Parallel Implementation of a Generalized Conjugate Gradient Algorithm

Article type: Research Article

Authors: Koko, Jonas | Moukrim, Aziz

Affiliations: ISIMA, Université Clermont–Ferrand II, Campus des Cézeaux – BP 125, 63173 Aubière cedex, France. E-mail: koko@sp.isima.fr

Abstract: This paper presents a parallel version of a Generalized Conjugate Gradient algorithm proposed by Liu and Story in which the search direction considers the effect of the inexact line search. We describe the implementation of this algorithm on a parallel architecture and analyze the related speedup ratios. Numerical results are given for a shared memory computer (Cray C92).

Keywords: parallel algorithms, unconstrained high-dimensional optimization, conjugate gradient methods, parallelism, shared memory computer

DOI: 10.3233/INF-1998-9404

Journal: Informatica, vol. 9, no. 4, pp. 437-448, 1998