Asynchronous Parallel Generating Set Search for Linearly Constrained Optimization

DOI10.1137/060664161zbMath1180.90364OpenAlexW1976519552MaRDI QIDQ5320691

Robert Michael Lewis, Joshua D. Griffin, Tamara G. Kolda

Publication date: 22 July 2009

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://digital.library.unt.edu/ark:/67531/metadc883338/

zbMATH Keywords

direct searchgeneralized pattern searchasynchronous parallel optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Linear inequalities of matrices (15A39) Positive matrices and their generalizations; cones of matrices (15B48) Matrix exponential and similar functions of matrices (15A16)

Related Items (6)

Asynchronous parallel hybrid optimization combining DIRECT and GSS ⋮ Globally convergent evolution strategies for constrained optimization ⋮ Efficient use of parallelism in algorithmic parameter optimization applications ⋮ Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch ⋮ Linear equalities in blackbox optimization ⋮ On sequential and parallel non-monotone derivative-free algorithms for box constrained optimization

Uses Software

• LAPACK
• SNOPT
• CUTEr
• SifDec
• APPSPACK

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