This repository contains different implementations of the Nelder-Mead optimization algorithm. The implementations are based on
- Jeff Borggaard's [Matlab code]
- Lee and Wiswall (2007) [Paper]
- Klein and Neira (2014) [Paper] [C++ Code]
Build and run the serial algorithm:
# build and run a simple example
make serial
./NelderTest.out <problem_size>
# try a range of different objective functions
make tests
./tests.out
Build and run the parallel Lee and Wiswall implementation:
# build and run a simple example
make leewiswall
mpirun -np <num_proc> ./LeeWiswall.out <problem_size>
Build and run the parallel Klein and Neira implementation (this doesn't really work):
# build and run a simple example
make parallel
mpirun -np <num_proc> ./DistParNelderTest.out <problem_size> <points_per_iter>