Generating set search (GSS) is a family of direct search methods that encompasses generalized pattern search and related methods. We describe an algorithm for asynchronous linearly-constrained GSS, which has some complexities that make it different from both the asynchronous bound-constrained case as well as the synchronous linearly-constrained case. The algorithm has been implemented in the … Read more
Our goal in this paper is to demonstrate that branch-and-bound algorithms for combinatorial optimization can be effectively implemented on a relatively new type of multiprocessor platform known as a computational grid. We will argue that to easily and effectively harness the power of computational grids for branch-and-bound algorithms, the master-worker paradigm should be used to … Read more
We present a simple, scaleable, distributed simplex implementation for large linear programs. It is designed for coarse grained computation, particularly, readily available networks of workstations. Scalability is achieved by using the standard form of the simplex rather than the revised method. Virtually all serious implementations are based on the revised method because it is much … Read more
Swarm Intelligence (SI) is the property of a system whereby the collective behaviors of (unsophisticated) entities interacting locally with their environment cause coherent functional global patterns to emerge. SI provides a basis with wich it is possible to explore collective (or distributed) problem solving without centralized control or the provision of a global model. To … Read more
Swarm Intelligence (SI) is the property of a system whereby the collective behaviors of (unsophisticated) entities interacting locally with their environment cause coherent functional global patterns to emerge. SI provides a basis with wich it is possible to explore collective (or distributed) problem solving without centralized control or the provision of a global model. In … Read more
OOPS is an object oriented parallel solver using the primal dual interior point methods. Its main component is an object-oriented linear algebra library designed to exploit nested block structure that is often present is truly large-scale optimization problems. This is achieved by treating the building blocks of the structured matrices as objects, that can use … Read more
APPSPACK is software for solving unconstrained and bound constrained optimization problems. It implements an asynchronous parallel pattern search method that has been specifically designed for problems characterized by expensive function evaluations. Using APPSPACK to solve optimization problems has several advantages: No derivative information is needed; the procedure for evaluating the objective function can be executed … Read more
A GRASP (Greedy Randomized Adaptive Search Procedure) is a metaheuristic for producing good-quality solutions of combinatorial optimization problems. It is usually implemented with a construction procedure based on a greedy randomized algorithm followed by local search. In this Chapter, we survey parallel implementations of GRASP. We describe simple strategies to implement independent parallel GRASP heuristics … Read more
This paper presents an algorithmic extension of Powell’s UOBYQA algorithm (”Unconstrained Optimization BY Quadratical Approximation”). We start by summarizing the original algorithm of Powell and by presenting it in a more comprehensible form. Thereafter, we report comparative numerical results between UOBYQA, DFO and a parallel, constrained extension of UOBYQA that will be called in the … Read more
A parallel computational method SDPARA-C is presented for SDPs (semidefinite programs). It combines two methods SDPARA and SDPA-C proposed by the authors who developed a software package SDPA. SDPARA is a parallel implementation of SDPA and it features parallel computation of the elements of the Schur complement equation system and a parallel Cholesky factorization of … Read more