Abstract
We consider in this paper an efficient approach to the parallel solution of complex multicriterial optimization problems using heterogeneous computing systems. The complexity of these problems can be very high since the criteria that are to be optimized can be multiextremal and the computation of criteria values can be time-consuming. In the framework of the proposed approach, the multicriterial optimization problem is reduced to the solution of a series of global optimization problems by means of the convolution of the partial criteria with different sets of parameters. To solve the series of global optimization problems, we apply an efficient information-statistical method of global search. Parallel computations are implemented through the simultaneous solution of several global optimization problems. We present in this paper a comparative analysis of various methods for parallel computations and the results of numerical experiments.
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Notes
- 1.
On account of the initial assumptions on possible multiextremality of the characteristics \(w_j(y)\), \(1 \le j \le M\), from (1).
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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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Gergel, V., Kozinov, E. (2019). Comparative Analysis of Parallel Computational Schemes for Solving Time-Consuming Decision-Making Problems. In: Sokolinsky, L., Zymbler, M. (eds) Parallel Computational Technologies. PCT 2019. Communications in Computer and Information Science, vol 1063. Springer, Cham. https://doi.org/10.1007/978-3-030-28163-2_8
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