GPCG: A case study in the performance and scalability of optimization algorithms

GPCG is an algorithm within the Toolkit for Advanced Optimization (TAO) for solving bound constrained, convex quadratic problems. Originally developed by More’ and Toraldo, this algorithm was designed for large-scale problems but had been implemented only for a single processor. The TAO implementation is available for a wide range of high-performance architecture, and has been tested on up to 64 processors to solve problems with over 2.5 million variables.

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Preprint ANL/MCS-P768-0799 Mathematics and Computer Science Division Argonne National Laboratory September 2000

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