A parallel computing scheme for minimizing a class of large scale functions

DOI10.1016/0096-3003(89)90055-6MaRDI QIDQ1822903zbMATH OpenOpenAlexFDO

Authors Renpu Ge

Publication date 1989

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(89)90055-6

zbMATH Keywords

algorithmconvergence ratefunction with partially separable variablesglobal minimizationlarge scale functionsparallel computing scheme

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

This paper deals with the problem of globally minimizing over \({\mathbb{R}}^ n\) functions of the form \[ f(x)=\sum^{m}_{i=1}f_ i(x_ i)+\sum^{m}_{i=1}\sum_{j>i}f_{ij}(x_ i,x_ j), \] where \(x_ i\in {\mathbb{R}}^{n(i)}\) (1\(\leq i\leq m)\), \(f_ i\) is twice continuously differentiable and \(f_{ij}\) is bilinear. An algorithm of solving this problem is presented and it is shown that, under some conditions, it converges with a specific relative convergence rate. Also, it is proved that the algorithm can be adapted for solving systems of homogeneous equations in which the right-hand-side functions have forms similar with f above.

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Cites work

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Cited in

(7)

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• A parallel cost-optimal algorithm to compute the supremum of max-min powers
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• A parallel implementation of the simplex function minimization routine
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• A parallel minimization algorithm based on a 1 homogeneous model
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