Skip to main content

Parallel Global Optimization of High-Dimensional Problems

  • Conference paper
  • First Online:
Recent Advances in Parallel Virtual Machine and Message Passing Interface (EuroPVM/MPI 2002)

Abstract

A parallel version of an optimization algorithm for arbitrary functions of arbitrary dimension N has been developed and tested on an IBM-Regatta HPC system equipped with 16 CPUs of Power4 type, each with 1.3 GHz clock frequency. The optimization algorithm follows a simplex-like stochastic search technique aimed at quasi-complete sampling of all the local minima. Parallel functionality is incorporated with the Message Passing Interface - MPI - version 1.2. The program is applied to typical problems of dimension N=60 and N=512 and the results are analyzed with respect to operability and parallel scalability.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Spendley, W., Hext, G.B., Himsworth, F.R.: Sequential application of simplex design in optimisation and evolutionising operation. Technometrics 4 (1962) 441

    Article  MATH  MathSciNet  Google Scholar 

  2. Nelder, J. A., Mead, R.: A simplex method for function minimization. Comp. J. (1963) 308

    Google Scholar 

  3. Torczon, J.V.: On the convergence of the multi-directional search algorithm. SIAM J. Optimization 1 (1991) 123–145

    Article  MATH  MathSciNet  Google Scholar 

  4. Torczon, J.V.: Multi-Directional Search: A Search Algorithm for Parallel Machines. PhD thesis, Rice University, Houston, Texas (May 1989)

    Google Scholar 

  5. Bassiri, K., Hutchinson, D.: New Parallel Variants on Parallel Multi-Dimensional Search for Unconstraint Optimisation. research report 94.28, Div. of Computer Science, University of Leeds, UK, (1994)

    Google Scholar 

  6. Gropp, W., Lusk, E., Skjellum, A.: Using MPI: Portable Parallel Programming with the Message Passing Interface. 2nd edition. MIT Press, Cambridge, MA, (1999)

    Book  Google Scholar 

  7. Dennis, S., Vajda, S.: Semiglobal Simplex Optimization and its Application to Determining the Preferred Solvation Sites of Proteins. J. Comp. Chem. 23,2 (2002) 319–334

    Article  Google Scholar 

  8. Brent, R. P.: Algorithms for Minimization Without Derivatives, Chapter 7. Dover Publications, Mineola, New York, 0-486-41998-3, (2002)

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2002 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Höfinger, S., Schindler, T., Aszódi, A. (2002). Parallel Global Optimization of High-Dimensional Problems. In: Kranzlmüller, D., Volkert, J., Kacsuk, P., Dongarra, J. (eds) Recent Advances in Parallel Virtual Machine and Message Passing Interface. EuroPVM/MPI 2002. Lecture Notes in Computer Science, vol 2474. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45825-5_29

Download citation

  • DOI: https://doi.org/10.1007/3-540-45825-5_29

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-44296-7

  • Online ISBN: 978-3-540-45825-8

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics