On MATLAB experience in accelerating DIRECT-GLce algorithm for constrained global optimization through dynamic data structures and parallelization

作者:

Highlights:

• The first deterministic non-redundant parallel DIRECT-type algorithms for generally constrained global optimization are introduced.

• The introduced load balancing scheme for the master-worker parallel implementation can be easily adapted for other DIRECT-type algorithms.

• Dynamic data structures are included in the sequential DIRECT-GLce algorithm, resulting in one of the most efficient DIRECT-type methods.

• The created dataset of generally constrained global optimization problems and developed source codes of the algorithms are freely available.

摘要

•The first deterministic non-redundant parallel DIRECT-type algorithms for generally constrained global optimization are introduced.•The introduced load balancing scheme for the master-worker parallel implementation can be easily adapted for other DIRECT-type algorithms.•Dynamic data structures are included in the sequential DIRECT-GLce algorithm, resulting in one of the most efficient DIRECT-type methods.•The created dataset of generally constrained global optimization problems and developed source codes of the algorithms are freely available.

论文关键词:DIRECT-type algorithm,Derivative-free optimization,Dynamic data structures,Parallel optimization,Parallel MATLAB,Parallel computing toolbox

论文评审过程:Received 2 December 2019, Revised 27 July 2020, Accepted 2 August 2020, Available online 26 August 2020, Version of Record 26 August 2020.

论文官网地址:https://doi.org/10.1016/j.amc.2020.125596