Numerical solution of equality-constrained quadratic programming problems on vector-parallel computers*
作者:
Valeria Ruggiero,
G. W. Stewart,
期刊:
Optimization Methods and Software
(Taylor Available online 1993)
卷期:
Volume 2,
issue 3-4
页码: 233-247
ISSN:1055-6788
年代: 1993
DOI:10.1080/10556789308805544
出版商: Gordon and Breach Science Publishers
关键词: Equality-constrained quadratic programming problems;Indefinite systems Method of multipliers;Polynomial preconditioning;Parallel Computation
数据来源: Taylor
摘要:
This paper is concerned with the development of the method of multipliers combined with the conjugate gradient algorithm for solving the special linear systemwhere A is a real symmetric non negative definite (n×n) matrixBis a real (n×m) matrix with full column rank (m<n) and A and BThave no nontrivial null vector in common. We assume that A and BT are large and not extremely sparse. The proposed method is well suitable for parallel implementation on a multiprocessor system that can execute concurrently different tasks on a few vector processors with shared central memory, such as the CRAY Y-MP. The results of an extensive computer experimentation, which is aimed at evaluating the effectiveness of the method, are reported.
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