Derivative-Free Optimization Via Evolutionary Algorithms Guiding Local Search
Joshua Griffin, Katie Fowler, Genetha A. Gray, Thomas Hemker, Matthew D. Parno · 2011
In this paper, we describe the technical details of HOPSPACK (Hybrid Optimization Parallel Search Package), a new software platform which facilitates combining multiple optimization routines into a single, tightly-coupled, hybrid algorithm that supports parallel function evaluations. The framework is designed such that existing optimization source code can be easily incorporated with minimal code modification. By maintaining the integrity of each individual solver, the strengths and code sophistication of the original optimization package are retained and exploited.