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.
$ cd repo
$ make
$ cd repo
$ ./sw-optimizer or make run
$ make clean
- 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.