Optimization method using parallel processors

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364488, 395 50, G06F 1700

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055900631

ABSTRACT:
A method executed by a computer for performing numerical optimization of arbitrary functions in a computer model using parallel processors (10, 12, 14). The method initializes (20) each processor with an initial estimate of the parameter value to be optimized. The initial estimate is evaluated (22) in each processor to determine a solution. A best estimate of the parameter value from the result in each processor is selected (24), and one or more of the parallel processors with the best estimate is set to run in gradient mode while the remaining processors run in random mode (26). The estimates of the parameter value from the processors running in random mode is evaluated until a local minimum is obtained from the processor running in gradient mode (28). The process is repeated until an optimal solution is found (34).

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