On the Convergence of Asynchronous Parallel Pattern Search
- 8950
In this paper the authors prove global convergence for asynchronous parallel pattern search. In standard pattern search, decisions regarding the update of the iterate and the step-length control parameter are synchronized implicitly across all search directions. They lose this feature in asynchronous parallel pattern search since the search along each direction proceeds semi-autonomously. By bounding the value of the step-length control parameter after any step that produces decrease along a single search direction, they can prove that all the processes share a common accumulation point and that such a point is a stationary point of the standard nonlinear unconstrained optimization problem.
- 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:
- 793723
- Report Number(s):
- SAND2001-8696
- Country of Publication:
- United States
- Language:
- English
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