A batch, derivative-free algorithm for finding multiple local minima

Larson, Jeffrey; Wild, Stefan M.

doi:10.1007/s11081-015-9289-7

Title: A batch, derivative-free algorithm for finding multiple local minima

Journal Article · Fri Oct 23 00:00:00 EDT 2015 · Optimization and Engineering

DOI:https://doi.org/10.1007/s11081-015-9289-7· OSTI ID:1392553

Larson, Jeffrey; Wild, Stefan M.

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Research Organization:: Argonne National Lab. (ANL), Argonne, IL (United States)

Sponsoring Organization:: USDOE Office of Science - Office of Advanced Scientific Computing Research

DOE Contract Number:: AC02-06CH11357

OSTI ID:: 1392553

Journal Information:: Optimization and Engineering, Vol. 17, Issue 1; ISSN 1389-4420

Publisher:: Springer

Country of Publication:: United States

Language:: English

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Performance Modeling and Analysis of a Massively Parallel Direct—Part 1 The International Journal of High Performance Computing Applications, Vol. 23, Issue 1 https://doi.org/10.1177/1094342008098462	journal	February 2009
Performance Modeling and Analysis of a Massively Parallel Direct—Part 2 The International Journal of High Performance Computing Applications, Vol. 23, Issue 1 https://doi.org/10.1177/1094342008098463	journal	February 2009
Stochastic global optimization methods part I: Clustering methods Rinnooy Kan, A. H. G.; Timmer, G. T. Mathematical Programming, Vol. 39, Issue 1 https://doi.org/10.1007/BF02592070	journal	September 1987
Stochastic global optimization methods part II: Multi level methods Rinnooy Kan, A. H. G.; Timmer, G. T. Mathematical Programming, Vol. 39, Issue 1 https://doi.org/10.1007/BF02592071	journal	September 1987
GLODS: Global and Local Optimization using Direct Search Custódio, A. L.; Madeira, J. F. A. Journal of Global Optimization, Vol. 62, Issue 1 https://doi.org/10.1007/s10898-014-0224-9	journal	August 2014
Algorithm 897: VTDIRECT95: Serial and parallel codes for the global optimization algorithm direct He, Jian; Watson, Layne T.; Sosonkina, Masha ACM Transactions on Mathematical Software, Vol. 36, Issue 3 https://doi.org/10.1145/1527286.1527291	journal	July 2009
Design and implementation of a massively parallel version of DIRECT He, Jian; Verstak, Alex; Watson, Layne T. Computational Optimization and Applications, Vol. 40, Issue 2 https://doi.org/10.1007/s10589-007-9092-2	journal	October 2007
Asynchronous Parallel Pattern Search for Nonlinear Optimization Hough, Patricia D.; Kolda, Tamara G.; Torczon, Virginia J. SIAM Journal on Scientific Computing, Vol. 23, Issue 1 https://doi.org/10.1137/S1064827599365823	journal	January 2001
Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm Audet, Charles; Dennis, J. E.; Digabel, Sébastien Le SIAM Journal on Optimization, Vol. 19, Issue 3 https://doi.org/10.1137/070707518	journal	January 2008
Parallel deterministic and stochastic global minimization of functions with very many minima Easterling, David R.; Watson, Layne T.; Madigan, Michael L. Computational Optimization and Applications, Vol. 57, Issue 2 https://doi.org/10.1007/s10589-013-9592-1	journal	August 2013
Benchmarking Derivative-Free Optimization Algorithms Moré, Jorge J.; Wild, Stefan M. SIAM Journal on Optimization, Vol. 20, Issue 1 https://doi.org/10.1137/080724083	journal	January 2009
Calculating all local minima on liquidus surfaces using the FactSage software and databases and the Mesh Adaptive Direct Search algorithm Gheribi, Aimen E.; Robelin, Christian; Digabel, Sébastien Le The Journal of Chemical Thermodynamics, Vol. 43, Issue 9 https://doi.org/10.1016/j.jct.2011.03.021	journal	September 2011
Algorithm 829: Software for generation of classes of test functions with known local and global minima for global optimization Gaviano, Marco; Kvasov, Dmitri E.; Lera, Daniela ACM Transactions on Mathematical Software, Vol. 29, Issue 4 https://doi.org/10.1145/962437.962444	journal	December 2003
ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions Wild, Stefan M.; Regis, Rommel G.; Shoemaker, Christine A. SIAM Journal on Scientific Computing, Vol. 30, Issue 6 https://doi.org/10.1137/070691814	journal	January 2008

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