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

ACM Transactions on Mathematical Software (Impact Factor: 3.29). 01/2006; 32:485-507.
Source: DBLP

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.

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Available from: Genetha A Gray, Jul 07, 2015
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    • "We use a hybrid optimization approach, similar to [10], in which we combine statistical emulation with a provably convergent local direct search method. Here we use pattern search [14], although other approaches such as trust region optimization [15, for example] could be used. The statistical model takes a more global and exploratory perspective, while the direct method quickly hones in on each local minimum. "
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    • "The experiments for validation were conducted in a wind tunnel at the Leibniz-Centre for Agricultural Landscape Research (ZALF), Muencheberg in Germany . An APPSPACK (a predecessor of the newer HOPSPACK which is suggested to be used nowadays ) (Kolda, 2005; Gray and Kolda, 2006; Griffin and Kolda, 2006) optimization procedure was employed to obtain optimal parameters for the model, such as the time step dt and α that used for the initialization of simulation. The optimized parameters enable the model to produce the simulation which has the best agreement with the measurement. "
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    • "The experiments for validation were conducted in a wind tunnel at the Leibniz-Centre for Agricultural Landscape Research (ZALF), Muencheberg in Germany . An APPSPACK (a predecessor of the newer HOPSPACK which is suggested to be used nowadays ) (Kolda, 2005; Gray and Kolda, 2006; Griffin and Kolda, 2006) optimization procedure was employed to obtain optimal parameters for the model, such as the time step dt and α that used for the initialization of simulation. The optimized parameters enable the model to produce the simulation which has the best agreement with the measurement. "
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