Multistart Coordinate Search Filter (MCSFilter) is an optimization
method suitable to find all minimizers – both local and global –
of a non convex problem, with simple bounds or more generic constraints.
Like many other optimization algorithms, it may be used in industrial
contexts, where execution time may be critical in order to keep a production
process within safe and expected bounds. MCSFilter was first
implemented in MATLAB and later in Java (which introduced a significant
performance gain). In this work, a comparison is made between
these two implementations and a novel one in C that aims at further
performance improvements. For the comparison, the problems addressed
are bound constraint, with small dimension (between 2 and 10) and multiple
local and global solutions. It is possible to conclude that the average
time execution for each problem is considerable smaller when using the
Java and C implementations, and that the current C implementation,
though not yet fully optimized, already exhibits a significant speedup.
Multistart Coordinate Search Filter (MCSFilter) is an optimization method suitable to find all
minimizers – both local and global – of a non convex problem, with simple bounds or more
generic constraints. Like many other optimization algorithms, it may be used in industrial con-
texts, where execution time may be critical in order to keep a production process within safe
and expected bounds. MCSFilter was first implemented in MATLAB and later in Java (which
introduced a significant performance gain). In this work, a comparison is made between these
two implementations and a novel one in C that aims at further performance improvements. For
the comparison, the problems addressed are bound constraint, with small dimension (between
2 and 10) and multiple local and global solutions. It is possible to conclude that the average
time execution for each problem is considerable smaller when using the Java and C implementa-
tions, and that the current C implementation, though not yet fully optimized, already exhibits
a significant speedup.
This work has been supported by FCT - Fundação para a Ciência e Tecnologia within the Project Scope: UIDB/05757/2020.
