Parallel Nelder-Mead

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>