Some Parallel Extensions to Optimization Methods in OPT++

[摘要] OPT++ provides an array of optimization tools for solving scientific and engineering design problems. While these tools are useful, all of the code is serial. With increasingly easy access to multiprocessor machines and clusters of workstations, this results in unnecessarily long times to solution. In order to correct this problem, we have implemented a number of parallel techniques in OPT++. In particular, we have incorporated a speculative gradient algorithm that drastically reduces the time to solution for standard trust-region and line search algorithms. In addition, we have implemented a new version of the Trust-Region Parallel Direct Search (TRPDS) algorithm of Hough and Meza that yields a significant reduction in solution time for problems with expensive function evaluations.

[发布日期] 2000-10-01 [发布机构] Sandia National Laboratories

[关键词] 99 General And Miscellaneous//Mathematics, Computing, And Information Science;Parallel Processing;Optimization;Algorithms;Array Processors