Solving a large nonlinear programming problem on a vector processing computer

Abstract

In an earlier paper, the authors formulated an acoustic antenna array design problem as a nonlinear program. Computation times for large problems (about 400 sensors) were in the range of 8 to 10 hours on a Vax 11/780. Most of this time was spent in computing the objective function and its gradient. This paper describes how these computations (and these only) were recoded to exploit the vector processing capabilities of a Cray 1-M computer. Run times are reduced to less than one minute. The results have implications for many nonlinear programs whose function evaluations are very time consuming.