Computational issues in high performance software for by Almerico Murli, Gerardo Toraldo

By Almerico Murli, Gerardo Toraldo

Computational concerns in excessive functionality software program for Nonlinear Research brings jointly in a single position very important contributions and up to date learn ends up in this crucial quarter.
Computational matters in excessive functionality software program for Nonlinear Research serves as a great reference, supplying perception into the most vital study concerns within the box.

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B. M. Averick and J. J. More. Evaluation of large-scale optimization problems on vector and parallel architectures. SIAM J. Optimization, 4:708-72 1, 1994. Christian Bischof, Ali Bouaricha, Peyvand Kahdemi, and Jorge J. Mork. Computing gradients in large-scale optimization using automatic differentiation. Preprint MCS-P488-0 195, Argonne National Laboratory, Argonne, Illinois, 1995. 40 BOUARICHA AND MORE 4. Christian Bischof, Alan Carle, George Corliss, Andreas Griewank, and Paul Hovland. ADIFOR: Generating derivative codes from Fortran programs.

See the paper by Conn et al. [6] for further details. 4. Convergence analysis We wish to analyze the asymptotic behaviour of the Outer-iteration Algorithm, that is in the case where U , = q* = 0. We require the following additional assumptions. AS2. The matrix A ( ~ * ) [ A *is, of F ~full I rank at any limit point x* of the sequence {zā€˜ā€™)} generated by the Outer-iteration Algorithm with the set Fl defined by (14). Under these assumptions we have the following result. A SYM P T 0T I C C 0 bl P L EX ITY I N IN E Q U A L I T Y C 0N ST RA I N E D 0P T I M I Z AT10N [Model-reduction Algorithm] Step 0 : [Initialization] Select positive constants U < 1,< < 1,02 2 1 and ,& I 1.

We expect that our numerical results are representative for any problem with these characteristics. IMPACT OF PARTIAL SEPARABILITY ON LARGE-SCALE OPTIhIIZATION 35 4. Numerical Results Our aim in these experiments is to show that the performance of the hybrid AD option of ELSO is comparable to the compressed AD option and that the performance penalty over the hand-coded option is quite reasonable. We chose a limited-memory variable metric method for these comparisons because codes of this type are commonly used to solve large-scale optimization problems.

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