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

ACM Transactions on Mathematical Software (Impact Factor: 1.86). 01/2006; 32:485-507.
Source: DBLP


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,
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    • "The software implementing the algorithm is APPSPACK 5.01, see more details in Gray and Kolda (2006), Griffin and Kolda (2006), and Kolda (2005). In the implementation, to avoid possible local minima we tried different set of starting values, and for each set of starting value we search for the minimum and then we re-initialize and search for the new minimum again. "
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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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