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Title: Asynchronous parallel generating set search for linearly-constrained optimization.

Asynchronous parallel generating set search for linearly-constrained optimization. Generating set search (GSS) is a family of direct search methods that encompasses generalized pattern search and related methods. We describe an algorithm for asynchronous linearly-constrained GSS, which has some complexities that make it different from both the asynchronous bound-constrained case as well as the synchronous linearly-constrained case. The algorithm has been implemented in the APPSPACK software framework and we present results from an extensive numerical study using CUTEr test problems. We discuss the results, both positive and negative, and conclude that GSS is a reliable method for solving small-to-medium sized linearly-constrained optimization problems without derivatives.
Authors: ; ; ;
Publication Date:
OSTI Identifier:OSTI ID: 891372
Report Number(s):SAND2006-4621
TRN: US200621%%803
DOE Contract Number:AC04-94AL85000
Resource Type:Technical Report
Research Org:Sandia National Laboratories
Sponsoring Org:USDOE
Country of Publication:United States
Language:English
Subject: 99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; ALGORITHMS; A CODES; SET THEORY; CALCULATION METHODS Mathematical Sciences-Set Theory; Asynchronous circuits-Computer-aided design.; SET THEORY-CALCULATIONS