Document details

A multi-threaded parallel implementation of the MCSFilter optimization algorithm

Author(s): Araújo, Leonardo Oliveira ; Pacheco, Maria F. ; Rufino, José ; Fernandes, Florbela P.

Date: 2023

Persistent ID: http://hdl.handle.net/10198/29180

Origin: Biblioteca Digital da UPB

Project/scholarship: info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UIDB/05757/2020/PT;

Subject(s): Derivative-free optimization; Direct search; Black box


Description

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.

Document Type Conference paper
Language English
Contributor(s) Biblioteca Digital da UPB
CC Licence
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