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Nonlinear optimization with a massively parallel Evolution Strategy-Pattern Search algorithm on graphics hardware

Weihang Zhu
Department of Industrial Engineering, Lamar University, P.O. Box 10032, Beaumont, TX 77710, USA
Applied Soft Computing (08 June 2010)

@article{zhu2010nonlinear,

   title={Nonlinear Optimization with a Massively Parallel Evolution Strategy-Pattern Search Algorithm on Graphics Hardware},

   author={Zhu, W.},

   journal={Applied Soft Computing},

   issn={1568-4946},

   year={2010},

   publisher={Elsevier}

}

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This paper presents a massively parallel Evolution Strategy-Pattern Search Optimization (ES-PS) algorithm with graphics hardware acceleration on bound constrained nonlinear continuous optimization problems. The algorithm was specifically designed for a graphic processing unit (GPU) hardware platform featuring ‘Single Instruction Multiple Thread’ (SIMT). Evolution Strategy is a population-based evolutionary algorithm for solving complex optimization problems. GPU computing is an emerging desktop parallel computing platform. The hybrid ES-PS optimization method was implemented in the GPU environment and compared to a similar implementation on Central Processing Units (CPU). Computational results indicated that GPU-accelerated SIMT-ES-PS method was orders of magnitude faster than the corresponding CPU implementation. The main contribution of this paper was the parallelization analysis and performance analysis of the hybrid ES-PS with GPU acceleration. The computational results demonstrated a promising direction for high speed optimization with desktop parallel computing on a personal computer (PC).
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