APPSPACK: A Software Package for Asynchronous and Fault-Tolerant Parallel Pattern Search for Derivative-Free Optimization

Tamara G. Kolda, Sandia National Labs

2001 SIAM Annual Meeting
Town & Country Hotel, San Diego, CA
July 9-13, 2001

Abstract

APPSPACK implements an asynchronous and fault tolerant parallel pattern search method for derivative-free optimization. This talk will explain what types of problems APPSPACK is most useful for. In particular, we will focus on engineering design and parameter fitting problems characterized by a small number of variables, expensive objective function evaluations, and no gradient information. We will give a basic overview of the algorithm, details of the software implementation, and numerical results.

Slides

See http://csmr.ca.sandia.gov/~tgkolda/abstracts/snl-nm-2001.html

Maintained by: Tamara Kolda (tgkolda@sandia.gov).
Disclaimer and Acknowledgment.