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Parallel Interval Continuous Global Optimization Algorithms

abdeljalil benyoub (benyoub***at***sciences.univ-oujda.ac.ma, ben_jalil)

Abstract: We theorically study, on a distributed memory architecture, the parallelization of Hansen's algorithm for the continuous global optimization with inequality constraints, using interval arithmetic. We propose a parallel algorithm based on a dynamic redistribution of the working list among the processors. On the other hand, we exploit the reduction technique, developped by Hansen, for computing a first global upper bound which is needed for both sequential and parallel continuous global optimization algorithms.

Keywords: Constrained global optimization, interval arithmetic, Branch-and-Bound methods, Hansen's algorithm, parallelization, load balancing

Category 1: Optimization Software and Modeling Systems (Parallel Algorithms )

Category 2: Global Optimization

Category 3: Combinatorial Optimization (Branch and Cut Algorithms )

Citation: unpublished (new paper)

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Entry Submitted: 07/19/2002
Entry Accepted: 07/19/2002
Entry Last Modified: 07/20/2002

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