Department of Applied Mathematics & Physics, Kyoto Univiversity

Technical Report #98001 (January, 1998)

Testing Parallel Variable Transformation on VPP500
by Eiki Yamakawa and Masao Fukushima


This paper studies performance of the parallel variable transformation (PVT) algorithm for unconstrained nonlinear optimization through numerical experiments on a Fujitsu VPP500, one of the most up-to-date vector parallel computer. Special attention is paid to a particular form of the PVT algorithm that is regarded as a generalization of the block Jacobi algorithm that allows overlapping of variables among processors. Implementation strategies on the VPP500 are described in detail and results of numerical experiments are reported.