parallel

Performance of CONDOR, a Parallel, Constrained extension of Powell’s UOBYQA algorithm. Experimental results and comparison with the DFO algorithm.

  • Hugues Bersini
  • Frank Vanden Berghen
    • Categories Constrained Nonlinear Optimization, Optimization of Systems modeled by PDEs, Parallel Algorithms Tags , , ,

    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

    Pivot, Cut, and Dive: A Heuristic for 0-1 Mixed Integer Programming

  • Jonathan Eckstein
  • Mikhail S. Nediak
    • Categories (Mixed) Integer Linear Programming, Meta Heuristics, Parallel Algorithms Tags , ,

    We present a heuristic method for general 0-1 mixed integer programming, intended for eventual incorporation into parallel branch-and-bound methods for solving such problems exactly. The core of the heuristic is a rounding method based on simplex pivots, employing only gradient information, for a strictly concave, differentiable merit function measuring integer feasibility. When local minima of … Read more