Massively parallel solution of quadratic programs via successive overrelaxation | Zendy

De Leone R. | Zendy; Roth M. A. Tork | Zendy

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Massively parallel solution of quadratic programs via successive overrelaxation

Author(s) -

De Leone R.,

Roth M. A. Tork

Publication year - 1993

Publication title -

concurrency: practice and experience

Language(s) - English

Resource type - Journals

eISSN - 1096-9128

pISSN - 1040-3108

DOI - 10.1002/cpe.4330050802

Subject(s) - massively parallel , computer science , parallel computing , quadratic equation , obstacle , quadratic programming , simple (philosophy) , connection (principal bundle) , algorithm , computational science , mathematical optimization , mathematics , philosophy , geometry , epistemology , political science , law

Serial and parallel successive overrelaxation (SOR) solutions of specially structured large‐scale quadratic programs with simple bounds are discussed. By taking advantage of the sparsity structure of the problem, the SOR algorithm was successfully implemented on two massively parallel Single‐Instruction‐Multiple‐Data machines: a Connection Machine CM‐2 and a MasPar MP‐1. Computational results for the well known obstacle problems show the effectiveness of the algorithm. Problems with millions of variables have been solved in a few minutes on these massively parallel machines, and speed‐ups of 90% or more were achieved.

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