Using a Filter-Based SQP Algorithm in a Parallel Environment
نویسندگان
چکیده
A parallel, filter-based, sequential quadratic programming (SQP) algorithm is implemented and tested for typical general-purpose engineering applications. Constrained engineering test problems, including a finite element simulation, with up to 512 design variables are considered. The accuracy and serial performance of the filter-based algorithm are compared against that of a standard SQP algorithm. The parallel performance of the algorithm is evaluated, using up to 128 cores on a Linux Cluster. The results indicate that the filter-based algorithm competes favorably with a standard SQP algorithm in a serial environment. However, the filter-based algorithm exhibits much better parallel efficiency due to the lack of a one dimensional search. A parallel efficiency of 74% is obtained when using 128 cores.
منابع مشابه
Using Modified IPSO-SQP Algorithm to Solve Nonlinear Time Optimal Bang-Bang Control Problem
In this paper, an intelligent-gradient based algorithm is proposed to solve time optimal bang-bang control problem. The proposed algorithm is a combination of an intelligent algorithm called improved particle swarm optimization algorithm (IPSO) in the first stage of optimization process together with a gradient-based algorithm called successive quadratic programming method (SQP) in the second s...
متن کاملAdaptive Line Enhancement Using a Parallel IIR Filter with A Step-By-step Algorithm
A step-by-step algorithm for enhancement of periodic signals that are highly corrupted by additive uncorrelated white gausian noise is proposed. In each adaptation step a new parallel second-order section is added to the previous filters. Every section has only one adjustable parameter, i.e., the center frequency of the self-tuning filter. The bandwidth and the convergence factor of each secti...
متن کاملImplementation of the direction of arrival estimation algorithms by means of GPU-parallel processing in the Kuda environment (Research Article)
Direction-of-arrival (DOA) estimation of audio signals is critical in different areas, including electronic war, sonar, etc. The beamforming methods like Minimum Variance Distortionless Response (MVDR), Delay-and-Sum (DAS), and subspace-based Multiple Signal Classification (MUSIC) are the most known DOA estimation techniques. The mentioned methods have high computational complexity. Hence using...
متن کاملA Nonmonotone Filter Method for Minimax Problems
In this paper, we propose a modified trust-region filter method algorithm for Minimax problems, which based on the framework of SQP-filter method and associated with the technique of nonmonotone method. We use the SQP subproblem to acquire an attempt step, and use the filter to weigh the effect of the attempt step so as to avoid using penalty function. The algorithm uses the Lagrange function a...
متن کاملImproving the Reliability of GPS and GLONASS Navigation Solution in Urban Canyons using a Tuned Kalman Filter
Abstract: Urban canyon is categorized as hard environment for positioning of a dynamic vehicle due to low number and also bad configuration of in-view satellites. In this paper, a tuning procedure is proposed to adjust the important factors in Kalman Filter (KF) using Genetic Algorithm (GA). The authors tested the algorithm on a dynamic vehicle in an urban canyon with hard condition and compare...
متن کامل