Adaptive Global Optimization Using Graphics Accelerators

Autor:	Ilya Lebedev, Vassili Toropov, Konstantin Barkalov
Rok vydání:	2020
Předmět:	Mathematical optimization Dimension (vector space) Computer science Numerical analysis Dimensionality reduction A priori and a posteriori Function (mathematics) Graphics Lipschitz continuity Global optimization
Zdroj:	Communications in Computer and Information Science ISBN: 9783030646158 RuSCDays
Popis:	Problems of multidimensional multiextremal optimization and numerical methods for their solution are considered. The general assumption is made about the function being optimized: it satisfies the Lipschitz condition with an a priori unknown constant. Many approaches to solving problems of this class are based on reducing the dimension of the problem; i.e. addressing a multidimensional problem by solving a family of problems with lower dimension. In this work, an adaptive dimensionality reduction scheme is investigated, and its implementation using graphic accelerators is proposed. Numerical experiments on several hundred test problems were carried out, and they confirmed acceleration in the developed GPU version of the algorithm.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::0f7145dae857cb974017fae1c32e4d18 https://doi.org/10.1007/978-3-030-64616-5_13 Zobrazit plný text záznamu