Two acceleration mechanisms in verified global optimization |
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Authors: | H Tapamo A Frommer |
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Institution: | Bergische Universität Wuppertal, Applied Computer Science and Scientific Computing, D-42097 Wuppertal, Germany |
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Abstract: | Acceleration devices are very important to speed up interval global optimization algorithms. We propose here two techniques which can be applied in addition to other known techniques. Firstly, we propose a test based on the one-dimensional Newton iteration to discard or split the current box. This test is usually cheap and it is likely to be successful when a good approximation of the minimum is known early. The other technique proposed deals with parallelization. We propose to share the task of the manager process among other non-idle processes in such a way that not only one process is responsible for the load balancing. Experimental results presented show that both techniques yield significant improvements in many cases. |
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Keywords: | Global optimization Parallel computing Interval Newton method |
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