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A parallel variable metric optimization algorithm by Terry A. Straeter. by Straeter, Terry A. 1942- is a nonfiction available to read on EtoBox.

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An algorithm, designed to exploit the parallel computing or vector streaming (pipeline) capabilities of computers is presented. When p is the degree of parallelism, then one cycle of the parallel variable metric algorithm is defined as follows: first, the function and its gradient are computed in parallel at p different values of the independent variable; then the metric is modified by p rank-one corrections; and finally, a single univariant minimization is carried out in the Newton-like direction. Several properties of this algorithm are established. The convergence of the iterates to the solution is proved for a quadratic functional on a real separable Hilbert space. For a finite-dimensional space the convergence is in one cycle when p equals the dimension of the space. Results of numerical experiments indicate that the new algorithm will exploit parallel or pipeline computing capabilities to effect faster convergence than serial techniques

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Author

Straeter, Terry A. 1942-

Publisher

National Aeronautics and Space Administration ; For sale by the National Technical Information Service], 1973.

Published

1973

Language

EN

Category

nonfiction