A fully-distributed parallel global search algorithm

The n-dimensional direct search algorithm, DIRECT, developed by Jones, Perttunen, and Stuckman has attracted recent attention from the multidisciplinary design optimization community. Since DIRECT only requires function values (or ranking) and balances global exploration with local refinement better than n-dimensional bisection, it is well suited to the noisy function values typical of realistic simulations. While not efficient for high accuracy optimization, DIRECT is appropriate for the sort of global design space exploration done in large scale engineering design. Direct and pattern search schemes have the potential to exploit massive parallelism, but efficient use of massively parallel machines is non-trivial to achieve. A fully-distributed control version of DIRECT that is designed for massively parallel (distributed memory) architectures is presented. Parallel results are presented for a multidisciplinary design optimization problem - configuration design of a high speed civil transport.