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Parallel Branch and Bound Algorithm with Combination of Lipschitz Bounds over Multidimensional Simplices for Multicore Computers

  • Remigijus Paulavičius
  • Julius Žilinskas
Part of the Springer Optimization and Its Applications book series (SOIA, volume 27)

Abstract

Parallel branch and bound for global Lipschitz minimization is considered. A combination of extreme (infinite and first) and Euclidean norms over a multidimensional simplex is used to evaluate the lower bound. OpenMP has been used to implement the parallel version of the algorithm for multicore computers. The efficiency of the developed parallel algorithm is investigated solving multidimensional test functions for global optimization.

Keywords

Global Optimization Feasible Region Parallel Version Sequential Algorithm Lipschitz Bound 
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Copyright information

© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  • Remigijus Paulavičius
    • 1
  • Julius Žilinskas
    • 2
  1. 1.Vilnius Pedagogical UniversityStudentu 39Lithuania
  2. 2.Vilnius Gediminas Technical UniversitySaulėtekio 11Lithuania

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