×

The development of parallel optimisation routines for th NAG parallel library. (English) Zbl 0942.65066

De Leone, Renato (ed.) et al., High performance algorithms and software in nonlinear optimization. Conference, HPSNO 97, Ischia, Italy, June 1997. Dordrecht: Kluwer Academic Publishers. Appl. Optim. 24, 175-187 (1998).
Summary: This paper considers the design, development and evaluation of parallel nonlinear optimization routines (for both unconstrained and constrained problems). The objective is to exploit the robustness of the existing serial routines and exploit parallelism in the concurrent evaluation of the objective function (and possibly the constraint functions) at a number of points in the parameter space. We review the implications of this approach in the context of the NAG Parallel library and present some initial performance results obtained on a Fujitsu AP3000 (a closely-coupled message-passing system) and a network of UNIX workstations connected by ethernet. These results indicate the potential of this approach and suggest that a more sophisticated load balancing scheme would result in improved parallel performance.
For the entire collection see [Zbl 0931.00038].

MSC:

65K05 Numerical mathematical programming methods
65Y05 Parallel numerical computation
90C30 Nonlinear programming
65Y15 Packaged methods for numerical algorithms

Software:

NAG; CUTEr
PDFBibTeX XMLCite