A parallel implementation of the simplex function minimization routine

DOI10.1007/s10614-007-9094-2zbMath1127.65036MaRDI QIDQ2461663

Matthew Wiswall, Donghoon Lee

Publication date: 21 November 2007

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-007-9094-2

zbMATH Keywords

numerical examples; simplex algorithm; parallel computing; optimization algorithms

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

65Y05: Parallel numerical computation

Related Items

A THREE-LEVEL PARALLELISATION SCHEME AND APPLICATION TO THE NELDER-MEAD ALGORITHM, Cluster-based feedback control of turbulent post-stall separated flows, ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS, Multi-direction-based Nelder–Mead method, Accounting for wage and employment changes in the US from 1968--2000: a dynamic model of labor market equilibrium, Multi-core CPUs, clusters, and grid computing: A tutorial

Cites Work

• Social security and the retirement and savings behavior of low-income households
• Solving finite mixture models: Efficient computation in economics under serial and parallel execution
• User-friendly parallel computations with econometric examples
• A parallel primal-dual simplex algorithm
• Maximum likelihood estimation using parallel computing: An introduction to MPI
• A distributed parallel genetic algorithm for solving optimal growth models
• Conditional Choice Probabilities and the Estimation of Dynamic Models
• Direct Search Methods on Parallel Machines
• Parallel Simplex for Large Pure Network Problems: Computational Testing and Sources of Speedup
• Parallelizing the Dual Simplex Method
• Intersectoral Labor Mobility and the Growth of the Service Sector
• A Simplex Method for Function Minimization