A Class of Trust-Region Methods for Parallel Optimization

P. D. Hough, J. C. Meza
2002 SIAM Journal on Optimization  
We present a new class of optimization methods that incorporates a Parallel Direct Search (PDS) method within a trust-region Newton framework. This approach combines the inherent parallelism of PDS with the rapid and robust convergence properties of Newton methods. Numerical tests have yielded favorable results for both standard test problems and engineering applications. In addition, the new method appears to be more robust in the presence of noisy functions that are inherent in many engineering simulations.
doi:10.1137/s1052623498343799 fatcat:vjwki5pvi5a2rkbel2hgmfjds4