A parallel Jacobson-Oksman optimization algorithm

Abstract

A gradient-dependent optimization technique which exploits the vector-streaming or parallel-computing capabilities of some modern computers is presented. The algorithm, derived by assuming that the function to be minimized is homogeneous, is a modification of the Jacobson-Oksman serial minimization method. In addition to describing the algorithm, conditions insuring the convergence of the iterates of the algorithm and the results of numerical experiments on a group of sample test functions are presented. The results of these experiments indicate that this algorithm will solve optimization problems in less computing time than conventional serial methods on machines having vector-streaming or parallel-computing capabilities.