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Asynchronous Parallel Pattern Search

Version 4.0.2
Released December 15, 2005

Introduction

APPSPACK is serial or parallel, derivative-free optimization software for solving nonlinear unconstrained and bound-constrained optimization problems, with possibly noisy and expensive objective functions. The basic optimization problem is of the form

\[ \begin{array}{ll} \min & f(x) \\ \mbox{subject to} & \ell_i \leq x_i \leq u_i \mbox{ for } i = 1,\dots, n. \end{array} \]

Here $f: \Re^n \rightarrow \Re \cup \{+\infty\}$ and $\ell,u\in\Re^n$. (The upper and lower bounds are each optional on an component-by-component basis.) To find a solution of this problem, APPSPACK implements asynchronous parallel pattern search, which uses a pattern of search directions to drive the search and determine new trial points for evaluation. APPSPACK is written in C++ and uses MPI for parallelism. Using APPSPACK to solve optimization problems has the following advantages:

Key words: optimization, derivative-free, parallel, direct search, pattern search, engineering design

Getting Started

Using the Code

Results with APPSPACK

More Information

Contributors

The following people have contributed code to APPSPACK:

For All Other Questions and Comments...

Please contact Tamara G. Kolda.

 

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