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Parallel variable metric algorithms for unconstrained optimization

✍ Scribed by P. J. M. van Laarhoven


Publisher
Springer-Verlag
Year
1985
Tongue
English
Weight
606 KB
Volume
33
Category
Article
ISSN
0025-5610

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In this paper we present a parallel implementation of a well-known heuristic optimisation algorithm (the downhill simplex algorithm developed by Nelder and Mead in 1965) which is well suited for unconstrained optimisation. We present the sequential algorithm as well as the parallel algorithm which w