# Algorithm 856: APPSPACK 4.0: Asynchronous Parallel Pattern Search for Derivative-Free Optimization

### Abstract

APPSPACK is software for solving unconstrained and bound constrained optimization problems. It implements an asynchronous parallel pattern search method that has been specifically designed for problems characterized by expensive function evaluations. Using APPSPACK to solve optimization problems has several advantages: No derivative information is needed; the procedure for evaluating the objective function can be executed via a separate program or script; the code can be run in serial or parallel, regardless of whether or not the function evaluation itself is parallel; and the software is freely available. We describe the underlying algorithm, data structures, and features of APPSPACK version 4.0 as well as how to use and customize the software.

Type
Publication
ACM Transactions on Mathematical Software
Date
Tags
Citation
G. A. Gray, T. G. Kolda. Algorithm 856: APPSPACK 4.0: Asynchronous Parallel Pattern Search for Derivative-Free Optimization. ACM Transactions on Mathematical Software, Vol. 32, No. 3, pp. 485-507, 2006. https://doi.org/10.1145/1163641.1163647

### Keywords

Parallel derivative-free optimization, pattern search

### BibTeX

@article{GrKo06,
author = {Genetha A. Gray and Tamara G. Kolda},
title = {Algorithm 856: {APPSPACK} 4.0: Asynchronous Parallel Pattern Search for Derivative-Free Optimization},
journal = {ACM Transactions on Mathematical Software},
volume = {32},
number = {3},
pages = {485--507},
month = {September},
year = {2006},
doi = {10.1145/1163641.1163647},
}