/SolisWets

Implements a minimization algorithm by random search technique introduced in 1981 by Francisco J. Solis & Roger J-B. Wets.

Primary LanguageCudaGNU General Public License v3.0GPL-3.0

GPU Solis Wets Optimization Algorithm

Simple implementation of Solis-Wets optimization algorithm accordly Minimization by Random Techniques [1] on GPU using CUDA [2]. The parallel idea in this case is optimize each dimension of the optimization problem by a CUDA thread. Simple, easy and fast.

Compile
$ cd repo
$ make
Execute
$ cd repo
$ ./sw-optimizer or make run

Clean up

$ make clean

TODO

- Empty list for a while

[1] Minimization by Random Search Techniques by Francisco J. Solis and Roger J-B. Wets (1981)

[2] CUDA is a parallel computing platform and programming model developed by NVIDIA for GPGPU.