Adaptive Global Optimization Using Graphics Accelerators

K Barkalov, I Lebedev, V Toropov�- …�21–22, 2020, Revised Selected Papers�…, 2020 - Springer
K Barkalov, I Lebedev, V Toropov
Supercomputing: 6th Russian Supercomputing Days, RuSCDays 2020, Moscow, Russia�…, 2020Springer
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; ie addressing a multidimensional problem by solving a family of problems with
lower dimension. In this work, an adaptive dimensionality reduction scheme is investigated�…
Abstract
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.
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