Analysis and comparison of high-performance computing solvers for minimisation problems in signal processing

Abstract

Several physics and engineering applications involve the solution of a minimisation problem to compute an approximation of the input signal. Modern hardware and software use high-performance computing to solve problems and considerably reduce execution time. In this paper, different optimisation methods are compared and analysed for the solution of two classes of non-linear minimisation problems for signal approximation and denoising with different constraints and involving computationally expensive operations, i.e., (i) the global optimisers divide rectangle-local and the improved stochastic ranking evolution strategy, and (ii) the local optimisers principal axis, the Limited-memory Broyden, Fletcher, Goldfarb, Shanno, and the constrained optimisation by linear approximations. The proposed approximation and denoising minimisation problems are attractive due to their numerical and analytical properties, and their analysis is general enough to be extended to most signal-processing problems. As the main contribution and novelty, our analysis combines an efficient implementation of signal approximation and denoising on arbitrary domains, a comparison of the main optimisation methods and their high-performance computing implementations, and a scalability analysis of the main algebraic operations involved in the solution of the problem, such as the solution of linear systems and singular value decomposition. Our analysis is also general regarding the signal processing problem, variables, constraints (e.g., bounded, non-linear), domains (e.g., structured and unstructured grids, dimensionality), high-performance computing hardware (e.g., cloud computing, homogeneous vs. heterogeneous). Experimental tests are performed on the CINECA Marconi100 cluster at the 26th position in the “top500” list and consider several parameters, such as functional computation, convergence, execution time, and scalability. Our experimental tests are discussed on real-case applications, such as the reconstruction of the solution of the fluid flow field equation on an unstructured grid and the denoising of a satellite image affected by speckle noise. The experimental results show that principal axis is the best optimiser in terms of minima computation: the efficiency of the approximation is $\text{38\%}$ with 256 processes, while the denoising has $\text{46\%}$ with 32 processes.