×

VTDIRECT95

swMATH ID: 5290
Software Authors: He, Jian; Watson, Layne T.; Sosonkina, Masha
Description: VTDIRECT95 is a Fortran 95 implementation of D. R. Jones’ deterministic global optimization algorithm called DIRECT, which is widely used in multidisciplinary engineering design, biological science, and physical science applications. The package includes both a serial code and a data-distributed massively parallel code for different problem scales and optimization (exploration vs. exploitation) goals. Dynamic data structures are used to organize local data, handle unpredictable memory requirements, reduce the memory usage, and share the data across multiple processors. The parallel code employs a multilevel functional and data parallelism to boost concurrency and mitigate the data dependency, thus improving the load balancing and scalability. In addition, checkpointing features are integrated into both versions to provide fault tolerance and hot restarts. Important algorithm modifications and design considerations are discussed regarding data structures, parallel schemes, error handling, and portability. Using several benchmark functions and real-world applications, the software is evaluated on different systems in terms of optimization effectiveness, data structure efficiency, parallel performance, and checkpointing overhead. The package organization and usage are also described in detail.
Homepage: http://dl.acm.org/citation.cfm?id=1527291
Programming Languages: Fortran
Keywords: optimization; The Unconstrained NLO Problem
Related Software: DIRECT; MultiMin; MrDIRECT; NOMAD; MCS; GitHub; DFL; Algorithm 829; Global Optimization Test; DFBOX_IMPR; TESTGO; DIRMIN; SNOBFIT; NEWUOA; SDBOX; IMFIL; OrthoMADS; EGO; DFO-GN; BOBYQA
Cited in: 14 Documents

Citations by Year