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Efficient Serial and Parallel Implementations of the Cutting Angle Method

  • Gleb Beliakov
  • Kai Ming Ting
  • Manzur Murshed
  • Alex Rubinov
  • Marcello Bertoli
Chapter
Part of the Applied Optimization book series (APOP, volume 82)

Abstract

We examine efficient computer implementation of one method of deterministic global optimization, the cutting angle method. In this method the objective function is approximated from below with piecewise linear auxiliary functions. The sequence of global minima of these auxiliary functions converges to the global minimum of the objective function. Computing the minima of the auxiliary function is a combinatorial problem, and we show that it can be effectively parallelized. We discuss the improvements made to the serial implementation of the cutting angle method, and ways of distributing computations across multiple processors on parallel and cluster computers.

Keywords

global optimization cutting angle method parallel computing 

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Copyright information

© Kluwer Academic Publishers B.V. 2003

Authors and Affiliations

  • Gleb Beliakov
    • 1
  • Kai Ming Ting
    • 2
  • Manzur Murshed
    • 2
  • Alex Rubinov
    • 3
  • Marcello Bertoli
    • 3
  1. 1.School of Computing and MathematicsDeakin UniversityClaytonAustralia
  2. 2.Gippsland School of Computing and Information TechnologyMonash UniversityVictoriaAustralia
  3. 3.School of Information technology and Mathematical SciencesUniversity of BallaratBallaratAustralia

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