A multi-threaded parallel implementation of the MCSFilter optimization algorithm
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 econom...
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| creator | Araújo, Leonardo Oliveira Pacheco, Maria F. Rufino, José Fernandes, Florbela P. |
| 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.
This work has been supported by FCT - Fundação para a Ciência e Tecnologia, Project Scope: UIDB/05757/2020. |
| doi_str_mv | 10.1063/5.0162253 |
| format | Conference Proceeding |
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| fulltext | fulltext |
| identifier | ISSN: 0094-243X |
| ispartof | AIP conference proceedings, 2023, Vol.2849 (1), p.1-4 |
| issn | 0094-243X 1551-7616 |
| language | eng |
| recordid | cdi_proquest_journals_2859722747 |
| source | American Institute of Physics (AIP) Journals |
| subjects | Algorithms Black box Direct search Optimization |
| title | A multi-threaded parallel implementation of the MCSFilter optimization algorithm |
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