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RSCS: A Parallel Simplex Algorithm for the Nimrod/O Optimization Toolset
Cork, Ireland July 05-July 07
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/ISPDC.2004.44Third International Symposium on Para ...
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Andrew Lewis, Griffith University
David Abramson, Monash University
Tom Peachey, Monash University
This paper describes a method of parallelisation of the popular Nelder-Mead simplex optimization algorithms that can lead to enhanced performance on parallel and distributed computing resources. A reducing set of simplex vertices are used to derive search directions generally closely aligned with the local gradient. When tested on a range of problems drawn from real-world applications in science and engineering, this reducing set concurrent simplex (RSCS) variant of the Nelder-Mead algorithm compared favourably with the original algorithm, and also with the inherently parallel multidirectional search algorithm (MDS). All algorithms were implemented and tested in a general-purpose, grid-enabled optimization toolset.
Index Terms:
Parallel programming, optimization, Nelder-Mead algorithm
Citation:
Andrew Lewis, David Abramson, Tom Peachey, "RSCS: A Parallel Simplex Algorithm for the Nimrod/O Optimization Toolset," ispdc, pp.71-78, Third International Symposium on Parallel and Distributed Computing/Third International Workshop on Algorithms, Models and Tools for Parallel Computing on Heterogeneous Networks (ISPDC/HeteroPar'04), 2004
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