Abstract
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.
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Yamakawa, E., Fukushima, M. Testing Parallel Variable Transformation. Computational Optimization and Applications 13, 253–274 (1999). https://doi.org/10.1023/A:1008629511432
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DOI: https://doi.org/10.1023/A:1008629511432