Parallel asynchronous global search and the nested optimization scheme

作     者：Sergeyev, YD Grishagin, VA 

作者机构：Univ Calabria ISI CNR DEIS I-87036 Arcavacata Di Rende CS Italy Univ Nizhni Novgorod Software Dept Nizhnii Novgorod 603600 Russia 

出 版 物：《JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS》 (计算分析与应用杂志)

年 卷 期：2001年第3卷第2期

页      面：123-145页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

主　　题：global optimization parallel asynchronous computations nested optimization convergence speed up 

摘      要：In this paper, a parallel asynchronous information algorithm for solving multidimensional Lipschitz global optimization problems, where times for evaluating the objective function can be different from point to point, is proposed. This method uses the nested optimization scheme and a new parallel asynchronous global optimization method for solving core univariate subproblems generated by the nested scheme. The properties of the scheme related to parallel computations are investigated. Global convergence conditions for the new method and theoretical conditions of speed up, which can be reached by using asynchronous parallelization in comparison with the pure sequential case, are established. Numerical experiments comparing sequential, synchronous, and asynchronous algorithms are also reported.