Parallel solution of the pooling problem with application to the Cell Broadband Engine Architecture

In this paper we apply an existing simple optimization algorithm to the pooling problem, which is a hard global optimization problem occurring among other places in the petroleum industry. We propose a technique for generating initial solutions and show that the global optimum is found on many standard problems using relatively few starting points. We also show that the proposed solution methodology can be implemented efficiently on the Cell Broadband Engine Architecture, and consequently that it can be solved on the Sony PlayStation 3 gaming console, which can perform a very large number of floating point operations per second compared to its price.