Lipschitzian optimization without the Lipschitz constant
Journal of Optimization Theory and Applications
Algorithm 777: HOMPACK90: a suite of Fortran 90 codes for globally convergent homotopy algorithms
ACM Transactions on Mathematical Software (TOMS)
HARNESS and fault tolerant MPI
Parallel Computing - Clusters and computational grids for scientific computing
Dynamic Data Structures for a Direct Search Algorithm
Computational Optimization and Applications
An Overview of Checkpointing in Uniprocessor and DistributedSystems, Focusing on Implementation and Performance
Modifications of the direct algorithm
Modifications of the direct algorithm
Fault Tolerance in Message Passing Interface Programs
International Journal of High Performance Computing Applications
Parallel Programming in C with MPI and OpenMP
Parallel Programming in C with MPI and OpenMP
Introduction to Global Optimization (Nonconvex Optimization and Its Applications)
Introduction to Global Optimization (Nonconvex Optimization and Its Applications)
Deterministic parallel global parameter estimation for a model of the budding yeast cell cycle
Journal of Global Optimization
Design and implementation of a massively parallel version of DIRECT
Computational Optimization and Applications
Integration of Ab Initio Nuclear Physics Calculations with Optimization Techniques
ICCS '08 Proceedings of the 8th international conference on Computational Science, Part I
Results of two global optimization algorithms applied to a problem in biomechanics
SpringSim '10 Proceedings of the 2010 Spring Simulation Multiconference
A comparison of alternatives for communicating with spawned processes
Proceedings of the 49th Annual Southeast Regional Conference
Direct search versus simulated annealing on two high dimensional problems
Proceedings of the 19th High Performance Computing Symposia
Communication with spawned processes
Proceedings of the 19th High Performance Computing Symposia
Direct search and stochastic optimization applied to two nonconvex nonsmooth problems
Proceedings of the 2012 Symposium on High Performance Computing
Adjusting process count on demand for petascale global optimization
Parallel Computing
A parallel hybrid optimization algorithm for fitting interatomic potentials
Applied Soft Computing
Parallel deterministic and stochastic global minimization of functions with very many minima
Computational Optimization and Applications
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VTDIRECT95 is a Fortran 95 implementation of D. R. Jones' deterministic global optimization algorithm called DIRECT, which is widely used in multidisciplinary engineering design, biological science, and physical science applications. The package includes both a serial code and a data-distributed massively parallel code for different problem scales and optimization (exploration vs. exploitation) goals. Dynamic data structures are used to organize local data, handle unpredictable memory requirements, reduce the memory usage, and share the data across multiple processors. The parallel code employs a multilevel functional and data parallelism to boost concurrency and mitigate the data dependency, thus improving the load balancing and scalability. In addition, checkpointing features are integrated into both versions to provide fault tolerance and hot restarts. Important algorithm modifications and design considerations are discussed regarding data structures, parallel schemes, error handling, and portability. Using several benchmark functions and real-world applications, the software is evaluated on different systems in terms of optimization effectiveness, data structure efficiency, parallel performance, and checkpointing overhead. The package organization and usage are also described in detail.