Christopher Siefert, Virginia Torczon, and Michael W. Trosset
Computer simulations of complex physical phenomena are used in many contexts, including that of engineering design. Increasingly scientists and engineers have also been trying to optimize problems defined by such simulations (e.g. to determine design parameters for a physical product). However, these problems often have several features that hinder the use of standard optimization techniques. The lack of derivative information and numerical error induced by the simulation can cause problems for derivative-based optimization methods. Likewise, extreme computational expense can make the use of direct search methods problematic.
The Model-Assisted Pattern Search (MAPS) algorithm, which is the subject of this research, attempts to address the issue. While maintaining a pattern search framework, MAPS makes use of easily constructed surrogates to the objective function in order to speed the optimization process.
The software posted here is part of an ongoing project to develop a complete, self-contained, C++ class-based implementation of the model management framework. This software was written by Christopher Siefert as part of a 2000 Honors Thesis in Computer Science under the direction of Virginia Torczon and Michael W. Trosset. Numerical results for MAPS and several other algorithms applied to a variety of different objective functions are presented in the thesis.
This implementation is the latest effort in the following
series of work:
The impatient user can skip immediately to the manual section Quick Install and Test Run.
The truly impatient user can install MAPS by downloading the two gzipped tarballs below. To install them, type: gtar zxvf maps.tgz and gtar zxvf netlibfiles.tgz at the prompt. Then make install and (finally) make.
MAPS Manual (HTML) | [maps.tgz] |
MAPS Manual (GZIPPED PS) | [netlibfiles.tgz] |
If you already have the netlibfiles.tgz from the Krigifier, then you don't have to download it here.
If you are having difficulties, consult the Troubleshooting
section of the MAPS Manual.