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Synchronous and asynchronous parallel simulated annealing with multiple Markov chains

机译:具有多个马尔可夫链的同步和异步并行模拟退火

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Simulated annealing is a general-purpose optimization technique capable of finding an optimal or near-optimal solution in various applications. However, the long execution time required for a good quality solution has been a major drawback in practice. Extensive studies have been carried out to develop parallel algorithms for simulated annealing. Most of them were not very successful, mainly because multiple processing elements (PEs) were required to follow a single Markov chain and, therefore, only a limited parallelism was exploited. In this paper, we propose new parallel simulated annealing algorithms which allow multiple Markov chains to be traced simultaneously by PEs which may communicate with each other. We have considered both synchronous and asynchronous implementations of the algorithms. Their performance has been analyzed in detail and also verified by extensive experimental results. It has been shown that for graph partitioning the proposed parallel simulated annealing schemes can find a solution of equivalent (or even better) quality up to an order of magnitude faster than the conventional parallel schemes. Among the proposed schemes, the one where PEs exchange information dynamically (not with a fixed period) performs best.
机译:模拟退火是一种通用的优化技术,能够在各种应用中找到最佳或接近最佳的解决方案。但是,在实践中,高质量解决方案所需的较长执行时间一直是主要缺点。已经进行了广泛的研究以开发用于模拟退火的并行算法。它们中的大多数都不是很成功,主要是因为需要多个处理元素(PE)才能遵循单个Markov链,因此仅利用了有限的并行性。在本文中,我们提出了新的并行模拟退火算法,该算法允许可能相互通信的PE同时跟踪多个马尔可夫链。我们已经考虑了算法的同步和异步实现。已对其性能进行了详细分析,并通过广泛的实验结果进行了验证。已经表明,对于图划分,所提出的并行模拟退火方案可以找到等效(或什至更好)质量的解决方案,其解决方案比常规并行方案快一个数量级。在提出的方案中,PE动态交换信息(而不是固定周期)的方案效果最好。

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