A Parallel, Asynchronous Method for Derivative-Free Nonlinear Programs

  • Joshua D. Griffin
  • Tamara G. Kolda
Conference paper

DOI: 10.1007/11832225_26

Part of the Lecture Notes in Computer Science book series (LNCS, volume 4151)
Cite this paper as:
Griffin J.D., Kolda T.G. (2006) A Parallel, Asynchronous Method for Derivative-Free Nonlinear Programs. In: Iglesias A., Takayama N. (eds) Mathematical Software - ICMS 2006. ICMS 2006. Lecture Notes in Computer Science, vol 4151. Springer, Berlin, Heidelberg

Abstract

Derivative-free optimization algorithms are needed to solve real-world engineering problems that have computationally expensive and noisy objective function and constraint evaluations. In particular, we are focused on problems that involve running cumbersome simulation codes with run times measured in hours. In such cases, attempts to compute derivatives can prove futile because analytical derivatives are typically unavailable and noise limits the accuracy of numerical approximations. Furthermore, the objective and constraint functions may be inherently nonsmooth, i.e., because the underlying model is nonsmooth.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Joshua D. Griffin
    • 1
  • Tamara G. Kolda
    • 1
  1. 1.Sandia National LaboratoriesLivermoreUSA

Personalised recommendations