parallel programming

A Parallel Bundle Framework for Asynchronous Subspace Optimisation of Nonsmooth Convex Functions

  • Frank Fischer
  • Christoph Helmberg
    • Categories Convex and Nonsmooth Optimization, Parallel Algorithms Tags , ,

    An algorithmic framework is presented for optimising general convex functions by non synchronised parallel processes. Each process greedily picks a suitable adaptive subset of coordinates and runs a bundle method on a corresponding restricted problem stopping whenever a descent step is encountered or predicted decrease is reduced sufficiently. No prior knowledge on the dependencies between … Read more

    A Parallel Bundle Method for Asynchronous Subspace Optimization in Lagrangian Relaxation

  • Frank Fischer
  • Christoph Helmberg
    • Categories Convex Optimization, Parallel Algorithms Tags , ,

    An algorithmic approach is proposed for exploiting parallelization possibilities in large scale optimization models of the following generic type. Objects change their state over time subject to a limited availability of common resources. These are modeled by linear coupling constraints and result in few objects competing for the same resource at each point in time. … Read more

    A C++ application programming interface for biased random-key genetic algorithms

  • Mauricio G.C. Resende
  • Rodrigo F. Toso
    • Categories Combinatorial Optimization, Meta Heuristics, Optimization Software and Modeling Systems Tags , , , ,

    In this paper, we describe brkgaAPI, an efficient and easy-to-use object oriented application programming interface for the algorithmic framework of biased random-key genetic algorithms. Our cross-platform library automatically handles the large portion of problem-independent modules that are part of the framework, including population management and evolutionary dynamics, leaving to the user the task of implementing … Read more

    Efficient Serial and Parallel Coordinate Descent Methods for Huge-Scale Truss Topology Design

  • Peter Richtarik
  • Martin Takac
    • Categories Civil and Environmental Engineering, Convex Optimization, Parallel Algorithms Tags , , ,

    In this work we propose solving huge-scale instances of the truss topology design problem with coordinate descent methods. We develop four efficient codes: serial and parallel implementations of randomized and greedy rules for the selection of the variable (potential bar) to be updated in the next iteration. Both serial methods enjoy an O(n/k) iteration complexity … Read more