Parallel Line Search

Publication
Peachey, T. C., Abramson D., and Lewis A., 2009, Parallel line search, in Optimization: Structure and Applications, Springer Optimization and Its Applications , Vol. 32, Pearce, C.; Hunt, E.(Eds.), Chapter 20, pp 369 – 381, ISBN: 978-0-387-98095-9
Abstract
We consider a parallel implementation of the algorithm for line search by repeated subdivision. It is shown that the finer subdivisions allowed by concurrent function evaluations may produce slower execution in some circumstances. We present a rule for guiding the choice of the number of steps in subdivisions. We also consider a heuristic for speeding convergence by aborting function evaluations in some cases.
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