On the Convergence of Asynchronous Parallel Pattern Search
نویسندگان
چکیده
منابع مشابه
On the Convergence of Asynchronous Parallel Pattern Search
In this paper we 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. We lose this feature in asynchronous parallel pattern search since the search along each direction proceeds semiautonomously. By bounding the v...
متن کاملUnderstanding Asynchronous Parallel Pattern Search
Asynchronous parallel pattern search (APPS) is a nonlinear optimization algorithm that dynamically initiates actions in response to events, rather than cycling through a fixed set of search directions, as is the case for synchronous pattern search. This gives us a versatile concurrent strategy that allows us to effectively balance the computational load across all available processors. However,...
متن کاملAsynchronous Parallel Pattern Search for Nonlinear Optimization
We introduce a new asynchronous parallel pattern search (APPS). Parallel pattern search can be quite useful for engineering optimization problems characterized by a small number of variables (say, fifty or less) and by objective functions that are expensive to evaluate, such as those defined by complex simulations that can take anywhere from a few seconds to many hours to run. The target platfo...
متن کاملOn the Convergence of Pattern Search Algorithms
We introduce an abstract definition of pattern search methods for solving nonlinear unconstrained optimization problems. Our definition unifies an important collection of optimization methods that neither compute nor explicitly approximate derivatives. We exploit our characterization of pattern search methods to establish a global convergence theory that does not enforce a notion of sufficient ...
متن کاملOn the Local Convergence of Pattern Search
We examine the local convergence properties of pattern search methods, complementing the previously established global convergence properties for this class of algorithms. We show that the step-length control parameter which appears in the definition of pattern search algorithms provides a reliable asymptotic measure of first-order stationarity. This gives an analytical justification for a trad...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2004
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623401398107