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.