Document details

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.