DOI: https://doi.org/10.26089/NumMet.v23r421

On implementation of the parallel global optimization algorithm with the Intel oneAPI toolkit

Authors

  • Konstantin A. Barkalov
  • Ilya G. Lebedev
  • Yanina V. Silenko

Keywords:

global optimization
multiextremal functions
parallel computing
reduction of dimensionality
graphics accelerators
Intel oneAPI.

Abstract

The paper considers the parallel global optimization algorithm and discusses its implementation with the Intel oneAPI toolkit. We suppose that the objective function is given as a black-box and satisfies the Lipschitz condition. The parallel algorithm presented in the paper uses the scheme of dimensionality reduction employing the Peano curve, which continuously maps an interval of the real axis onto a hypercube. The Intel oneAPI tools, that allows one to write the same code for both the central processor and the graphics accelerator, were used for implementation of the parallel global optimization algorithm. The results of numerical experiments obtained by solving a series of time-consuming multiextremal optimization problems are presented.

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Published

2022-11-28

Issue

Vol. 23 (2022): Issue 4.

Section

Parallel software tools and technologies

Author Biographies

Konstantin A. Barkalov

Lobachevsky State University of Nizhni Novgorod
• Professor

Ilya G. Lebedev

Lobachevsky State University of Nizhni Novgorod
• Head of Laboratory

Yanina V. Silenko

Lobachevsky State University of Nizhni Novgorod
• Assistant

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Copyright (c) 2022 К. А. Баркалов, И. Г. Лебедев, Я. В. Силенко

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