Parallel orthogonal factorization null-space method for dynamic quadratic-programming

Parallel orthogonal factorization null-space method for dynamic quadratic-programming

0.00 Avg rating0 Votes
Article ID: iaor1997349
Country: United States
Volume: 85
Issue: 2
Start Page Number: 409
End Page Number: 434
Publication Date: Feb 1995
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: programming: dynamic
Abstract:

An algorithm has been developed to solve quadratic programs that have a dynamic programming structure. It has been developed for use as part of a parallel trajectory optimization algorithm and aims to achieve significant speed without sacrificing numerical stability. The algorithm makes use of the dynamic programming problem structure and the domain decomposition approach. It parallelizes the orthogonal factorization null-space method of quadratic programming by developing a parallel orthogonal factorization and a parallel Cholesky factorization. Tests of the algorithm on a 32-node INTEL IPSC/2 hypercube demonstrate speedup factors as large as 10 in comparison to the fastest known equivalent serial algorithm.

Reviews

Required fields are marked *. Your email address will not be published.