An efficient implementation of parallel simulated annealing algorithm in GPUs
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- Ana Maria Ferreiro-Ferreiro & José Antonio García-Rodríguez & Luis A. Souto & Carlos Vázquez, 2020. "Efficient Model Points Selection in Insurance by Parallel Global Optimization Using Multi CPU and Multi GPU," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 62(1), pages 5-20, February.
- Konstantin Barkalov & Victor Gergel, 2016. "Parallel global optimization on GPU," Journal of Global Optimization, Springer, vol. 66(1), pages 3-20, September.
- Ferreiro-Ferreiro, Ana María & García-Rodríguez, José A. & Souto, Luis & Vázquez, Carlos, 2020. "A new calibration of the Heston Stochastic Local Volatility Model and its parallel implementation on GPUs," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 177(C), pages 467-486.
- Jinlong Yuan & Lei Wang & Xu Zhang & Enmin Feng & Hongchao Yin & Zhilong Xiu, 2015. "Parameter identification for a nonlinear enzyme-catalytic dynamic system with time-delays," Journal of Global Optimization, Springer, vol. 62(4), pages 791-810, August.
- Chandra Ade Irawan & Said Salhi & Kusmaningrum Soemadi, 2020. "The continuous single-source capacitated multi-facility Weber problem with setup costs: formulation and solution methods," Journal of Global Optimization, Springer, vol. 78(2), pages 271-294, October.
- Ferreiro-Ferreiro, Ana M. & García-Rodríguez, José A. & Souto, Luis & Vázquez, Carlos, 2019. "Basin Hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs," Applied Mathematics and Computation, Elsevier, vol. 356(C), pages 282-298.
- Ferreiro, Ana M. & García-Rodríguez, José Antonio & Vázquez, Carlos & e Silva, E. Costa & Correia, A., 2019. "Parallel two-phase methods for global optimization on GPU," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 156(C), pages 67-90.
- Yue Sun & Alfredo Garcia, 2017. "Interactive model-based search with reactive resource allocation," Journal of Global Optimization, Springer, vol. 67(1), pages 135-149, January.
- Schryen, Guido, 2020. "Parallel computational optimization in operations research: A new integrative framework, literature review and research directions," European Journal of Operational Research, Elsevier, vol. 287(1), pages 1-18.
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KeywordsGlobal optimization; Simulated annealing; Parallel computing; GPUs; CUDA;
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