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

doi:10.1287/opre.2015.1413

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

2015-10-01

0

PRE

AI

DOI：10.1287/opre.2015.1413

原文链接

原文求助

摘要

En 中文

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.

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

摘要

AI总结

期刊

机构

引用论文