MAPO: using a committee of algorithm-experts for parallel optimization of costly functions

@inproceedings{Shoemaker2003MAPOUA,
  title={MAPO: using a committee of algorithm-experts for parallel optimization of costly functions},
  author={Christine A. Shoemaker and Rommel G. Regis},
  booktitle={SPAA},
  year={2003}
}
This paper describes a new parallel algorithm for optimizing costly nonconvex functions with box constraints when derivatives are unavailable. MAPO (Multi-Algorithm Parallel Optimization) iteratively uses a committee of optimization algorithms based on response surfaces to generate candidate points for function evaluation. In each iteration, the evaluation… CONTINUE READING