SC13 Home > SC13 Schedule > SC13 Presentation - Mystic: a Framework for Optimal Performance Modeling

SCHEDULE: NOV 16-22, 2013

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Mystic: a Framework for Optimal Performance Modeling

SESSION: Emerging Technologies

EVENT TYPE: Emerging Technologies

TIME: 10:00AM - 5:30PM

ROOM:Booth 3547

We have developed a new rigorous mathematical framework for quantifying risk designed to utilize all available information and predict the impact of Black Swan events. These rigorous predictors are global optimizations over all possible valid scenarios, and do not rely on common approximations in computing priors that lead to the exclusion of high-impact rare events. Such optimizations, however, are high-dimensional, highly-constrained, and non-convex, and generally impossible to solve with current optimization technology. We will overview of our mathematical framework, and the powerful optimization software we have developed to rigorously solve real-world problems in predictive science, finance, and technology. The software runs in standard python on a simple laptop -- however, it trivially scales up to potentially petascale and larger calculations running on some of the largest computers on the planet. We will also discuss the application of this technology to exascale system performance and design.

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