PDS: Direct Search Methods for Unconstrained Optimization on Either Sequential or Parallel Machines
PDS is a collection of Fortran subroutines for solving unconstrained nonlinear optimization problems using direct search methods. The software is written so that execution on sequential machines is straightforward while execution on Intel distributed memory machines, such as the iPSC/2, the iPSC/860 or the Touchstone Delta, can be accomplished simply by including a few well-defined routines containing calls to Intel-specific Fortran library calls. Those interested in using the algorithm on other distributed memory machines, even for something as simple as a network of workstations or personal computers, need only modify these few subroutines to handle the global communication requirements. Furthermore, since the parallelism is clearly defined at the "do-loop" level, it is a simple matter to insert compiler directives that allow for execution on shared memory parallel machines. Included here is an example of such directives, contained in comment statements, for execution on a Sequent Symmetry S81. PDS encompasses an entire class of general-purpose optimization methods that require little of the user other than a (scalar) subroutine to evaluate the function (though the algorithm is flexible enough to accommodate subroutines that evaluate the function in parallel) and even less of the problem to be solved since direct search methods presumes only that the function is continuous. Thus, these methods are particularly effective on parameter estimation problems involving a relatively small number of parameters. They are also very interesting as parallel algorithms because they are perfectly scalable: they can use any number of processors regardless of the dimension of the problem to be solved and, in fact, tend to perform better as more processors are added.
Citable link to this pagehttps://hdl.handle.net/1911/101749
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- CAAM Technical Reports