Algorithm 1007
Abstract
QNSTOP consists of serial and parallel (OpenMP) Fortran 2003 codes for the quasi-Newton stochastic optimization method of Castle and Trosset for stochastic search problems. A complete description of QNSTOP for both local search with stochastic objective and global search with “noisy” deterministic objective is given here, to the best of our knowledge, for the first time. For stochastic search problems, some convergence theory exists for particular algorithmic choices and parameter values. Both the parallel driver subroutine, which offers several parallel decomposition strategies, and the serial driver subroutine can be used for local stochastic search or global deterministic search, based on an input switch. Some performance data for computational systems biology problems is given.
Document Details
- Document Type
- Pub Defense Publication
- Publication Date
- May 19, 2020
- Source ID
- 10.1145/3374219
Entities
People
- Brandon D. Amos
- Brent S. Castle
- David R. Easterling
- Layne T. Watson
- Michael W. Trosset
- William I. Thacker
Organizations
- Air Force Research Laboratory
- Indiana University
- Virginia Tech
- Winthrop University