Parallel cross-entropy optimization

Evans, Gareth E., Keith, Jonathan M., & Kroese, Dirk P. (2007) Parallel cross-entropy optimization. In 2007 Winter Simulation Conference, 9-12 December 2007, Washington, D.C ..

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The cross-entropy (CE) method is a modern and effective optimization method well suited to parallel implementations. There is a vast array of problems today, some of which are highly complex and can take weeks or even longer to solve using current optimization techniques. This paper presents a general method for designing parallel CE algorithms for multiple instruction multiple data (MIVID) distributed memory machines using the message passing interface (MPI) library routines. We provide examples of its performance for two well-known test-cases: the (discrete) Max-Cut problem and (continuous) Rosenbrock problem. Speedup factors and a comparison to sequential CE methods are reported.

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10 citations in Scopus
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ID Code: 14317
Item Type: Conference Paper
Refereed: Yes
Keywords: application program interfaces, distributed memory systems, entropy, message passing, optimisation, parallel algorithms, parallel machines, parallel memories
DOI: 10.1109/WSC.2007.4419854
ISBN: 9781424413065
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > NUMERICAL AND COMPUTATIONAL MATHEMATICS (010300) > Optimisation (010303)
Divisions: Past > QUT Faculties & Divisions > Faculty of Science and Technology
Copyright Owner: Copyright 2007 IEEE
Copyright Statement: Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Deposited On: 06 Aug 2008 00:00
Last Modified: 29 Feb 2012 13:40

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