Araújo, Leonardo OliveiraPacheco, Maria F.Rufino, JoséFernandes, Florbela P.2024-01-152024-01-152023Araújo, 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. 1-40094-243Xhttp://hdl.handle.net/10198/29180The 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.engDerivative-free optimizationDirect searchBlack boxA multi-threaded parallel implementation of the MCSFilter optimization algorithmconference paper10.1063/5.01622531551-7616