Virginia Torczon: research publications

Below are links to the most recent versions of the papers listed. These versions may contain revisions and corrections not present in the corresponding ICASE Technical Reports, Sandia Technical Reports, or William & Mary Technical Reports, which typically contain the first version of a manuscript, but not changes made during the review and editing process. (Note that although ICASE is no longer in existence, copies of ICASE Technical Reports from roughly 1993 through 2002 can be found in either .pdf or .ps formats, courtesy of the Historical NCSTRL Collection (Networked Computer Science Technical Reference Library).)

Be warned that the version here of papers that have been published may differ slightly from the posted version as last minute changes are sometimes made to meet journal format requirements. The published version should be considered definitive. All copyrights should be respected.

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. Older papers usually are available as a gzipped PostScript file: gzipped PostScript version

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Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of any of the agencies that may have funded this work.

A direct search approach to nonlinear programming problems using an augmented Lagrangian method with explicit treatment of the linear constraints

authors: Robert Michael Lewis and Virginia Torczon.

keywords: nonlinear programming, augmented Lagrangian methods, constraint qualifications, constant positive linear dependence, linear constraints, direct search, generating set search, generalized pattern search, derivative-free methods.

last update: Version 0.0, 2010/01/11, 11:28

note: Released as WM-CS-2010-01, Technical Reports, Department of Computer Science, College of William & Mary, Williamsburg, Virginia, January 2010.

Active set identification for linearly constrained minimization without explicit derivatives

authors: Robert Michael Lewis and Virginia Torczon.

appears in: SIAM Journal on Optimization, Volume 20, Issue 3, pages 1378-1405, 2009.

keywords: active sets, constrained optimization, linear constraints, direct search, generating set search, generalized pattern search, derivative-free methods

abstract:

doi: 10.1137/08073545X

last update: Version 2.0, 2009/07/19, 17:03

note: Originally released as WM-CS-2008-07, Technical Reports , Department of Computer Science, College of William & Mary, Williamsburg, Virginia, September 2008 with the title Active set identification without derivatives.

A generating set direct search augmented Lagrangian algorithm for optimization with a combination of general and linear constraints

authors: Tamara G. Kolda, Robert Michael Lewis, and Virginia Torczon.

keywords: nonlinear programming, augmented Lagrangian methods, constrained optimization, direct search, generating set search, generalized pattern search, derivative-free optimization

citations in:

last update: Version 0.0, 2006/08/29, 18:06

note: Released as Technical Report SAND2006-5315, Sandia National Laboratories, August 2006.

Implementing generating set search methods for linearly constrained minimization

authors: Robert Michael Lewis, Anne Shepherd, and Virginia Torczon.

appears in: SIAM Journal on Scientific Computing, Vol. 29, Issue 6, pages 2507-2530, 2007.

keywords: nonlinear programming; nonlinear optimization; constrained optimization; linear constraints; degeneracy; direct search; generating set search; generalized pattern search; derivative-free methods; double description algorithm

abstract:

citations in:

doi: 10.1137/050635432

last update: Revision 3.2, 2007/09/17, 18:46

note: Originally released as WM-CS-2005-01, Technical Reports, Department of Computer Science, College of William & Mary, Williamsburg, Virginia, July 2005.

Stationarity results for generating set search for linearly constrained optimization

authors: Tamara G. Kolda, Robert Michael Lewis, and Virginia Torczon.

appears in: SIAM Journal on Optimization, Volume 17, Issue 4, pages 943-968.

keywords: constrained optimization, linear constraints, global convergence analysis, direct search, generating set search, generalized pattern search, derivative-free methods, stopping criteria

abstract:

citations in:

doi: 10.1137/S1052623403433638

last update: Version 4.2, 2006/10/09, 11:52

note: Originally released as Technical Report SAND2003-8550, Sandia National Laboratories, October 2003.

Optimization by direct search: new perspectives on some classical and modern methods

authors: Tamara G. Kolda, Robert Michael Lewis, and Virginia Torczon.

appears in: SIAM Review, Vol. 45, Issue 3, pages 385-482, 2003.

keywords: nonlinear programming, nonlinear optimization, direct search, pattern search, simplex search, positive bases, global convergence analysis, local convergence analysis, generating set search

abstract:

citations in:

doi: 10.1137/S003614450242889

last update: Revision 1.93, 2003/08/04, 11:39

On the convergence of asynchronous parallel pattern search

authors: Tamara G. Kolda and Virginia Torczon.

appears in: SIAM Journal on Optimization, Vol. 14, Issue 4, pages 939-964, 2004.

keywords: asynchronous parallel optimization, pattern search, unconstrained optimization, global convergence analysis

abstract:

citations in:

doi: 10.1137/S1052623401398107

last update: Revision 2.6, 2003/05/15, 15:34:52

note: Originally released as Technical Report SAND2001-8696, Sandia National Laboratories, February 2002.

Understanding asynchronous parallel pattern search

authors: Tamara G. Kolda and Virginia Torczon.

appears in: High Performance Algorithms and Software for Nonlinear Optimization, G. Di Pillo and A. Murli, Editors, Springer, 2003, pages 316-335.

keywords: nonlinear optimization, asynchronous parallel optimization, pattern search, global convergence, distributed computing, cluster computing

book: citations in:

last update: Revision 2.3, 2002/11/21, 00:32:36

note: Originally released as Technical Report SAND2001-8695, Sandia National Laboratories, February 2002.

On the local convergence of pattern search

authors: Elizabeth D. Dolan, Robert Michael Lewis, and Virginia Torczon.

appears in: SIAM Journal on Optimization, Vol. 14, Issue 2, pages 567-583, 2003.

keywords: pattern search, local convergence analysis, global convergence analysis, desultory rate of convergence

abstract:

citations* in:

*Same paper, but with slight variations in the form of the citations.

doi: 10.1137/S1052623400374495

last update: Revision 4.0, 2003/04/25, 11:22

note: Originally released as ICASE Technical Report 2000-36, NASA Langley Research Center, September 2000, .

Model-assisted pattern search methods for optimizing expensive computer simulations

authors: Christopher M. Siefert, Virginia Torczon, and Michael W. Trosset.

appears in: 2002 Proceedings of the Section on Physical and Engineering Sciences, American Statistical Association

citations in:

Direct search methods: then and now

authors: Robert Michael Lewis, Virginia Torczon, and Michael W. Trosset.

appears in: Journal of Computational and Applied Mathematics, Volume 124, Issues 1-2, December 2000, pp. 191-207.

keywords: derivative-free optimization, direct search methods, pattern search methods

abstract:

citations in:

doi: 10.1016/S0377-0427(00)00423-4

last update: Revision 2.4, 2000/05/15, 14:29:06

note: Originally released as ICASE Technical Report 2000-26, NASA Langley Research Center, May 2000, .

Asynchronous parallel pattern search for nonlinear optimization

authors: Patty Hough, Tamara G. Kolda, and Virginia Torczon.

appears in: SIAM Journal on Scientific Computing, Vol. 23, Issue 1, pages 134-156, 2001.

keywords: asynchronous parallel optimization, pattern search, direct search, fault tolerance, distributed computing, cluster computing

abstract:

citations in:

doi: 10.1137/S1064827599365823

last update: Revision 3.0, 2001/01/22, 11:14:01

note: Originally released as Technical Report SAND2000-8213, Sandia National Laboratories, January 2000.

related software: [HTML file]

Using approximations to accelerate engineering design optimization

authors: Virginia Torczon and Michael W. Trosset.

appears in: Proceedings of the 7th AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization, St. Louis, Missouri, September 2-4, 1998.

keywords: design optimization, computer simulation, pattern search, kriging, nonparametric response surface methodology

paper: AIAA-1998-4800 citations in:

last update: Revision 1.4, 1998/08/31, 21:01

note: Originally released as ICASE Technical Report 98-33, NASA Langley Research Center, August 1998, .

A globally convergent augmented Lagrangian pattern search algorithm for optimization with general constraints and simple bounds

authors: Robert Michael Lewis and Virginia Torczon.

appears in: SIAM Journal on Optimization, Vol. 12, Issue 4, pages 1075-1089, 2002.

keywords: augmented Lagrangian, constrained optimization, direct search, nonlinear programming, pattern search

abstract:

citations in:

doi: 10.1137/S1052623498339727

last update: Revision 3.0, 2001/09/06, 22:47:56

note: Originally released as ICASE Technical Report 98-31, NASA Langley Research Center, August 1998, .

A rigorous framework for optimization of expensive functions by surrogates

authors: Andrew J. Booker, J. E. Dennis, Jr., Paul D. Frank, David B. Serafini, Virginia Torczon, and Michael W. Trosset.

appears in: Structural and Multidisciplinary Optimization, Vol. 17, No. 1, February 1999, pages 1-13.

keywords: approximation concepts, surrogate optimization, response surfaces, pattern search methods, derivative-free optimization, design and analysis of computer experiments (DACE), computational engineering

abstract:

citations* in:

*Same paper, but with slight variations in the form of the citations.

doi: 10.1007/BF01197708

last update: Revision 2.1, 1998/11/20 16:17

note: Originally released as ICASE Technical Report 98-47, NASA Langley Research Center, November 1998, .

Optimization using surrogate objectives on a helicopter test example

authors: Andrew J. Booker, J. E. Dennis, Jr., Paul D. Frank, David B. Serafini, and Virginia Torczon.

appears in: Computational Methods for Optimal Design and Control, edited by Jeff Borggaard, John Burns, Eugene Cliff, and Scott Schreck, Springer (formerly Birkhauser), 1998, pages 49-58.

keywords: approximation concepts, surrogate optimization, response surface methodology, direct search methods, derivative-free optimization

book: citations in:

last update: 1998/1/8

Pattern search methods for linearly constrained minimization

authors: Robert Michael Lewis and Virginia Torczon.

appears in: SIAM Journal on Optimization, Vol. 10, Issue 3, pages 917-941, 2000.

keywords: pattern search, linearly constrained minimization

abstract:

citations in:

doi: 10.1137/S1052623497331373

last update: Revision 3.0, 1999/08/18 22:40:42

note: Originally released as ICASE Technical Report 98-3, NASA Langley Research Center, January 1998, .

A trust region framework for managing the use of approximation models in optimization

authors: Natalia Alexandrov, J. E. Dennis, Jr., Robert Michael Lewis, and Virginia Torczon.

appears in: Structural and Multidisciplinary Optimization, Vol. 15, No. 1, February 1998, pages 16-23.

keywords: approximation concepts, trust region methods, surrogates

abstract:

citations in:

doi: 10.1007/BF01197433

last update: Revision 1.12, 1998/01/13 22:20:41

note: Originally released as ICASE Technical Report 97-50, NASA Langley Research Center, October 1997, .

From evolutionary operation to parallel direct search: pattern search algorithms for numerical optimization

authors: Virginia Torczon and Michael W. Trosset.

appears in: Computing Science and Statistics, Vol. 29, No. 1, Proceedings of the 29th Symposium on the Interface, Houston, TX, May 14-17, 1997, David W. Scott, editor, pages 396-401.

citations in:

Numerical optimization using computer experiments

authors: Michael W. Trosset and Virginia Torczon.

citations in:

last update: Revision 1.1, 1997/08

note: ICASE Technical Report 97-38, NASA Langley Research Center, August 1997, .

Rank ordering and positive bases in pattern search algorithms

authors: Robert Michael Lewis and Virginia Torczon.

keywords: direct search methods, pattern search, positive linear dependence

citations in:

last update: Revision 1.8, 1998/01/13 22:55:34

note: ICASE Technical Report 96-71, NASA Langley Research Center, December 1996, .

Approximation model management for optimization

authors: J. E. Dennis, Jr. and Virginia Torczon.

appears as: a "Work in Progress" paper in Proceedings of the 6th AIAA/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization, Bellevue, Washington, September 4-6, 1996.

keywords: approximation models, nonlinear programming, nonlinear optimization, global convergence, trust region, pattern search

paper: AIAA-1996-4099 citations in:

last update: Version 1.0, 1996/07/23

Pattern search methods for bound constrained minimization

authors: Robert Michael Lewis and Virginia Torczon.

appears in: SIAM Journal on Optimization, Vol. 9, Issue 4, pages 1082-1099, 1999.

keywords: bound constrained optimization, convergence analysis, pattern search methods, direct search methods, globalization strategies, alternating variable search, axial relaxation, local variation, coordinate search, evolutionary operation, multidirectional search

abstract:

citations in:

doi: 10.1137/S1052623496300507

last update: Version 1.28, 1998/01/13 21:26:35

note: Originally released as ICASE Technical Report 96-20, NASA Langley Research Center, March 1996, .

Managing approximation models in optimization

authors: J. E. Dennis and Virginia Torczon.

appears in: Multidisciplinary Design Optimization: State of the Art, edited by Natalia M. Alexandrov and M. Y. Hussaini, SIAM, 1997, pages 330-347.

book: citations in:

last update: Version 1.0, 1995/06/30

On the convergence of pattern search algorithms

author: Virginia Torczon.

appears in: SIAM Journal on Optimization, Vol. 7, Issue 1, pages 1-25, February 1997.

keywords: unconstrained optimization, convergence analysis, direct search methods, globalization strategies, alternating variable search, axial relaxation, local variation, coordinate search, evolutionary operation, pattern search, multidirectional search, downhill simplex search

abstract:

citations in:

doi: 10.1137/S1052623493250780

note: Won Outstanding Paper Prize, Society for Industrial and Applied Mathematics (SIAM), May 1999.

Derivative-free pattern search methods for multidisciplinary design problems

authors: J. E. Dennis and Virginia Torczon.

appears in: Proceedings of the 5th AIAA/NASA/USAF/ISSMO Symposium on Multidisciplinary Analysis and Optimization, Panama City, Florida, September 7-9, 1994.

keywords: unconstrained optimization, direct search methods, multidirectional search, parallel optimization, Nelder-Mead simplex algorithm

paper: AIAA-1994-4349. citations in:

PDS: Direct search methods for unconstrained optimization on either sequential or parallel machines

author: Virginia Torczon.

keywords: nonlinear optimization, unconstrained optimization, multidirectional search, parallel direct search, parallel computing

citations in:

note: Also available as Technical Report 92-09, Department of Computational and Applied Mathematics, Rice University, Houston, Texas.

Direct search methods on parallel machines

authors: J. E. Dennis, Jr. and Virginia Torczon.

appears in: SIAM Journal on Optimization, Vol. 1, Issue 4, pages 448-474, November 1991.

keywords: unconstrained optimization, direct search methods, multidirectional search, parallel optimization, Nelder-Mead simplex algorithm

abstract:

citations in:

doi: 10.1137/0801027

On the convergence of the multidirectional search algorithm

author: Virginia Torczon.

appears in: SIAM Journal on Optimization, Vol. 1, Issue 1, pages 123-145, February 1991.

keywords: unconstrained optimization, convergence analysis, direct search methods, parallel optimization, multidirectional search, Nelder-Mead simplex algorithm

abstract:

citations in:

doi: 10.1137/0801010

Multi-Directional Search: A Direct Search Algorithm for Parallel Machines

author: Virginia Torczon.

citations in:

note: Ph.D. thesis, Department of Mathematical Sciences, Rice University, Houston, Texas, May, 1989. Also available as Technical Report 90-07, Department of Computational and Applied Mathematics, Rice University, Houston, Texas.

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