sub.1 
______________________________________ 
With a given j,i,.epsilon. table, still additional savings can be realized 
by taking advantage of some observations. First, that some of the 
.epsilon. terms have a value .+-.1. That obviates the need for double 
precision multiplication. Second, the situation may exist where there are 
entries in the i column, q'.sub.i, that do not get updated, which means 
that they are not found in the j column. Such an entry can be fetched from 
memory whenever it is called for, but it never needs to be restored in 
memory, for it is not altered. Additionally, if a variable in the j column 
needs to be altered with such a free variable, it can be altered at any 
convenient time. Third, a variable that needs to be altered, i.e., is 
found in column j, needs to be fetched from memory in preparation for its 
alteration and stored in memory after its alteration. It saves both a 
fetching and a storing operation, if such a variable is altered as many 
times as it needs to be, if at all possible, once it is fetched. If it 
needs to be altered with a free variable, at some later time (further down 
the j,i,.epsilon. table) than that entry in the table may be moved up. If, 
on the other hand, it needs to be altered with a variable that is not 
free, than that table entry may not be moved up. Lastly, if it is not a 
free variable, but the point where it is altered is further down the 
table, then the code can still be moved up. For purposes of the 
contemplated move it can be called a free variable. 
In light of the above, we can keep two pointers: one that is cognizant of 
the row in the j,i,.epsilon. table that is due to be coded, and another 
that twice searches through the table from the first pointer position to 
the end of the table. During the first pass, the second pointer searches 
for another entry where the current j table entry is found again in the j 
column (indicating that variable which has been altered needs to be 
altered again). During the second pass, the second pointer searches for 
another entry where the current i table entry is found again in the i 
column. We define a variable in column i pointed to by the second pointer 
as a free variable if it is not found in the j column between the first 
pointer and the second pointer. During the first pass, if a table entry is 
found where the j table entry is the same as the one pointed to by the 
first pointer, and the i table entry is free, then that entry is moved to 
the position immediately below the first pointer. The first pointer is 
then advanced, code is generated, and the first pass continues. When the 
first pass ends, the variable that has been altered is stored in memory, 
and the second pass is begun. During the second pass, if a table entry is 
found where the i table entry is the same as the one pointed to by the 
first pointer, and this i table entry found is free, then that entry is 
also moved to the position immediately below the first pointer. The first 
pointer is then advanced, code is generated, and the second pass is 
terminated. 
An example may be in order. The table below presents an example where 
vector q' has 16 elements and the L is generated with a j,i,.epsilon. 
table of 8 entries. 
______________________________________ 
j i .epsilon. 
______________________________________ 
q'.sub.15 q'.sub.5 .epsilon..sub.8 
q'.sub.12 q'.sub.4 .epsilon..sub.7 
q'.sub.11 q'.sub.6 .epsilon..sub.6 
q'.sub.7 q'.sub.5 .epsilon..sub.5 
q'.sub.4 q'.sub.2 .epsilon..sub.2 
q'.sub.3 q'.sub.5 .epsilon..sub.3 
q'.sub.16 q'.sub.2 .epsilon..sub.2 
q'.sub.15 q'.sub.1 .epsilon..sub.1 
______________________________________ 
We start by accessing q'.sub.5 and storing it in register r.sub.1, and 
accessing q'.sub.15 and storing it in register r.sub.2. Register r.sub.2 
is allocated to the variables that are altered (output variables), where 
register r.sub.1 is allocated to the free variables. At this point we 
generate the first code pattern for q'.sub.j .rarw.q'.sub.j 
+.epsilon.q'.sub.i with 
______________________________________ 
.cndot. loadi r.sub.1 q'.sub.5 
.cndot. loadi r.sub.2 q'.sub.15 
.cndot. load r.sub.3 .epsilon..sub.8 
.cndot. mpy r.sub.3 r.sub.1 
.cndot. add r.sub.2 r.sub.3. 
______________________________________ 
Having generated the elemental augmentation code, the first pointer points 
to row 1, and we proceed with the first pass of the second pointer. We 
find that q'.sub.15 is found in the eighth row, and the i table entry is 
not found in the j column between the first row and the eighth row. 
Accordingly, we move the eight row to the second row (pushing down the 
remaining rows), advance the first pointer to the second row, and generate 
the second code pattern 
______________________________________ 
.cndot. loadi r.sub.1 q'.sub.1 
.cndot. load r.sub.3 .epsilon..sub.1 
.cndot. mpy r.sub.3 r.sub.1 
.cndot. add r.sub.2 r.sub.3. 
______________________________________ 
At this point the first pass ends, and we proceed to the second pass, 
looking for an i table entry with q'.sub.1. Not having found one, at the 
end of the second pass we store the contents of register r.sub.2, advance 
the first pointer to the third row and repeat the first code pattern for 
q'.sub.12 and q'.sub.4. The above-described procedure as applied to the 
entire table results in the table shown below. 
______________________________________ 
j i .epsilon. 
______________________________________ 
q'.sub.15 q'.sub.5 .epsilon..sub.3 
q'.sub.15 q'.sub.1 .epsilon..sub.1 
q'.sub.12 q'.sub.4 .epsilon..sub.7 
q'.sub.11 q'.sub.6 .epsilon..sub.6 
q'.sub.7 q'.sub.5 .epsilon..sub.5 
q'.sub.3 q'.sub.5 .epsilon..sub.8 
q'.sub.4 q'.sub.2 .epsilon..sub.2 
q'.sub.16 q'.sub.2 .epsilon..sub.2 
______________________________________ 
It may be realized that in the above example it is assumed that only two 
registers are available for holding q' values. When more registers are 
available, additional savings can be had. For example, if another register 
were available, the q'.sub.5 value fetched in the first row would not have 
needed to be recalled in the fifth row and, in fact, rows five and six in 
the above table could have been moved to rows three and four. The same 
principle can be applied to the output variables. If an output variable is 
to be altered with another row in which the i table entry is not free, 
such an output register can be held in an additionally available hardware 
register until such time as the i table entry becomes free. 
It may be realized that the process described above is not one that is 
carried out in the "mainline" of executing the Karmarkar method. Rather, 
it is a process that prepares a program to be carried out at some later 
time. In a sense, what we have described in connection with code 
generation is a compilation process for the simple Fortran program 
described above, which can be used to evaluate block 82 in FIG. 4. Our 
procedure is different from conventional compiling, however, in that it is 
sensitive to the actual data that is manipulated from iteration to 
iteration, as compared to the static program structure. 
Our code generation approach is useful generally for situations where the 
data does not change, or changes seldomly. In the case at hand, where the 
A matrix for any particular optimization problem is fixed and hence the L 
matrix is dynamically fixed (L does change in block 94 of FIG. 3), our 
code generation procedure yields a very efficient code, where the 
processing time in carrying out the code generation is more than offset by 
the saving in processing time when carrying out the matrix products of 
block 82. Our code generation procedure is carried out in block 94 of FIG. 
3. 
Use Of Our Method And Apparatus 
Currently, the best mode contemplated by us for carrying out our invention 
is a general purpose processor or processors connected to the system whose 
operation, or whose resource allocation, is to be optimized. As described 
above, this arrangement is depicted in FIG. 5. By "general purpose" we 
mean that the processor is not "hard wired" to perform only our procedure, 
but is programmable. So far, we have applied the optimizer which embodies 
our method to simulations of facility planning applications, such as 
designing the number of telecommunications trunks and lines required 
between diverse locations; network (e.g., telecommunications) flow 
optimization tasks; transportation industry allocation and operation 
optimization tasks (such as the airline industry), dynamic non 
hierarchical routing, and others. By way of example of the improvements 
attained with our method, in a sample optimization task where the A matrix 
has 6400 rows and 12,800 columns, and 25,600 non-zero terms, the 
commercially available MINOS V program required 40,518 iterations and 
consumed 979 minutes of CPU time on a VAX 8700. With our method, in 
contradistinction, only 36 iterations were required, and only 11.6 
minutes of CPU time were consumed. A speedup by a factor of 84. In a 
transportation application with 6,400 rows and 15,000 columns, the 
MPSX/WIZARD (the old simplex algorithm) failed to find an optimal solution 
in about 20 hours of CPU time on the IBM 3090 model 400 machine. 
Equivalent estimate time for the MINOS program on our optimizer apparatus 
was about 720 hours, while our method arrived at a solution in 98 minutes! 
From the above it can be appreciated that what we are able to do with our 
preconditioned asymmetric conjugate gradient method, the maximal * cover, 
outer product, and code generation is to achieve a result that was not 
practical heretofore; to wit, realize apparatus that is capable of 
improving the operation of a system--and in some application, on a real 
time basis. The frequency of use of our method and apparatus in a 
commercial environment will, practically, depend on the nature of the task 
and its size. In a facility design situation, for example, our method will 
be used only a few number of times. In a transportation optimization 
situation, on the other hand, our method will be used regularly, and with 
a frequency that will depend on the time that is required to arrive at a 
solution. In a banking environment, however, we expect a use that is 
somewhat in between.