A parallel quasi-Newton method for partially separable large scale minimization

A parallel quasi-Newton method for partially separable large scale minimization

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Article ID: iaor1988700
Country: Switzerland
Volume: 14
Start Page Number: 195
End Page Number: 211
Publication Date: Dec 1988
Journal: Annals of Operations Research
Authors: ,
Keywords: parallel processing
Abstract:

The parallel quasi-Newton method based on updating conjugate subspaces can be very effective for large-scale sparse minimization because conjugate subspaces with respect to sparse Hessians are usually easy to obtain. The authors demonstrate this point in this paper for the partially separable case with matrices updated by a quasi-Newton scheme of Griewank and Toint. The algorithm presented is suitable for parallel computation and economical in computer storage. Some testing results of the algorithm on an Alliant FX/8 minisupercomputer are reported.

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