A PARALLEL QUASI-NEWTON ALGORITHM FOR UNCONSTRAINED OPTIMIZATION

Authors
CHEN Z FEI P ZHENG H
Citation
Z. Chen et al., A PARALLEL QUASI-NEWTON ALGORITHM FOR UNCONSTRAINED OPTIMIZATION, Computing, 55(2), 1995, pp. 125-133
Citations number
8
Categorie Soggetti
Computer Sciences","Computer Science Theory & Methods
Journal title
Computing → ACNP
ISSN journal
0010485X
Volume
55
Issue
2
Year of publication
1995
Pages
125 - 133
Database
ISI
SICI code
0010-485X(1995)55:2<125:APQAFU>2.0.ZU;2-Y
Abstract
In this paper, we present an asynchronous parallel quasi-Newton method . We assume that we have p + q processors, which are divided into two groups, the two groups execute in an asynchronous parallel fashion. If we assume that the objective function is mice continuously differenti able and uniformly convex, we discuss the global and superlinear conve rgence of the parallel BFGS method. Finally we show numerical results of this algorithm.