A survey of HPC algorithms and frameworks for large-scale gradient-based nonlinear optimization

Abstract

AbstractLarge-scale numerical optimization problems arise from many fields and have applications in both industrial and academic contexts. Finding solutions to such optimization problems efficiently requires algorithms that are able to leverage the increasing parallelism available in modern computing hardware. In this paper, we review previous work on parallelizing algorithms for nonlinear optimization. To introduce the topic, the paper starts by giving an accessible introduction to nonlinear optimization and high-performance computing. This is followed by a survey of previous work on parallelization and utilization of high-performance computing hardware for nonlinear optimization algorithms. Finally, we present a number of optimization software libraries and how they are able to utilize parallel computing today. This study can serve as an introduction point for researchers interested in nonlinear optimization or high-performance computing, as well as provide ideas and inspiration for future work combining these topics.