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一个修正的PVT算法(英文) 被引量:4

A Modified PVT Algorithm
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摘要 对Fukshima(1998)所提出的PVT算法给出一种修正算法,称为修正PVT算法.这一修正算法对PVT原算法中的并行步中的停止准则和同步步骤作了修正.修正PVT算法的停止条件比PVT原算法的停止条件弱,因此更适用于并行计算,并且计算时间比PVT原算法少. A modification of the PVT (parallel variable transformation) algorithm, due to Pukushima (1998), is presented in this paper, in which stopping criteria using in the parallel and the synchronous steps are modified. It is more general in structure than the one in the PVD algorithm due to Solodov (1997) [6], in the synchronous step. The modified algorithm with stopping conditions weaker than the ones used in the original PVT algorithm is more suitable for parallel computation, and the computational time is less than the original PVT algorithm.
出处 《运筹学学报》 CSCD 北大核心 2002年第4期8-14,共7页 Operations Research Transactions
关键词 并行算法 无约束极小化 非线性规划 收敛性 收敛速度 修正PVT算法 Pralled algorithm, minimization, nonlinear programming, convergence, convergence rate.
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参考文献6

  • 1D.P. Bertsekas and J. N.Tsitsiklis, Parallel and Distributed Computation: Numerical Methods,Prentice-Hall:Englewood Cliffs, New Jersey, 1989.
  • 2M.C. Ferris and O.L. Mangasarian, Parallel variable distribution, SIAM J.onOptimization 4(1994), 102-126.
  • 3M. Fukushima, Parallel variable transformation in unconstrained optimization, SIAMJ. on Optimization, 8 (1998), 658-672.
  • 4O.L. Mangasarian, Parallel gradient distribution in unconstrained optimization,SIAM J. Control Optim., 33 (1995), 1916-1925.
  • 5J.M. Ortega and W. C. Rheinboldt, Iterative Solution of Nonlinear Equations inSeveral Variables, Academic Press, New York, 1970.
  • 6M.Ⅴ. Solodov, New inexact parallel variable distribution algorithms,Computational Optimization and Applications, 7(1997), 165-182.

同被引文献16

  • 1高桂英,张立卫.并行技术在约束凸规划化问题的对偶算法中的应用[J].经济数学,2003,20(2):67-71. 被引量:1
  • 2郑芳英,韩丛英,贺国平.一个无约束优化问题并行算法的异步执行[J].数值计算与计算机应用,2007,28(1):63-70. 被引量:2
  • 3Fukushima M.Parallel variable transformation in unconstrained optimization[J].SIAM Journal on Optimization,1998,8(3):658-672.
  • 4Ferris M C,Mangasarian O L.Parallel variable distribution[J].SIAM Journal on Optimization,1994,4(4):815-832.
  • 5Mangasarian O L.Parallel gradient distribution in unconstrained optimization[J].SIAM Journal on Control and Optimization,1995,33(6):1916-1925.
  • 6Fukushima M. Parallel Variable Transformation in Unconstrained Optimization [J]. SIAM Journal on Optimization, 1998, 8(3) :658-672.
  • 7Ferris M C, Mangasarian O L. Parallel Variable Distribution[J]. SIAM Journal on Optimization, 1994, 4(4) :815-832.
  • 8Mangasarian O L. Parallel Gradient Distribution in Unconstrained Optimization[J]. SIAM Journal on Control and Optimization, 1995, 33(6) : 1916-1925.
  • 9M.C.Ferris,O.L.Mangasarian.Parallel variable distribution[J].SIAM Journal on Optimization,1994,4(4):815~832.
  • 10O.L.Mangasarian.Parallel gradient distribution in unconstrained optimization[J].SIAM J.on Control and Optimization,1995,33(6):1916~ 1925.

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