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A Parallel Implementation of a Potential Reduction Algorithm for Box-Constrained Quadratic Programming

Marco D’ApuzzoContact Information, Marina MarinoContact Information, Panos M. PardalosContact Information and Gerardo ToraldoContact Information

(5)  Seconda Univerità di Napoli & CPS-CNR, Napoli, Italia
(6)  Univerità di Napoli Federico II & CPS-CNR, Napoli, Italia
(7)  University of Florida, Gainesville, Florida, USA
Abstract
In this paper we describe a parallel version of the potential reduction algorithm for MIMD distributed memory machines, in which the computational kernels arising at each step of the algorithm are concurrently performed by using standard parallel software environments. This approach is shown to be very effective, in contrast to what happens in the active set strategies where the linear algebra computational kernels represent a serious drawback to an effective parallel implementation. The computational results show the effectiveness of our approach.
This work was partially supported by the MURST national projects “Analisi Numerica: Metodi e Software Matematico” and “Algorithms for Complex Systems Optimization”.

Contact Information Marco D’Apuzzo
Email: dapuzzo@matna2.dma.unina.it

Contact Information Marina Marino
Email: marino@matna2.dma.unina.it

Contact Information Panos M. Pardalos
Email: pardalos@cao.ise.ufl.edu

Contact Information Gerardo Toraldo
Email: toraldo@matna2.dma.unina.it
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