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GPU-Based Parallel Computations in Multicriterial Optimization

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Supercomputing (RuSCDays 2018)

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 965))

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Abstract

In the present paper, an efficient approach for solving the time-consuming multicriterial optimization problems, in which the optimality criteria could be the multiextremal ones and computing the criteria values could require a large amount of computations is proposed. The proposed approach is based on the reduction of the multicriterial problems to the scalar optimization ones with the use of the minimax convolution of the partial criteria, on the dimensionality reduction with the use of the Peano space-filling curves, and on the application of the efficient information-statistical global optimization methods. An additional application of the block multistep scheme provides the opportunity of the large-scale parallel computations with the use of the graphics processing units (GPUs) with thousands of computational cores. The results of the numerical experiments have demonstrated such an approach to allow improving the computational efficiency of solving the multicriterial optimization problems considerably – hundreds and thousands.

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Acknowledgements

This research was supported by the Russian Science Foundation, project No 16-11-10150 “Novel efficient methods and software tools for time-consuming decision-making problems using supercomputers of superior performance”.

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Authors and Affiliations

  1. Lobachevsky State University of Nizhni Novgorod, Nizhni Novgorod, Russia

    Victor Gergel & Evgeny Kozinov

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  1. Victor Gergel
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  2. Evgeny Kozinov
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Correspondence to Victor Gergel .

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Editors and Affiliations

  1. Research Computing Center (RCC), Moscow State University, Moscow, Russia

    Vladimir Voevodin

  2. RCC, Moscow State University, Moscow, Russia

    Sergey Sobolev

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Gergel, V., Kozinov, E. (2019). GPU-Based Parallel Computations in Multicriterial Optimization. In: Voevodin, V., Sobolev, S. (eds) Supercomputing. RuSCDays 2018. Communications in Computer and Information Science, vol 965. Springer, Cham. https://doi.org/10.1007/978-3-030-05807-4_8

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  • DOI: https://doi.org/10.1007/978-3-030-05807-4_8

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  • Online ISBN: 978-3-030-05807-4

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