An extended set of FORTRAN basic linear algebra subprograms
ACM Transactions on Mathematical Software (TOMS)
Introduction to parallel computing: design and analysis of algorithms
Introduction to parallel computing: design and analysis of algorithms
`` Direct Search'' Solution of Numerical and Statistical Problems
Journal of the ACM (JACM)
MPI: The Complete Reference
Asynchronous Parallel Pattern Search for Nonlinear Optimization
SIAM Journal on Scientific Computing
Multidirectional search: a direct search algorithm for parallel machines
Multidirectional search: a direct search algorithm for parallel machines
Numerical experiments on the solution of the inverse additive singular value problem
ICCS'05 Proceedings of the 5th international conference on Computational Science - Volume Part I
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This paper is focused in the parallelization of Direct Search Optimization methods, which are part of the family of derivative-free methods. These methods are known to be quite slow, but are easily parallelizable, and have the advantage of achieving global convergence in some problems where standard Newton-like methods (based on derivatives) fail. These methods have been tested with the Inverse Additive Singular Value Problem, which is a difficult highly nonlinear problem. The results obtained have been compared with those obtained with derivative methods; the efficiency of the parallel versions has been studied.