A parallel variable-metric dynamic programming algorithm |
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Authors: | R D Brownrigg |
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Institution: | (1) Department of Information Science, Victoria University of Wellington, Wellington, New Zealand |
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Abstract: | This paper presents a potentially parallel iterative algorithm for the solution of the unconstrainedN-stage decision problem of dynamic programming. The basis of the algorithm is the use of variable-metric minimization techniques to develop a quadratic approximation to the cost function at each stage. The algorithm is applied to various problems, and comparisons with other algorithms are made.This research forms part of the author's PhD program, and is supported by the Department of Scientific and Industrial Research of the New Zealand Government. The author is indebted to Dr. B. A. Murtagh, PhD supervisor, for his encouragement and support during the preparation of this paper. |
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Keywords: | Dynamic programming variable-metric minimization parallel processing |
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