Parallel Pattern Search Method for Optimization Problem with Bounded Constraints

被引：0

作者：

Hua, Rong ^{[1
]}

Han, C. -Y. ^{[1
,2
]}

He, G-P ^{[1
]}

机构：

[1] Shandong Univ Sci & Technol, Coll Informat Sci & Engn, Qingdao, Shandong, Peoples R China

[2] Chinese Acad Sci, Sch Math Sci, Grad Univ, Beijing, Peoples R China

来源：

2011 INTERNATIONAL CONFERENCE ON INTELLIGENT COMPUTATION AND INDUSTRIAL APPLICATION (ICIA2011), VOL I | 2011年

关键词：

parallel algorithm; constrained optimization; pattern search; CONVERGENCE;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this paper, a distributed parallel pattern search algorithm is given for solving bound constrained optimization problems without derivatives. At each iteration, based on the analysis of the pattern structure, the objective function is computed along several independent directions simultaneously on different processes, which greatly improves the computation efficiency. In paticular, it also overcomes the weakness of huge calculation of direct pattern search method. Under suitable assumptions, the convergence of the algorithm is proved.

引用

页码：341 / 344

页数：4

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