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Algorithm 1007
ACM Transactions on Mathematical Software ( IF 2.7 ) Pub Date : 2020-05-22 , DOI: 10.1145/3374219
Brandon D. Amos 1 , David R. Easterling 1 , Layne T. Watson 1 , William I. Thacker 2 , Brent S. Castle 3 , Michael W. Trosset 3
Affiliation  

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.

中文翻译:

算法 1007

QNSTOP 由串行和并行 (OpenMP) Fortran 2003 代码组成,用于 Castle 和 Trosset 的准牛顿随机优化方法,用于随机搜索问题。据我们所知,这里首次对具有随机目标的局部搜索和具有“嘈杂”确定性目标的全局搜索的 QNSTOP 进行了完整描述。对于随机搜索问题,存在一些针对特定算法选择和参数值的收敛理论。提供多种并行分解策略的并行驱动程序子程序和串行驱动程序子程序都可用于基于输入开关的局部随机搜索或全局确定性搜索。给出了计算系统生物学问题的一些性能数据。
更新日期:2020-05-22
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