Summary
Optimization problems appear in many different applications in science and engineering. A large number of different algorithms have been proposed for solving them; however, there is no unique general optimization method that performs efficiently across a diverse set of problems. Thus, a multimethod optimization, in which different algorithms cooperate to outperform the results obtained by any of them in isolation, is a very appealing alternative. Besides, as real‐life optimization problems are becoming more and more challenging, the use of HPC techniques to implement these algorithms represents an effective strategy to speed up the time‐to‐solution. In addition, a parallel multimethod approach can benefit from the effortless access to q large number of distributed resources facilitated by cloud computing. In this paper, we propose a self‐adaptive cooperative parallel multimethod for global optimization. This proposal aims to perform a thorough exploration of the solution space by means of multiple concurrent executions of a broad range of search strategies. For its evaluation, we consider an extremely challenging case‐study from the field of computational systems biology. We also assess the performance of the proposal on a public cloud, demonstrating both the potential of the multimethod approach and the opportunity that the cloud provides for these problems.