Asynchronous parallel pattern search for nonlinear optimization
Parallel pattern search (PPS) can be quite useful for engineering optimization problems characterized by a small number of variables (say 10--50) and by expensive objective function evaluations such as complex simulations that take from minutes to hours to run. However, PPS, which was originally designed for execution on homogeneous and tightly-coupled parallel machine, is not well suited to the more heterogeneous, loosely-coupled, and even fault-prone parallel systems available today. Specifically, PPS is hindered by synchronization penalties and cannot recover in the event of a failure. The authors introduce a new asynchronous and fault tolerant parallel pattern search (AAPS) method and demonstrate its effectiveness on both simple test problems as well as some engineering optimization problems
- Research Organization:
- Sandia National Labs., Albuquerque, NM (US); Sandia National Labs., Livermore, CA (US)
- Sponsoring Organization:
- US Department of Energy (US)
- DOE Contract Number:
- AC04-94AL85000
- OSTI ID:
- 751003
- Report Number(s):
- SAND2000-8213
- Country of Publication:
- United States
- Language:
- English
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