关键词: 最优化问题, BFGS公式, 松弛异步, 并行算法, 加速比

Abstract: In order to solve the sequential solution speed slow problem of the large-scale non-linearity optimization problems, for solving unconstrained optimization problems, chaotic relaxation asynchronous iterative parallel algorithm is proposed. BFGS sequential algorithm of unconstrained optimization problems are parallelized in the PC cluster environment. It utilizes CHOLESKY method to decompose coefficient to make the linear equation group of matrix for the symmetry. To solve the solution vector and non-linear search step of Wolfe-Powell by chaotic relaxation asynchronous parallel method, it parallels to the revised formula BFGS. The BFGS relaxation asynchronous parallel algorithm is build. Time complexity and speedup of the algorithm are analyzed. The experimental results of PC cluster show that this algorithm better solves the system load imbalanced problem, improves the speed of problem solving, the algorithm has the linear speedup ratio.

Key words: optimization problems, BFGS formula, relaxation asynchronous, parallel algorithm, speedup ratio