Abstract
In this paper we will consider the effect of introducing parallel computers to solve optimisation problems. We briefly highlight four situations where most improvements are likely. We consider the possible interaction of the four classifications with the currently available parallel processing machines. A brief description of one of the parallel systems, ICL DAP, is outlined. We have implemented two parallel (SIMD) algorithms, one for local optimisation and the other for global optimisation, on the ICL DAP. Numerical results, together with the processing times, are reported.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
A.H.O. Brown, The development of computer optimisation procedures for use in Aero Engine Design, in: Optimization in Action, ed. L.C.W. Dixon (Academic Press, 1976)
L.C.W. Dixon and K.D. Patel, The place of parallel computation in Numerical Optimisation II, The global problem. Proc. EEC/CNR Summer School: Design of Numerical Algorithms for Parallel Processing (Bergamo University, 1981)
P.G. Ducksbury, The implementation of a parallel version of Price's (CRS) algorithm on the ICL DAP, Techn. Rep. 127 (The Numerical Optimisation Centre, The Hatfield Polytechnic, 1982).
K.D. Patel, Implementation of a parallel (SIMD) modified Newton algorithm on teh ICL DAP, IMA Proc. of The progress in the use of vector and array processors (University of Bristol, 1982).
K.D. Patel, Controlled Random Search algorithm for the solution of multiextremal global optimisation problem: sequential and parallel (MIMD) implementation. Presented at IFIP Workshop on Stochastic Programming: Algorithms and applications (University of Milan, Sept., 1983).
G. Rodrigue and A. Greenbaum, The incomplete Cholesky Conjugate Gradient method for the STAR, Lawrence Livermore Lab. Report UCID-17574 (1977).
G. Rodrigue, P.F., Dubois and A. Greenbaum, Approx. the inverse of a matrix for use in iterative algorithms on a vector processor, Computing 22 (1979)257.
R.S. Schreiber, The implementation of the Conjugate Gradient method on a vector computer, Stanford University, CA 94305 (1981).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Patel, K.D. Parallel computation and numerical optimisation. Ann Oper Res 1, 135–149 (1984). https://doi.org/10.1007/BF01876144
Issue Date:
DOI: https://doi.org/10.1007/BF01876144