Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments

被引：70

作者：

Luo, Jun ^{[1
]}

Hong, L. Jeff ^{[2
,3
]}

Nelson, Barry L. ^{[4
]}

Wu, Yang ^{[5
]}

机构：

[1] Shanghai Jiao Tong Univ, Antai Coll Econ & Management, Shanghai 200052, Peoples R China

[2] City Univ Hong Kong, Coll Business, Dept Econ & Finance, Kowloon, Hong Kong, Peoples R China

[3] City Univ Hong Kong, Coll Business, Dept Management Sci, Kowloon, Hong Kong, Peoples R China

[4] Northwestern Univ, Dept Ind Engn & Management Sci, Evanston, IL 60208 USA

[5] Tmall Co, Hangzhou 310000, Zhejiang, Peoples R China

来源：

OPERATIONS RESEARCH | 2015年 / 63卷 / 05期

关键词：

fully sequential procedures; parallel computing; statistical issues; asymptotic validity; SIMULATED SYSTEM; 2-STAGE;

D O I：

10.1287/opre.2015.1413

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

Fully sequential ranking-and-selection (R&S) procedures to find the best from a finite set of simulated alternatives are often designed to be implemented on a single processor. However, parallel computing environments, such as multi-core personal computers and many-core servers, are becoming ubiquitous and easily accessible for ordinary users. In this paper, we propose two types of fully sequential procedures that can be used in parallel computing environments. We call them vector-filling procedures and asymptotic parallel selection procedures, respectively. Extensive numerical experiments show that the proposed procedures can take advantage of multiple parallel processors and solve large-scale R&S problems.

引用

页码：1177 / 1194

页数：18

共 50 条

[31] A PARALLEL COMPUTING SCHEME FOR MINIMIZING A CLASS OF LARGE-SCALE FUNCTIONS
GE, R
[J]. APPLIED MATHEMATICS AND COMPUTATION, 1989, 30 (03) : 261 - 288
[32] Large-scale numerical simulation of laser propulsion by parallel computing
Zeng, Yaoyuan
Zhao, Wentao
Wang, Zhenghua
[J]. 2ND INTERNATIONAL SYMPOSIUM ON LASER INTERACTION WITH MATTER (LIMIS 2012), 2013, 8796
[33] A Workflow for Parallel and Distributed Computing of Large-Scale Genomic Data
Choi, Hyun-Hwa
Kim, Byoung-Seob
Ahn, Shin-Young
Bae, Seung-Jo
[J]. 2013 8TH INTERNATIONAL CONFERENCE FOR INTERNET TECHNOLOGY AND SECURED TRANSACTIONS (ICITST), 2013, : 215 - 218
[34] Muclouds: Parallel Simulator for Large-scale Cloud Computing Systems
Liu, Jinzhao
Zhou, Yuezhi
Zhang, Di
Fang, Yujian
Han, Wei
Zhang, Yaoxue
[J]. 2014 IEEE 11TH INTL CONF ON UBIQUITOUS INTELLIGENCE AND COMPUTING AND 2014 IEEE 11TH INTL CONF ON AUTONOMIC AND TRUSTED COMPUTING AND 2014 IEEE 14TH INTL CONF ON SCALABLE COMPUTING AND COMMUNICATIONS AND ITS ASSOCIATED WORKSHOPS, 2014, : 80 - 87
[35] A parallel algorithm for computing shortest paths in large-scale networks
Tan, GZ
Ping, XH
[J]. COMPUTATIONAL SCIENCE - ICCS 2005, PT 3, 2005, 3516 : 975 - 978
[36] Large-Scale CFD Parallel Computing Dealing with Massive Mesh
Shang, Zhi
[J]. JOURNAL OF ENGINEERING, 2013, 2013
[37] A Fast Parallel Large-scale Grid Generator for Parallel Computing in Engineering Simulation
Wang, Xiaoqing
Jin, Xianlong
[J]. 2016 IEEE INTERNATIONAL CONFERENCE OF ONLINE ANALYSIS AND COMPUTING SCIENCE (ICOACS), 2016, : 96 - 99
[38] Large electromagnetic simulation by hybrid approach on large-scale parallel computing systems
Alexandru, Mihai
Monteil, Thierry
Lorenz, Petr
Coccetti, Fabio
Aubert, Herve
[J]. CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE, 2015, 27 (13): : 3184 - 3204
[39] Hybrid Traveling in Fully-Immersive Large-Scale Geographic Environments
Steinicke, Frank
Bruder, Gerd
Hinrichs, Klaus
[J]. VRST 2007: ACM SYMPOSIUM ON VIRTUAL REALITY SOFTWARE AND TECHNOLOGY, PROCEEDINGS, 2007, : 229 - 230
[40] Solution of Large-Scale Problems of Global Optimization on the Basis of Parallel Algorithms and Cluster Implementation of Computing Processes
Koshur, Vladimir
Kuzmin, Dmitriy
Legalov, Aleksandr
Pushkaryov, Kirill
[J]. PARALLEL COMPUTING TECHNOLOGIES, PROCEEDINGS, 2009, 5698 : 121 - 125

← 1 2 3 4 5 →