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一个异步的PGD算法
引用本文:孙莉,黄利国.一个异步的PGD算法[J].山东科技大学学报(自然科学版),2006,25(4):110-112.
作者姓名:孙莉  黄利国
作者单位:1. 上海交通大学,数学系,上海,200240
2. 滨州学院,数学与信息科学系,山东,滨州,256600
摘    要:分析了并行优化算法中同步运算与异步运算的优缺点。提出完全异步的PGD算法。并且在一定的条件下。给出了算法的收敛性证明。最后结合大规模分布式并行计算机系统曙光-2000做出数值试验。结果说明异步的并行优化算法的效率高于同步的算法。

关 键 词:无约束非线性最优化问题  并行梯度分配算法  加速比
文章编号:1672-3767(2006)04-0110-03
收稿时间:2005-12-05
修稿时间:2005年12月5日

Asynchronous Parallel Gradient Distribution Algorithm
SUN Li,HUANG Li-guo.Asynchronous Parallel Gradient Distribution Algorithm[J].Journal of Shandong Univ of Sci and Technol: Nat Sci,2006,25(4):110-112.
Authors:SUN Li  HUANG Li-guo
Institution:1. Department of Mathematics, Shanghai Jaotong University, Shanghai 200240, China; 2. Dept. of Mathematics and Info Science, Binzhou College, Binzhou, Shandong 256600, China
Abstract:The paper analyzes the advantages and disadvantages of synchronous and asynchronous operations in parallel optimization algorithm, and presents the complete asynchronous PGD algorithm and under a certain condition, the proof of its global convergence is given. Finally, numerical tests are provided combined with the distributed large-scale parallel computer system, Dawning 2000, and its results show that the efficiency of asynchronous parallel optimization algorithm is better than that of its synchronous counterpart.
Keywords:unconstrained nonlinear optimization  parallel gradient distribution  speedup ratio
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