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An improved multi-threaded implementation of the MCSFilter optimization algorithm

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Resumo(s)

The Multistart Coordinate Search Filter (MCSFilter) is an optimization method suitable to find all minimizers of a non convex problem, with any type of constraints. When used in industrial contexts, execution time may be critical, in order to keep production processes within safe and expected bounds. One way to increase performance is through parallelization. In this work, a second parallel version of the MCSFilter method is presented, aiming at faster execution times than a previous parallel implementation. The new solver was tested with a set of fourteen problems, with different characteristics and behavior. The results obtained represent an improvement of the execution times over all previous MCSFilter implementations (sequential and parallel). They also allowed to identify bottlenecks to be lifted in future parallel versions.

Descrição

Palavras-chave

Optimization MCSFilter method Parallelization

Contexto Educativo

Citação

Monteiro, Luis; Rufino, José; Romanenko, Andrey; Fernandes, Florbela P. (2022). An improved multi-threaded implementation of the MCSFilter optimization algorithm. In 2nd International Conference on Optimization, Learning Algorithms and Applications, OL2A 2022: book of abstracts. Bragança; Instituto Politécnico de Bragança. ISBN 978-972-745-309-2

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Editora

Instituto Politécnico de Bragança

Licença CC