Super-speeds with Zero-RAM: Next Generation Large-Scale Optimization in Your Laptop!

This article presents the novel breakthrough general purpose algorithm for very large-scale optimization problems. The novel algorithm is capable of achieving breakthrough speeds for very large-scale optimization on general purpose laptops and embedded systems. Application of the algorithm to the Griewank function was possible in up to 1 billion decision variables in double precision took only 64,485 seconds (~18 hours) to solve, while consuming 7,630 MB (7.6 GB) of RAM running on a single thread in a laptop CPU. This confirms that the algorithm is computationally and memory (space) linearly efficient, and can find the optimal or near-optimal solution in a fraction of the time and memory that many conventional algorithms require. It is envisaged that this will open up new possibilities of real-time real-world very large-scale optimization problems on personal laptops and embedded systems. Keywords—optimization; large-scale; algorithm; computational complexiety; GPU