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

ACM Transactions on Mathematical Software (Impact Factor: 1.93). 01/2006; 32:485-507. DOI: 10.1145/1163641.1163647
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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