The parallel downhill simplex algorithm for unconstrained optimisation

In this paper we present a parallel implementation of a well-known heuristic optimisation algorithm (the downhill simplex algorithm developed by Nelder and Mead in 1965) which is well suited for unconstrained optimisation. We present the sequential algorithm as well as the parallel algorithm which we used to generate numerical results. They include numerical results of experiments on neural networks and a test suite of functions which demonstrate the parallel algorithm's increased robustness and convergence rate for high-dimensional problems compared to the sequential algorithm. © 1998 John Wiley & Sons, Ltd.