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Orientador(es)
Resumo(s)
Multistart Coordinate Search Filter (MCSFilter) is an optimization method suitable to find all
minimizers – both local and global – of a non convex problem, with simple bounds or more
generic constraints. Like many other optimization algorithms, it may be used in industrial con-
texts, where execution time may be critical in order to keep a production process within safe
and expected bounds. MCSFilter was first implemented in MATLAB and later in Java (which
introduced a significant performance gain). In this work, a comparison is made between these
two implementations and a novel one in C that aims at further performance improvements. For
the comparison, the problems addressed are bound constraint, with small dimension (between
2 and 10) and multiple local and global solutions. It is possible to conclude that the average
time execution for each problem is considerable smaller when using the Java and C implementa-
tions, and that the current C implementation, though not yet fully optimized, already exhibits
a significant speedup.
Descrição
Palavras-chave
Optimization MCSFilter Non-convex problems
Contexto Educativo
Citação
Araújo, Leonardo; Pacheco, Maria F.; Rufino, José; Fernandes, Florbela P. (2021). Towards a high-performance implementation of the MCSFilter optimization algorithm. In International Conference on Optimization, Learning Algorithms and Applications: book of abstracts. Bragança: Instituto Politécnico. ISBN 978-972-745-291-0
Editora
Instituto Politécnico de Bragança