Accession Number : ADA193940

Title :   Optimisation Algorithms for Highly Parallel Computer Architectures. The Performance of the Truncated Newton, Conjugate Gradient Algorithm in FORTRAN and ADA.

Descriptive Note : Interim rept. no. 2,

Corporate Author : HATFIELD POLYTECHNIC (ENGLAND)

Personal Author(s) : Dixon, L C ; Maany, Z A

PDF Url : ADA193940

Report Date : Mar 1988

Pagination or Media Count : 25

Abstract : This project is concerned with the optimisation of objective functions F(x) in a large dimensional space R to the n power on highly parallel computers. It has been established that the truncated Newton method introduced by Dembo & Steihang is an efficient method for solving large optimisation algorithms on a sequential machine, Dixon & Price. The truncated Newton method consists of two main steps: 1) the calculation of the function value F(x),, gradient vector g(x) and Hessian matrix H(x) at a sequence of points x to the (k) power. 2) solving the set of linear equations H(x) d = - g(x) approximately for the search direction d.

Descriptors :   *COMPUTER ARCHITECTURE, ALGORITHMS, EFFICIENCY, FORTRAN, GRADIENTS, PARALLEL ORIENTATION, POWER, OPTIMIZATION, TRUNCATION

Subject Categories : Computer Hardware

Distribution Statement : APPROVED FOR PUBLIC RELEASE