Implementation of a black-box global optimization algorithm with a parallel branch and bound template

  • Authors:
  • Raimondas Čiegis;Milda Baravykaitė

  • Affiliations:
  • Vilnius Gediminas Technical University, Vilnius, Lithuania;Vilnius Gediminas Technical University, Vilnius, Lithuania

  • Venue:
  • PARA'06 Proceedings of the 8th international conference on Applied parallel computing: state of the art in scientific computing
  • Year:
  • 2006

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Abstract

A new derivative-free global optimization algorithm is proposed for solving nonlinear global optimization problems. It is based on the Branch and Bound (BnB) algorithm. BnB is a general algorithm to solve optimization problems. Its implementation is done by using the developed template library of BnB algorithms. The robustness of the new algorithm is demonstrated by solving a selection of test problems. We present a short description of our template implementation of the BnB algorithm. A paradigm of domain decomposition (data parallelization) is used to construct a parallel BnB algorithm. MPI is used for underlying communications. To obtain a better load balancing, the BnB template has a load balancing module that allows the redistribution of a search space among the processors at a run time. A parallel version of the user's algorithm is obtained automatically from a sequential algorithm.