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# Asynchronous Parallel Pattern Search

Version 4.0.2
Released December 15, 2005

## Introduction

APPSPACK is serial or parallel, derivative-free optimization software for solving nonlinear unconstrained and bound-constrained optimization problems, with possibly noisy and expensive objective functions. The basic optimization problem is of the form

Here and . (The upper and lower bounds are each optional on an component-by-component basis.) To find a solution of this problem, APPSPACK implements asynchronous parallel pattern search, which uses a pattern of search directions to drive the search and determine new trial points for evaluation. APPSPACK is written in C++ and uses MPI for parallelism. Using APPSPACK to solve optimization problems has the following advantages:

- Only function values are required for the optimization, so it can be applied to a wide variety of problems. The user need simply provide a program (written in any language such as Fortran, C, C++, Perl, etc.) that can evaluate the objective function at a given point.
- The target applications are simulation-based optimization problems characterized by a small number of variables (i.e., n < 100) and by expensive objective function evaluations (typically complex simulations that take minutes or hours to run). The procedure for evaluating the objective function does not need to be encapsulated in a subroutine and can, in fact, be an entirely separate program.
- The code can be run in parallel on a cluster of computers, greatly reducing the total solution time. Parallelism is achieved by assigning the individual function evaluations to different processors. The (optional) asynchronism enables better load balancing.
- The software is freely available under the terms of the GNU Lesser General Public License.

Key words: optimization, derivative-free, parallel, direct search, pattern search, engineering design

## Getting Started

- Downloads
- License Information
- Configuration, Compilation, and Installation

## Using the Code

- Publications about APPSPACK
- Using the APPSPACK Executables
- Solver Parameters
- Bounds Parameters
- Customizing APPSPACK (for advanced users only)

## Results with APPSPACK

- How To Cite APPSPACK
- Publications and Stories from APPSPACK Users

## More Information

- Frequently Asked Questions (FAQ)
- Bug Reporting and Enhancement Requests
- Mailing Lists
- Developer Information
- Creating a Local Copy of the Documentation
- Current development version
- Other versions

## Contributors

The following people have contributed code to APPSPACK:

- Tamara G. Kolda, Sandia National Labs, tgkolda@sandia.gov
- Patricia D. Hough, Sandia National Labs, pdhough@sandia.gov
- Genetha Gray, Sandia National Labs, gagray@sandia.gov
- Robert Darwin (Sandia Summer Intern, 2004)
- Daniel Dunlavy (Sandia Summer Intern, 2001)
- H. Alton Patrick (Sandia Summer Intern, 2000)
- Sarah Brown (Sandia Summer Intern, 2000)

## For All Other Questions and Comments...

Please contact Tamara G. Kolda.

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