Parallel global optimization on GPU

Konstantin Barkalov () and Victor Gergel ()
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Konstantin Barkalov: Lobachevsky State University of Nizhni Novgorod
Victor Gergel: Lobachevsky State University of Nizhni Novgorod

Journal of Global Optimization, 2016, vol. 66, issue 1, No 2, 3-20

Abstract: Abstract This work considers a parallel algorithm for solving multidimensional multiextremal optimization problems. This algorithm uses Peano-type space filling curves for dimension reduction. Conditions of non-redundant parallelization of the algorithm are considered. Efficiency of the algorithm on modern computing systems with the use of graphics processing units (GPUs) is investigated. Speedup of the algorithm using GPU as compared with the same algorithm implemented on CPU only is demonstrated experimentally. Computational experiments are carried out on a series of several hundred multidimensional multiextremal problems.

Keywords: Global optimization; Parallel computing; Graphics processing unit; Peano-type space filling curves; Characteristical algorithms (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10898-016-0411-y

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