Large-Scale Unconstrained Optimization On the Fps 164 and Cray X-MP Vector Processors

Marc J. A. Lescrenier, Ph. L. Tointt · The International Journal of High Performance Computing Applications · 1988

Among methods for large-scale unconstrained optimiza tion, partitioned quasi-Newton methods seem fairly suit able for vector computing. This paper reports on efforts to adapt a method of this type to vector processors. The conclusion is that a satisfying improvement in perfor mance can be obtained, especially when the inner loops deal with the elements of the objective function. Perfor mances on FPS 164 and CRAY X-MP machines are compared.

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