Super-speeds with Zero-RAM: Next Generation Large-Scale Optimization in Your Laptop!
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This article presents the novel breakthrough general purpose algorithm for large scale optimization problems. The novel algorithm is capable of achieving breakthrough speeds for very large-scale optimization on general purpose laptops and embedded systems. Application of the algorithm to the Griewank function was possible in up to 1 billion decision variables in double precision took only 64485 seconds ( 18 hours) to solve, while consuming 7,630 MB (7.6 GB) or RAM on a single threaded laptop CPU. It shows that the algorithm is computationally and memory (space) linearly efficient, and can find the optimal or near-optimal solution in a fraction of the time and memory that many conventional algorithms require. It is envisaged that this will open up new possibilities of real-time large-scale problems on personal laptops and embedded systems.
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