MASSIVELY-PARALLEL SOLUTION OF QUADRATIC PROGRAMS VIA SUCCESSIVE OVERRELAXATION

被引:4
作者
DELEONE, R [1 ]
ROTH, MAT [1 ]
机构
[1] UNIV WISCONSIN,DEPT COMP SCI,CTR PARALLEL OPTIMIZAT,MADISON,WI 53706
来源
CONCURRENCY-PRACTICE AND EXPERIENCE | 1993年 / 5卷 / 08期
关键词
D O I
10.1002/cpe.4330050802
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Serial and parallel successive overrelaxation (SOR) solutions or specially structured large-scale quadratic programs with simple bounds are discussed. By taking advantage of the sparsity structure or the problem, the SOR algorithm was successfully implemented on two massively parallel Single-Instruction-Multiple-Data machines: a Connection Machine CM-2 and a MasPar MP-1. Computational results for the well known obstacle problems show the effectiveness of the algorithm. Problems with millions of variables have been solved in a few minutes on these massively parallel machines, and speed-ups of 90% or more were achieved.
引用
收藏
页码:623 / 634
页数:12
相关论文
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