KANG Lixia, ZHANG Yanrong, TANG Yazhe, et al. Paralleled SQP algorithm for solution of MINLP problems based on GPU acceleration[J]. CIESC Journal, 2012, (11): 3597-3601.
DOI:
KANG Lixia, ZHANG Yanrong, TANG Yazhe, et al. Paralleled SQP algorithm for solution of MINLP problems based on GPU acceleration[J]. CIESC Journal, 2012, (11): 3597-3601.DOI: 10.3969/j.issn.0438-1157.2012.11.032.
Paralleled SQP algorithm for solution of MINLP problems based on GPU acceleration
To solve the problem of unacceptable execution time for solving large-scale and complex mixed integer non-linear programming problems by using deterministic algorithms
a paralleled sequential quadratic programming algorithm on the basis of GPU acceleration was proposed
in which a thorough analysis of the SQP algorithm and the framework of GPU was made.In the proposed method
enumeration algorithm was used to deal with binary variables
and the CPU +GPU strategy and the GPU in parallel were used to accelerate convergence rate.Numerical experiments show that compared to the typical serial algorithm
the proposed algorithm possesses a better convergence performance for solving MINLP problems with more binary variables and less constraints.