Abstract
The paper deals with the area of management of large-scale economic and environmental systems. A nonconvex multi-dimensional optimization problem related to the issue of optimal design of a network of insurance companies is analyzed. In order to avoid dramatic increase in optimization time, a general optimization algorithm is specified and presented as a series of elementary parallel operations. The optimal number of parallel processors is estimated.
This work was supported by the International Institute for Applied Systems Analysis; by RFBR, project #03-01-00737; and by the Program on Basic Research of the Department of Mathematics of the Russian Acad. Sci., the project on Methods of System Optimization and the Program of supporting leading scientific schools of Russia, project #1846.2003.1.
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Kryazhimskiy, A., Maksimov, V. (2004). Parallelization in an Algorithm of Multi-dimensional Nonconvex Optimization: An Application to Insurance Network Design. In: Wyrzykowski, R., Dongarra, J., Paprzycki, M., Waśniewski, J. (eds) Parallel Processing and Applied Mathematics. PPAM 2003. Lecture Notes in Computer Science, vol 3019. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-24669-5_99
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DOI: https://doi.org/10.1007/978-3-540-24669-5_99
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-21946-0
Online ISBN: 978-3-540-24669-5
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