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INFORMATICA, 1998, Vol. 9, No. 4, 437-448
© Institute of Mathematics and Informatics, Vilnius, 1998

ISSN 0868-4952

Parallel Implementation of a Generalized Conjugate Gradient Algorithm

Jonas KOKO, Aziz MOUKRIM

ISIMA, Université Clermont-Ferrand II Campus des Cézeaux - BP 125 63173 Aubiere cedex, France. E-mail: koko@sp.isima.fr

Abstract

This paper presents a parallel version of a Generalized Conjugate Gradient algorithm proposed by Liu and Story in which the search direction considers the effect of the inexact line search. We describe the implementation of this algorithm on a parallel architecture and analyze the related speedup ratios. Numerical results are given for a shared memory computer (Cray C92).

Keywords:

parallel algorithms, unconstrained high-dimensional optimization, conjugate gradient methods
parallelism
shared memory computer

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