Asynchronously parallel optimization solver for finding multiple minima

DOI10.1007/S12532-017-0131-4MaRDI QIDQ1621691zbMATH OpenOpenAlexFDO

Authors Jeffrey Larson, Stefan M. Wild

Publication date 9 November 2018

Published in Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL https://www.osti.gov/biblio/1466333

zbMATH Keywords

global optimizationderivative-free optimizationmultistartconcurrent function evaluationsparallel optimization algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• A batch, derivative-free algorithm for finding multiple local minima
• A particle swarm pattern search method for bound constrained global optimization
• Algorithm 829
• Algorithm 856
• Asynchronous parallel pattern search for nonlinear optimization
• Benchmarking Derivative-Free Optimization Algorithms
• Design and implementation of a massively parallel version of DIRECT
• GLODS: global and local optimization using direct search
• Global optimization
• Lipschitzian optimization without the Lipschitz constant
• New Sequential and Parallel Derivative-Free Algorithms for Unconstrained Minimization
• Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm
• Parallel deterministic and stochastic global minimization of functions with very many minima
• Parallelized hybrid optimization methods for nonsmooth problems using NOMAD and linesearch
• Stochastic global optimization methods part I: Clustering methods
• Stochastic global optimization methods part II: Multi level methods

Cited in

(7)

• Classical symmetries and the quantum approximate optimization algorithm
• Multistart algorithm for identifying all optima of nonconvex stochastic functions
• Parallel minimax search for a maximum
• A batch, derivative-free algorithm for finding multiple local minima
• Optimal 3D printing of complex objects in a 5-axis printer
• libEnsemble
• Derivative-free optimization methods

Describes a project that uses

Uses Software

• DFN
• GitHub
• Python
• NLopt
• SDPEN
• CMA-ES
• BOBYQA
• mpi4py
• Algorithm 829
• APPSPACK
• HOPSPACK
• PETSc
• DIRECT
• CONDOR
• PSwarm

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