RSCS: A Parallel Simplex Algorithm for the Nimrod/O Optimization Toolset

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 th...

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Bibliographic Details
Main Authors: Andrew Lewis, David Abramson, Tom Peachey
Format: Article
Language:English
Published: Hindawi Limited 2006-01-01
Series:Scientific Programming
Online Access:http://dx.doi.org/10.1155/2006/906394