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Concurrent Nomadic and Bundle Search: A Class of Parallel Algorithms for Local Optimization

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Parallel Processing and Applied Mathematics (PPAM 2013)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 8385))

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Abstract

We present a family of algorithms for local optimization that exploit the parallel architectures of contemporary computing systems to accomplish significant performance enhancements. This capability is important for demanding real time applications, as well as, for problems with time–consuming objective functions. The proposed concurrent schemes namely nomadic and bundle search are based upon well established techniques such as quasi-Newton updates and line searches. The parallelization strategy consists of (a) distributed computation of an approximation to the Hessian matrix and (b) parallel deployment of line searches on different directions (bundles) and from different starting points (nomads). Preliminary results showed that the new parallel algorithms can solve problems in less iterations than their serial rivals.

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Acknowledgments

This work is co-financed by the European Union and Greece Operational Program “Human Resources Development” -NSFR 2007–2013 - European Social Fund.

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Authors and Affiliations

  1. Nodalpoint Systems LTD, Athens, Greece

    Costas Voglis

  2. Department of Computer Science, University of Ioannina, 1186, 45110, Ioannina, Greece

    Costas Voglis & Isaac E. Lagaris

  3. Department of Materials Science and Engineering, University of Ioannina, 1186, 45110, Ioannina, Greece

    Dimitrios G. Papageorgiou

Authors
  1. Costas Voglis
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  2. Dimitrios G. Papageorgiou
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  3. Isaac E. Lagaris
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Corresponding author

Correspondence to Costas Voglis .

Editor information

Editors and Affiliations

  1. Institute of Computer and Information Science, Czestochowa University of Technology, Czestochowa, Poland

    Roman Wyrzykowski

  2. University of Tennessee, Department of Computer Science, Knoxville, Tennessee, USA

    Jack Dongarra

  3. Institute of Computer and Information Science, Czestochowa University of Technology, Czestochowa, Poland

    Konrad Karczewski

  4. Technical University of Denmark Informatics and Mathematical Modelling, Kongens Lyngby, Denmark

    Jerzy Waśniewski

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Voglis, C., Papageorgiou, D.G., Lagaris, I.E. (2014). Concurrent Nomadic and Bundle Search: A Class of Parallel Algorithms for Local Optimization. In: Wyrzykowski, R., Dongarra, J., Karczewski, K., Waśniewski, J. (eds) Parallel Processing and Applied Mathematics. PPAM 2013. Lecture Notes in Computer Science(), vol 8385. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-55195-6_32

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  • DOI: https://doi.org/10.1007/978-3-642-55195-6_32

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-55194-9

  • Online ISBN: 978-3-642-55195-6

  • eBook Packages: Computer ScienceComputer Science (R0)

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