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Details of Grant 

EPSRC Reference: GR/J52655/01
Title: DEVELOPMENT OF PARALLEL DECISION ALGORITHMS: EFFICIENCY AND PORTABILITY
Principal Investigator: Darlington, Professor J
Other Investigators:
Rustem, Professor B
Researcher Co-Investigators:
Project Partners:
Department: Computing
Organisation: Imperial College London
Scheme: Standard Research (Pre-FEC)
Starts: 11 August 1994 Ends: 10 September 1997 Value (£): 215,066
EPSRC Research Topic Classifications:
Parallel Computing
EPSRC Industrial Sector Classifications:
Related Grants:
Panel History:  
Summary on Grant Application Form
To investigate generic, portable parallel decision support algorithms for uncertainty. To investigate applications in chemical engineering optimal process design and, if time permits, economic forecasting under uncertainty.Progress:Meetings have been held with personnel from the Centre for Process Systems Engineering and the London Business School to discuss the algorithmic requirements of these areas. The basic optimisation algorithm (the deterministic version) to be used in chemical engineering optimal process design under uncertainty has been implemented and tested. This is the initial sequential version. Tests carried out on small chemical process examples have shown that the algorithm is superior to those currently employed in standard subroutines by several orders of magnitude. It is expected that this performance advantage will become even more marked for complex problems. As the basic deterministic algorithm has to be solved numerous times (in parallel) for problems under uncertainty, an efficient algorithm was essential. Currently, the parallel parallelization of the step size strategy (line search) is being considered along with the Monte-Carlo simulations of the effect of uncertainties. The former will be considered in detail first to fully resolve the basic deterministic problem In the meantime, the problem complexity is being gradually increased (initially only deterministic problems are being tested).
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Organisation Website: http://www.imperial.ac.uk