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Asynchronous Parallel Pattern Search

Version 5.0.1
Released February 16, 2007

Important Information (May 17, 2010)

It is suggested that all users of APPSPACK switch to HOPSPACK. It has all the features of APPSPACK and many more, including support for Windows. Visit the HOPSPACK Web Page for more information.

Introduction

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

\[ \begin{array}{ll} \min & f(x) \\ \mbox{subject to} & c_L \leq A_I x \leq c_U \\ & A_E x = b \\ & \ell \leq x \leq u \end{array} \]

Here $f: \mathbb{R}^n \rightarrow \mathbb{R} \cup \{+\infty\}$ is the objective function. The inequality constraints are denoted by the matrix $A_I$ and the upper and lower bounds $c_L,c_U$. Each constraint can be bounded on both sides or just one. The equality constraints are denoted by the matrix $A_E$ and the right hand side $b$. Finally, $\ell$ and $u$ denote the lower and upper bounds, respectively, which are optional on a parameter-by-parameter basis. To find a solution of this problem, APPSPACK implements asynchronous parallel generating set search, which handles bound and linear constraints by choosing search directions that conform to the nearby boundary. APPSPACK is written in C++ and uses MPI for parallelism. Constraint degeneracy is handled using the software package cddlib (relevant files included with distribution). 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:

We also gratefully acknowledge Komei Fukuda for providing the cddlib, parts of which are distributed with APPSPACK.

For All Other Questions and Comments...

Please contact Tamara G. Kolda.

 

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