Publicação
A multi-threaded parallel implementation of the MCSFilter optimization algorithm
| Resumo: | 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. |
|---|---|
| Autores principais: | Araújo, Leonardo Oliveira |
| Outros Autores: | Pacheco, Maria F.; Rufino, José; Fernandes, Florbela P. |
| Assunto: | Derivative-free optimization Direct search Black box |
| Ano: | 2023 |
| País: | Portugal |
| Tipo de documento: | comunicação em conferência |
| Tipo de acesso: | acesso restrito |
| Instituição associada: | Instituto Politécnico de Bragança |
| Idioma: | inglês |
| Origem: | Biblioteca Digital do IPB |
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