Parallel Implementation of a Generalized Conjugate Gradient Algorithm

Abstract

This paper presents a parallel version of a Generalized Conjugate Gradient algorithm proposed by Liu and Story in which the search direction considers the effect of the inexact line search. We describe the implementation of this algorithm on a parallel architecture and analyze the related speedup ratios. Numerical results are given for a shared memory computer (Cray C92).

Keywords

parallel algorithms unconstrained high-dimensional optimization conjugate gradient methods parallelism shared memory computer

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