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Parallel Hierarchical Methods for Complex Systems Optimization

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Computational Science and Its Applications - ICCSA 2006 (ICCSA 2006)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3980))

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Abstract

The paper is concerned with computational research for large scale systems. The focus is on the hierarchical optimization methods that can be successfully applied to large scale optimization problems. A key issue is the possibility of solving several less dimension problems instead of one global high dimension task. Particular emphasis is laid on coarse granularity parallel implementation and its effectiveness. The paper discusses the usage of price coordination for real-life systems optimization. The results of numerical experiments performed for mean-variance portfolio selection using cluster of computers are presented and discussed.

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Author information

Authors and Affiliations

  1. Institute of Control and Computation Engineering, Warsaw University of Technology, Nowowiejska 15/19, 00-665, Warsaw, Poland

    Ewa Niewiadomska-Szynkiewicz

  2. Research and Academic Computer Network (NASK), Wawozowa 18, 02-796, Warsaw, Poland

    Ewa Niewiadomska-Szynkiewicz

Authors
  1. Ewa Niewiadomska-Szynkiewicz
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Editor information

Editors and Affiliations

  1. Department of Computer Science, University of Calgary, 2500 University Drive N.W., T2N 1N4, Calgary, AB, Canada

    Marina Gavrilova

  2. Department of Mathematics and Computer Science, University of Perugia, via Vanvitelli, 1, I-06123, Perugia, Italy

    Osvaldo Gervasi

  3. William Norris Professor, Head of the Computer Science and Engineering Department, University of Minnesota, USA

    Vipin Kumar

  4. OptimaNumerics Ltd., Cathedral House, 23-31 Waring Street, BT1 2DX, Belfast, UK

    C. J. Kenneth Tan

  5. Clayton School of IT, Monash University, 3800, Clayton, Australia

    David Taniar

  6. Department of Chemistry, University of Perugia, Via Elce di Sotto, 8, I-06123, Perugia, Italy

    Antonio Laganá

  7. School of Computing, Soongsil University, Seoul, Korea

    Youngsong Mun

  8. School of Information and Communication Engineering, Sungkyunkwan University, Korea

    Hyunseung Choo

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© 2006 Springer-Verlag Berlin Heidelberg

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Niewiadomska-Szynkiewicz, E. (2006). Parallel Hierarchical Methods for Complex Systems Optimization. In: Gavrilova, M., et al. Computational Science and Its Applications - ICCSA 2006. ICCSA 2006. Lecture Notes in Computer Science, vol 3980. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11751540_57

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  • DOI: https://doi.org/10.1007/11751540_57

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-34070-6

  • Online ISBN: 978-3-540-34071-3

  • eBook Packages: Computer ScienceComputer Science (R0)

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