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Parallel Branch and Bound Algorithm with Combination of Lipschitz Bounds over Multidimensional Simplices for Multicore Computers

Remigijus Paulavičius () and Julius Žilinskas ()
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Remigijus Paulavičius: Vilnius Pedagogical University
Julius Žilinskas: Vilnius Gediminas Technical University

A chapter in Parallel Scientific Computing and Optimization, 2009, pp 93-102 from Springer

Abstract: Abstract Parallel branch and bound for global Lipschitz minimization is considered. A combination of extreme (infinite and first) and Euclidean norms over a multidimensional simplex is used to evaluate the lower bound. OpenMP has been used to implement the parallel version of the algorithm for multicore computers. The efficiency of the developed parallel algorithm is investigated solving multidimensional test functions for global optimization.

Keywords: Global Optimization; Feasible Region; Parallel Version; Sequential Algorithm; Lipschitz Bound (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-0-387-09707-7_8

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DOI: 10.1007/978-0-387-09707-7_8

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