1. Parallel Variable Distribution Algorithm for Constrained Optimization with Nonmonotone Technique.
- Author
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Congying Han, Tingting Feng, Guoping He, and Tiande Guo
- Subjects
- *
ALGORITHMS , *CONSTRAINED optimization , *NUMERICAL analysis , *MATHEMATICAL analysis , *MATHEMATICAL statistics , *GRAPHICS processing units , *CUDA (Computer architecture) - Abstract
A modified parallel variable distribution (PVD) algorithm for solving large-scale constrained optimization problems is developed, which modifies quadratic subproblem QP1 at each iteration instead of the QP01 of the SQP-type PVD algorithm proposed by C. A. Sagastiz'abal and M. V. Solodov in 2002.The algorithm can circumvent the difficulties associated with the possible inconsistency of QP01 subproblem of the original SQP method. Moreover, we introduce a nonmonotone technique instead of the penalty function to carry out the line search procedure with more flexibly. Under appropriate conditions, the global convergence of the method is established. In the final part, parallel numerical experiments are implemented on CUDA based on GPU (Graphics Processing unit). [ABSTRACT FROM AUTHOR]
- Published
- 2013
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