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

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

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

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

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