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Parallel global optimization of functions of several variables

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Abstract

On the basis of the method of nonuniform coverings, a parallel method for the global optimization of Lipschitzian functions is developed. This method is implemented in C-MPI for the global minimization of functions whose gradient satisfies the Lipschitz condition. The performance of the algorithm is demonstrated using the calculation of the structure of a protein molecule as an example.

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Authors and Affiliations

  1. Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia

    Yu. G. Evtushenko, V. U. Malkova & A. A. Stanevichyus

Authors
  1. Yu. G. Evtushenko
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  2. V. U. Malkova
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  3. A. A. Stanevichyus
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Correspondence to Yu. G. Evtushenko.

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Original Russian Text © Yu.G. Evtushenko, V.U. Malkova, A.A. Stanevichyus, 2009, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2009, Vol. 49, No. 2, pp. 255–269.

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Evtushenko, Y.G., Malkova, V.U. & Stanevichyus, A.A. Parallel global optimization of functions of several variables. Comput. Math. and Math. Phys. 49, 246–260 (2009). https://doi.org/10.1134/S0965542509020055

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  • DOI: https://doi.org/10.1134/S0965542509020055

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