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Parallel Minimax Searching Algorithm for Extremum of Unimodal Unbounded Function

DOI: 10.4236/ijcns.2011.49066, PP. 549-561

Keywords: Adversarial Minimax Analysis, Design Parameters, Dynamic Programming, Function Evaluation, Optimal Algorithm, Parallel Algorithm, System Design, Statistical Experiments, Time Complexity, Unbounded Search, Unimodal Function

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Abstract:

In this paper we consider a parallel algorithm that detects the maximizer of unimodal function f(x) computable at every point on unbounded interval (0, ∞). The algorithm consists of two modes: scanning and detecting. Search diagrams are introduced as a way to describe parallel searching algorithms on unbounded intervals. Dynamic programming equations, combined with a series of liner programming problems, describe relations between results for every pair of successive evaluations of function f in parallel. Properties of optimal search strategies are derived from these equations. The worst-case complexity analysis shows that, if the maximizer is located on a priori unknown interval (n-1], then it can be detected after cp(n)=「2logp/2」+1(n+1)」-1 parallel evaluations of f(x), where p is the number of processors.

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