Tamara Kolda

Asynchronous parallel generating set search for linearly-constrained optimization

  • Joshua D. Griffin
  • Robert Michael Lewis
  • Tamara Kolda
    • Categories Constrained Nonlinear Optimization, Parallel Algorithms, Robust Optimization Tags , , , , , , , ,

    Generating set search (GSS) is a family of direct search methods that encompasses generalized pattern search and related methods. We describe an algorithm for asynchronous linearly-constrained GSS, which has some complexities that make it different from both the asynchronous bound-constrained case as well as the synchronous linearly-constrained case. The algorithm has been implemented in the … Read more

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

  • Genetha Gray
  • Tamara Kolda
    • Categories Bound-constrained Optimization, Optimization Software and Modeling Systems, Parallel Algorithms Tags , , ,

    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 … Read more