Efficient Serial and Parallel Coordinate Descent Methods for Huge-Scale Truss Topology Design

Peter Richtárik () and Martin Takáč ()
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Peter Richtárik: University of Edinburgh
Martin Takáč: University of Edinburgh

A chapter in Operations Research Proceedings 2011, 2012, pp 27-32 from Springer

Abstract: Abstract 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(s) (potential bar(s)) to be updated in the next iteration. Both serial methods enjoy an O(n/k) iteration complexity guarantee, where n is the number of potential bars and k the iteration counter. Our parallel implementations, written in CUDA and running on a graphical processing unit (GPU), are capable of speedups of up to two orders of magnitude when compared to their serial counterparts. Numerical experiments were performed on instances with up to 30 million potential bars.

Keywords: Graphical Processing Unit; Graphical Processing Unit Implementation; Coordinate Descent Method; Graphical Processing Unit Device; Ground Structure Approach (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:spr:oprchp:978-3-642-29210-1_5

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DOI: 10.1007/978-3-642-29210-1_5

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