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Algorithm xxx: APPSPACK 4.0: Asynchronous Parallel Pattern Search for Derivative-Free Optimization

Genetha Gray (gagray***at***sandia.gov)
Tamara Kolda (tgkolda***at***sandia.gov)

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 in serial or parallel, regardless of whether or not 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.

Keywords: derivative-free, parallel, direct search, pattern search

Category 1: Optimization Software and Modeling Systems

Category 2: Nonlinear Optimization (Bound-constrained Optimization )

Category 3: Optimization Software and Modeling Systems (Parallel Algorithms )

Citation: Accepted for publication in ACM TOMS. Previously released as Technical Report SAND2004-6391, Sandia National Laboratories, Livermore, California, December 2004. For more information, see http://csmr.ca.sandia.gov/~tgkolda/ref#ACM-TOMS-APPSPACK4

Download: [PDF]

Entry Submitted: 12/10/2004
Entry Accepted: 12/10/2004
Entry Last Modified: 08/10/2006

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