Parallelization in an algorithm of multi-dimensional nonconvex optimization: An application to insurance network design

被引:0
作者
Kryazhimskiy, A
Maksimov, V
机构
[1] Russian Acad Sci, VA Steklov Math Inst, Moscow 117966, Russia
[2] Russian Acad Sci, Inst Math & Mech, Ural Branch, Ekaterinburg 620219, Russia
来源
PARALLEL PROCESSING AND APPLIED MATHEMATICS | 2004年 / 3019卷
关键词
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中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
The paper deals with the area of management of large-scale economic and environmental systems. A nonconvex multi-dimensional optimization problem related to the issue of optimal design of a network of insurance companies is analyzed. In order to avoid dramatic increase in optimization time, a general optimization algorithm is specified and presented as a series of elementary parallel operations. The optimal number of parallel processors is estimated.
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页码:754 / 761
页数:8
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