Parallel Newtonian Optimization without Hessian Approximation
Author(s) -
Khalil K. Abbo
Publication year - 2006
Publication title -
maǧallaẗ al-rāfidayn li-ʿulūm al-ḥāsibāt wa-al-riyāḍiyyāẗ/al-rafidain journal for computer sciences and mathematics
Language(s) - English
Resource type - Journals
eISSN - 2311-7990
pISSN - 1815-4816
DOI - 10.33899/csmj.2006.164053
Subject(s) - hessian matrix , gaussian elimination , mimd , inverse , computer science , mathematical optimization , quasi newton method , matrix (chemical analysis) , mathematics , newton's method , algorithm , parallel computing , gaussian , nonlinear system , physics , geometry , materials science , quantum mechanics , composite material
The purpose of this paper is to introduce parallel algorithms based on the Newton method for solving non-linear unconstrained optimization problem in (MIMD) parallel computers by solving linear system in parallel using Gaussian Elimination method rather than finding inverse Hessian matrix to avoid the errors caused by evaluating the inverse matrix and also to increase computing power and reduce run time.
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