Algorithm 856: APPSPACK 4.0: Asynchronous parallel pattern search for derivative-free optimization
Algorithm 856: APPSPACK 4.0: Asynchronous parallel pattern search for derivative-free optimization
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DOI：
10.1145/1163641.1163647
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发表时间：
2006-09-01
影响因子：
2.7
通讯作者：
Kolda, Tamara G.
中科院分区：
文献类型：
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作者：
Gray, Genetha A.;Kolda, Tamara G.
APPSPACK 是用于解决无约束和有界约束优化问题的软件。它实现了一种异步并行模式搜索方法，该方法是专门针对以昂贵的函数评估为特征的问题而设计的。使用 APPSPACK 解决优化问题有几个优点： 不需要导数信息；评估目标函数的过程可以通过单独的程序或脚本来执行；代码可以串行或并行运行，无论函数求值本身是否并行；并且该软件是免费提供的。我们描述了 APPSPACK 4.0 版本的底层算法、数据结构和功能，以及如何使用和定制该软件。
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.