Parallel implementation of a random search procedure: an experimental study

  • Authors:
  • Nikolai K. Krivulin;Dennis Guster;Charles Hall

  • Affiliations:
  • Faculty of Mathematics and Mechanics, St. Petersburg State University, St. Petersburg, Russia;G.R. Herberger College of Business, St. Cloud State University, St. Cloud, MN;G.R. Herberger College of Business, St. Cloud State University, St. Cloud, MN

  • Venue:
  • SMO'05 Proceedings of the 5th WSEAS international conference on Simulation, modelling and optimization
  • Year:
  • 2005

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Abstract

We consider discrete optimization problems with the objective functions which can be defined as a response to a controllable real-time process, or obtained through computer simulation. To solve the problems, a random search algorithm and its parallel implementation are developed. A performance analysis of both serial and parallel algorithms is given, and related numerical results are discussed.