Algorithms For Optimisation

Laurence C.W Dixon

doi:10.1117/12.944053

20 April 1988 Algorithms For Optimisation

Laurence C.W Dixon

Proceedings Volume 0880, High Speed Computing; (1988) https://doi.org/10.1117/12.944053
Event: 1988 Los Angeles Symposium: O-E/LASE '88, 1988, Los Angeles, CA, United States

Abstract

In this paper the state of art of designing optimisation algorithms for parallel processing computers will be reviewed. The availability of parallel processing hardware implies the redesign of optimisation software. As on a sequential computer most of the computer time is spent in calculating either the function and its derivatives, and/or the constraints and their derivatives, it is natural that ways of evaluating these in parallel be considered first. It will be shown that automatic differentiation provides an excellent tool for this purpose. A library of codes will then be described based on parallel processed structured automatic differentiation; which also utilise parallel processing in calculating their direction of search. In particular, parallel versions of the Newton Raphson, Variable Metric, Conjugate Gradient, Truncated Newton algorithms will be described, followed by two codes for constrained optimisation and one for global optimisation. Finally, our experience using the ICL-DAP processor for solving finite element optimisation problems will be described.

Citation Download Citation

Laurence C.W Dixon "Algorithms For Optimisation", Proc. SPIE 0880, High Speed Computing, (20 April 1988); https://doi.org/10.1117/12.944053

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