๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The parallel downhill simplex algorithm for unconstrained optimisation

โœ Scribed by COETZEE, LOUIS; BOTHA, ELIZABETH C.

Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
310 KB
Volume
10
Category
Article
ISSN
1040-3108

No coin nor oath required. For personal study only.

โœฆ Synopsis

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 we used to generate numerical results. They include numerical results of experiments on neural networks and a test suite of functions which demonstrate the parallel algorithm's increased robustness and convergence rate for high-dimensional problems compared to the sequential algorithm.

๐Ÿ“œ SIMILAR VOLUMES

Algorithms for solving a spatial optimis
Algorithms for solving a spatial optimisation problem on a parallel computer
โœ George, Felicity; Radcliffe, Nicholas; Smith, Mark; Birkin, Mark; Clarke, Martin ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 337 KB ๐Ÿ‘ 2 views

In a collaborative project between GMAP Ltd and EPCC, an existing heuristic optimisation scheme for strategic resource planning was parallelised to run on the data parallel Connection Machine CM-200. The parallel software was found to run over 2700 times faster than the original workstation software

The iterative group implicit algorithm f
The iterative group implicit algorithm for parallel transient finite element analysis
โœ Sukomal Modak; Elisa D. Sotelino ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 142 KB ๐Ÿ‘ 1 views

The Iterative Group Implicit (IGI) algorithm is developed for the parallel solution of general structural dynamic problems. In this method the original structure is partitioned into a number of a subdomains. Each subdomain is solved independently and therefore concurrently, using any traditional dir

Parallel adaptive wavefront algorithms s
Parallel adaptive wavefront algorithms solving Lyapunov equations for the Cholesky factor on message passing multiprocessors
โœ Claver, Jose M.; Hernandez, Vicente ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 123 KB ๐Ÿ‘ 2 views

The order of the matrices involved in several algebraic problems decreases during the solution process. In these cases, parallel algorithms which use adaptive solving block sizes offer better performance results than the ones obtained on parallel algorithms using traditional constant block sizes. Re