2012 | OriginalPaper | Buchkapitel
Efficient Serial and Parallel Coordinate Descent Methods for Huge-Scale Truss Topology Design
verfasst von : Peter Richtárik, Martin Takáč
Erschienen in: Operations Research Proceedings 2011
Verlag: Springer Berlin Heidelberg
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In this work we propose solving
huge-scale
instances of the truss topology design problem with coordinate descent methods. We develop four efficient codes:
serial
and
parallel
implementations of
randomized
and
greedy
rules for the selection of the variable(s) (potential bar(s)) to be updated in the next iteration. Both serial methods enjoy an
O
(
n/k
) iteration complexity guarantee, where
n
is the number of potential bars and
k
the iteration counter. Our parallel implementations, written in CUDA and running on a graphical processing unit (GPU), are capable of speedups of up to two orders of magnitude when compared to their serial counterparts. Numerical experiments were performed on instances with up to 30 million potential bars.