A parallel algorithm for constrained and nonlinear optimization problems

摘要：

To improve Parallel Variable Transformation method (PVT) for unconstrained optimization problem, different research direction is constructed in every processor. The every research direction is proved to a descent direction. Every minimizer is researched along every descent direction in every processor. A starting vector is updated by selecting the minimizer in every processor in next iteration. In theory, Convergence and rates of convergence of the method is proved. Some numerical results on HP rx 2600 cluster show that experimental results are consistent with the theory, and the efficiency of the algorithm is very high.

关键词： unconstrained optimization problem PVT algorithm Parallel algorithm HP rx2600 cluster

作者: Wang Bao Sun Qin

作者单位: School of Aeronautics, NWPU Xian ,China

会议类型: 国际会议

会议名称: 2010 IEEE International Conference on Intelligent Computing and Intelligent Systems(2010 IEEE 智能计算与智能系统国际会议 ICIS 2010)

会议地点: 厦门

会议语种:英文

页码: 666-669

在线出版日期: 2010-10-29（万方平台首次上网日期，不代表论文的发表时间）