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A multi-threaded parallel implementation of the MCSFilter optimization algorithm
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Orientador(es)
Resumo(s)
The Multistart Coordinate Search Filter (MCSFilter) method is an optimization method able to find all minimizers (local
and global) of a nonlinear and nonconvex problem. Reducing the time to find such minimizers may be of uttermost importance,
specially in real-world applications, whether for economical reasons or due to other constrains of the processes under the control
of optimization methods. In this paper, a first attempt to come up with a parallel version of the MCSFilter, tailored to multi-core
machines, is described and discussed. Although the evaluation results indicate that this first parallel version ensures a moderate
speedup, adequate to desktop-level systems, this work paves the way for increasingly efficient versions to be developed futurely.
Descrição
Palavras-chave
Derivative-free optimization Direct search Black box
Contexto Educativo
Citação
Araújo, Leonardo Oliveira; Pacheco, Maria F.; Rufino, José; Fernandes, Florbela P. (2023). A multi-threaded parallel implementation of the MCSFilter optimization algorithm. In International Conference on Numerical Analysis and Applied Mathematics (ICNAAM). ISSN 0094-243X. 2849:1, p. 1-4
Editora
American Institute of Physics