Parallel Implementation of a Generalized Conjugate Gradient Algorithm

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). Key words: parallel algorithms, unconstrained high-dimensional optimization, conjugate gradient methods, parallelism, shared memory computer.

• Type: Journal
• Year: 1998
• Where: INFORMATICALT
• Authors: Jonas Koko, Aziz Moukrim
• Keywords: Conjugate Gradient, Conjugate Gradient Algorithm, Inexact Line Search, INFORMATICALT 1998