Asynchronous parallel pattern search for nonlinear optimization [electronic resource].

Published:: Washington, D.C. : United States. Dept. of Energy, 2000.
Oak Ridge, Tenn. : Distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy.
Physical Description:: 34 pages : digital, PDF file
Additional Creators:: Sandia National Laboratories, United States. Department of Energy, and United States. Department of Energy. Office of Scientific and Technical Information

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Summary:

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

Report Numbers:

E 1.99:sand2000-8213
sand2000-8213

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Note:

Published through SciTech Connect.
01/01/2000.
"sand2000-8213"
P. D. Hough; T. G. Kolda; V. J. Torczon.

Type of Report and Period Covered Note:

Topical;

Funding Information:

AC04-94AL85000

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