Parallel Algorithms for the BFGS Update on a Machine
نویسنده
چکیده
A quasi-Newton algorithm using the BFGS update is one of the most widely used unconstrained numerical optimisation algorithms. We describe three parallel algorithms to perform the BFGS update on a local memory MIMD architecture such as . These algorithms are distinguished by the way in which Hessian information is stored. Cost models are developed for the algorithms and used to compare their performances.
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