Asynchronous parallel generating set search for linearly-constrained optimization. | Zendy

Robert M. Lewis | Zendy; Joshua Griffin | Zendy; Tamara G. Kolda | Zendy

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Asynchronous parallel generating set search for linearly-constrained optimization.

Author(s) -

Robert M. Lewis,

Joshua Griffin,

Tamara G. Kolda

Publication year - 2006

Publication title -

osti oai (u.s. department of energy office of scientific and technical information)

Language(s) - English

Resource type - Reports

DOI - 10.2172/891372

Subject(s) - asynchronous communication , set (abstract data type) , computer science , software , algorithm , theoretical computer science , mathematical optimization , mathematics , programming language , computer network

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

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