Novel parallelization of simulated annealing and Hooke & Jeeves search algorithms for multicore systems with application to complex fisheries stock assessment models

•The most costly part of an ecosystem model is the optimization of its parameters.•This involves search strategies such as Simulated Annealing or Hooke & Jeeves.•We propose two novel OpenMP-based parallel versions of each one of these algorithms.•Our proposals are totally general and do not redu...

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Bibliographic Details
Published in:Journal of computational science Vol. 17; pp. 599 - 608
Main Authors: Vázquez, Sergio, Martín, María J., Fraguela, Basilio B., Gómez, Andrés, Rodríguez, Aurelio, Elvarsson, Bjarki Þór
Format: Journal Article
Language:English
Published: Elsevier B.V 01.11.2016
Subjects:
Gadget
Hooke & Jeeves
Marine ecosystems
Multicore systems
OpenMP
Simulated annealing
Marine ecosystems
Gadget
Multicore systems
OpenMP
Hooke & Jeeves
Simulated annealing
ISSN:1877-7503, 1877-7511
Online Access:Get full text
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Summary:•The most costly part of an ecosystem model is the optimization of its parameters.•This involves search strategies such as Simulated Annealing or Hooke & Jeeves.•We propose two novel OpenMP-based parallel versions of each one of these algorithms.•Our proposals are totally general and do not reduce the quality of the solution.•They allow to make a better use of today's mainstream multicore processors. Estimating parameters of a statistical fisheries assessment model typically involves a comparison of disparate datasets to a forward simulation model through a likelihood function. In all but trivial cases the estimations of these models tend to be time-consuming due to issues related to multi-modality and non-linearity. This paper develops novel parallel implementations of popular search algorithms, applicable to expensive function calls typically encountered in fisheries stock assessment. It proposes two versions of both Simulated Annealing and Hooke & Jeeves optimization algorithms with the aim of fully utilizing the processing power of common multicore systems. The proposals have been tested on a 24-core server using three different input models. Results indicate that the parallel versions are able to take advantage of available resources without sacrificing the quality of the solution.
ISSN:1877-7503
1877-7511
DOI:10.1016/j.jocs.2016.07.003