Title
Parallel Variable Distribution Algorithm for Constrained Optimization with Nonmonotone Technique.
Abstract
A modified parallel variable distribution (PVD) algorithm for solving large-scale constrained optimization problems is developed, which modifies quadratic subproblem QP(l) at each iteration instead of the QP(l)(0) of the SQP-type PVD algorithm proposed by C. A. Sagastizabal and M. V. Solodov in 2002. The algorithm can circumvent the difficulties associated with the possible inconsistency of QP(l)(0) subproblem of the original SQP method. Moreover, we introduce a nonmonotone technique instead of the penalty function to carry out the line search procedure with more flexibly. Under appropriate conditions, the global convergence of the method is established. In the final part, parallel numerical experiments are implemented on CUDA based on GPU (Graphics Processing unit).
Year
DOI
Venue
2013
10.1155/2013/295147
JOURNAL OF APPLIED MATHEMATICS
Field
DocType
Volume
Convergence (routing),Mathematical optimization,Estimation of distribution algorithm,CUDA,Line search,Sequential quadratic programming,Graphics processing unit,Mathematics,Constrained optimization,Penalty method
Journal
2013
Issue
ISSN
Citations 
null
1110-757X
4
PageRank 
References 
Authors
0.42
11
4
Name
Order
Citations
PageRank
Congying Han1174.07
Tingting Feng2111.33
Guoping He39113.59
Tiande Guo4677.35