Article ID: | iaor20003786 |
Country: | Netherlands |
Volume: | 13 |
Issue: | 1/2/3 |
Start Page Number: | 253 |
End Page Number: | 274 |
Publication Date: | Apr 1999 |
Journal: | Computational Optimization and Applications |
Authors: | Fukushima Masao, Yamakawa Eiki |
Keywords: | optimization, computational analysis |
This paper studies performance of the parallel variable transformation (PVT) algorithm for unconstrained nonlinear optimization through numerical experiments on a Fujitsu VPP500, one of the most up-to-date vector parallel computers. Special attention is paid to a particular form of the PVT algorithm that is regarded as a generalization of the block Jacobi algorithm that allows overlapping of variables among processors. Implementation strategies on the VPP500 are described in detail and results of numerical experiments are reported.