Algorithm 856: APPSPACK 4.0: asynchronous parallel pattern search for derivative-free optimization

Genetha A. Gray, Tamara G. Kolda

Code and Data Abstract

APPSPACK is software for solving unconstrained and bound-constrained optimization problems. It implements an asynchronous parallel pattern search method that has been specifically designed for problems characterized by expensive function evaluations. Using APPSPACK to solve optimization problems has several advantages: No derivative information is needed; the procedure for evaluating the objective function can be executed via a separate program or script; the code can be run serially or in parallel, regardless of whether the function evaluation itself is parallel; and the software is freely available. We describe the underlying algorithm, data structures, and features of APPSPACK version 4.0, as well as how to use and customize the software.

Article

Genetha A. Gray, Tamara G. Kolda, et al. " Algorithm 856: APPSPACK 4.0: asynchronous parallel pattern search for derivative-free optimization." ACM Transactions on Mathematical Software.     doi:10.1145/1163641.1163647. Retrieved 10/23/2018 from researchcompendia.org/compendia/2013.295/

Compendium Type: Published Papers
Primary Research Field: Computer and Information Sciences
Secondary Research Field: Mathematics
Content License: Public Domain Mark
Code License: MIT License

Page Owner

jenn.seiler@gmail.com

created 12/12/2013

modified 01/16/2014

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