Fortran 95 implementation of QNSTOP for global and stochastic optimization.

Brandon D. Amos,David R. Easterling,Layne T. Watson,Brent S. Castle,Michael W. Trosset,William I. Thacker

HPC '14: Proceedings of the High Performance Computing Symposium（2014）

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摘要

A serial Fortran 95 implementation of the QNSTOP algorithm is presented. QNSTOP is a class of quasi-Newton methods for stochastic optimization with variations for deterministic global optimization. This discussion provides results from testing on various deterministic and stochastic optimization functions.

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关键词

["design","experimentation","fortran","measurement","nonlinear programming","performance","quasi-newton methods","stochastic optimization","stochastic programming"]

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