Parallel computing in bound constrained quadratic programming

MaRDI QIDQ2718097zbMATH OpenFDO

Authors M. D'Apuzzo, V. De Simone, M. Marino, Gerardo Toraldo

Publication date 17 December 2002

Published in Annali dell'Università di Ferrara. Nuova Serie. Sezione VII (Search for Journal in Brave)

zbMATH Keywords

active set methodbox-constrained quadratic programmingimplementationinterior point methodnumerical examplesparallel computingparallel softwarepotential reduction algorithmprojected gradient methodsoftware

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Interior-point methods (90C51)

Review text

The purpose of this paper is to develop an efficient parallel mathematical software for solving large-scale convex constrained quadratic programming problems on high performance computers. The authors compare the parallelism of active set and interior point strategies, more precisely, of the projected gradient and potential reduction algorithm, respectively. They outline the key computational kernels arising in the implementation of the algorithms under consideration and elaborate parallelizations for the computational algebra kernels. Thereafter some computational results of the implementation of the parallel algorithms on a distributed memory computer are presented. On the basis of the computational results they establish that on sequential computers active set strategies can be competetive with interior point algorithms but on multiprocessors the potential reduction algorithm is the most attractive.

Recommendations

• Data Parallel Quadratic Programming on Box-Constrained Problems
• A parallel algorithm for constrained concave quadratic global minimization
• scientific article; zbMATH DE number 1424212
• Parallel Constraint Distribution in Convex Quadratic Programming
• scientific article; zbMATH DE number 1064843

Cited in

(13)

• Parallel interior-point method for linear and quadratic programs with special structure
• Parallel implementation of successive convex relaxation methods for quadratic optimization problems
• Parallel orthogonal factorization null-space method for dynamic quadratic programming
• scientific article; zbMATH DE number 4202061 (Why is no real title available?)
• Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem
• scientific article; zbMATH DE number 1304344 (Why is no real title available?)
• Parallel Constraint Distribution in Convex Quadratic Programming
• scientific article; zbMATH DE number 724213 (Why is no real title available?)
• scientific article; zbMATH DE number 1064843 (Why is no real title available?)
• scientific article; zbMATH DE number 2097200 (Why is no real title available?)
• Data Parallel Quadratic Programming on Box-Constrained Problems
• scientific article; zbMATH DE number 1424212 (Why is no real title available?)
• Using quadratic programming to solve high multiplicity scheduling problems on parallel machines

This page was built for publication: Parallel computing in bound constrained quadratic programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2718097)