{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,18]],"date-time":"2025-06-18T04:26:32Z","timestamp":1750220792745,"version":"3.41.0"},"reference-count":47,"publisher":"Association for Computing Machinery (ACM)","issue":"2","license":[{"start":{"date-parts":[[2020,5,19]],"date-time":"2020-05-19T00:00:00Z","timestamp":1589846400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"funder":[{"DOI":"10.13039\/100006602","name":"Air Force Research Laboratory","doi-asserted-by":"crossref","award":["FA8650-09-2-3938"],"award-info":[{"award-number":["FA8650-09-2-3938"]}],"id":[{"id":"10.13039\/100006602","id-type":"DOI","asserted-by":"crossref"}]},{"name":"Air ForceOffice of Scientific Research","award":["FA9550-09-1-0153"],"award-info":[{"award-number":["FA9550-09-1-0153"]}]}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":["ACM Trans. Math. Softw."],"published-print":{"date-parts":[[2020,6,30]]},"abstract":"<jats:p>QNSTOP consists of serial and parallel (OpenMP) Fortran 2003 codes for the quasi-Newton stochastic optimization method of Castle and Trosset for stochastic search problems. A complete description of QNSTOP for both local search with stochastic objective and global search with \u201cnoisy\u201d deterministic objective is given here, to the best of our knowledge, for the first time. For stochastic search problems, some convergence theory exists for particular algorithmic choices and parameter values. Both the parallel driver subroutine, which offers several parallel decomposition strategies, and the serial driver subroutine can be used for local stochastic search or global deterministic search, based on an input switch. Some performance data for computational systems biology problems is given.<\/jats:p>","DOI":"10.1145\/3374219","type":"journal-article","created":{"date-parts":[[2020,5,22]],"date-time":"2020-05-22T23:58:23Z","timestamp":1590191903000},"page":"1-20","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":4,"title":["Algorithm 1007"],"prefix":"10.1145","volume":"46","author":[{"given":"Brandon D.","family":"Amos","sequence":"first","affiliation":[{"name":"Virginia Polytechnic Institute and State University, Blacksburg, VA"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"David R.","family":"Easterling","sequence":"additional","affiliation":[{"name":"Virginia Polytechnic Institute and State University, Blacksburg, VA"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Layne T.","family":"Watson","sequence":"additional","affiliation":[{"name":"Virginia Polytechnic Institute and State University, Blacksburg, VA"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"William I.","family":"Thacker","sequence":"additional","affiliation":[{"name":"Winthrop University, Rock Hill, SC"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Brent S.","family":"Castle","sequence":"additional","affiliation":[{"name":"Indiana University, Bloomington, IN"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Michael W.","family":"Trosset","sequence":"additional","affiliation":[{"name":"Indiana University, Bloomington, IN"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"320","published-online":{"date-parts":[[2020,5,19]]},"reference":[{"volume-title":"Proceedings of the 22nd High Performance Computing Symposium (HPC\u201914)","author":"Amos B. D.","key":"e_1_2_2_1_1","unstructured":"B. D. Amos , D. R. Easterling , L. T. Watson , B. S. Castle , M. W. Trosset , and W. I. Thacker . 2014. Fortran 95 implementation of QNSTOP for global and stochastic optimization . In Proceedings of the 22nd High Performance Computing Symposium (HPC\u201914) . 111--118. B. D. Amos, D. R. Easterling, L. T. Watson, B. S. Castle, M. W. Trosset, and W. I. Thacker. 2014. Fortran 95 implementation of QNSTOP for global and stochastic optimization. In Proceedings of the 22nd High Performance Computing Symposium (HPC\u201914). 111--118."},{"volume-title":"Proceedings of the 1983 Computer Simulation Conference. 754--757","author":"Atkinson E. N.","key":"e_1_2_2_2_1","unstructured":"E. N. Atkinson , B. Bartoszy\u0144ski , B. W. Brown , and J. R. Thompson . 1983. Simulation techniques for parameter estimation in tumor related stochastic processes . In Proceedings of the 1983 Computer Simulation Conference. 754--757 . E. N. Atkinson, B. Bartoszy\u0144ski, B. W. Brown, and J. R. Thompson. 1983. Simulation techniques for parameter estimation in tumor related stochastic processes. In Proceedings of the 1983 Computer Simulation Conference. 754--757."},{"key":"e_1_2_2_3_1","doi-asserted-by":"crossref","unstructured":"J. R. Birge and F. Louveaux. 2011. Introduction to Stochastic Programming (2nd ed.). Springer New York NY.  J. R. Birge and F. Louveaux. 2011. Introduction to Stochastic Programming (2nd ed.). Springer New York NY.","DOI":"10.1007\/978-1-4614-0237-4"},{"key":"e_1_2_2_4_1","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177728659"},{"key":"e_1_2_2_5_1","first-page":"195","article-title":"Multi-factor experimental designs for exploring response surfaces","volume":"28","author":"Box G. E. P.","year":"1957","unstructured":"G. E. P. Box and J. S. Hunter . 1957 . Multi-factor experimental designs for exploring response surfaces . Annals of Mathematical Sciences 28 (1957), 195 -- 241 . G. E. P. Box and J. S. Hunter. 1957. Multi-factor experimental designs for exploring response surfaces. Annals of Mathematical Sciences 28 (1957), 195--241.","journal-title":"Annals of Mathematical Sciences"},{"key":"e_1_2_2_6_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.2517-6161.1951.tb00067.x"},{"key":"e_1_2_2_7_1","doi-asserted-by":"publisher","DOI":"10.1137\/0728014"},{"volume-title":"Proceedings of the 2007 Winter Simulation Conference. 346--354","author":"Chang K. H.","key":"e_1_2_2_9_1","unstructured":"K. H. Chang , L. J. Hong , and H. Wan . 2007. Stochastic trust region gradient-free method (STRONG)\u2014A new response-surface-based algorithm in simulation optimization . In Proceedings of the 2007 Winter Simulation Conference. 346--354 . K. H. Chang, L. J. Hong, and H. Wan. 2007. Stochastic trust region gradient-free method (STRONG)\u2014A new response-surface-based algorithm in simulation optimization. In Proceedings of the 2007 Winter Simulation Conference. 346--354."},{"volume-title":"Proceedings of the 2009 Winter Simulation Conference. 563--573","author":"Chang K. H.","key":"e_1_2_2_10_1","unstructured":"K. H. Chang and H. Wan . 2009. Stochastic trust region response surface convergent method for generally-distributed response surface . In Proceedings of the 2009 Winter Simulation Conference. 563--573 . K. H. Chang and H. Wan. 2009. Stochastic trust region response surface convergent method for generally-distributed response surface. In Proceedings of the 2009 Winter Simulation Conference. 563--573."},{"key":"e_1_2_2_11_1","doi-asserted-by":"publisher","DOI":"10.1109\/TCBB.2017.2773083"},{"key":"e_1_2_2_12_1","doi-asserted-by":"crossref","unstructured":"A. R. Conn N. I. M. Gould and P. L. Toint. 2000. Trust-Region Methods. MPS-SIAM Series on Optimization. SIAM Philadelphia PA.  A. R. Conn N. I. M. Gould and P. L. Toint. 2000. Trust-Region Methods. MPS-SIAM Series on Optimization. SIAM Philadelphia PA.","DOI":"10.1137\/1.9780898719857"},{"key":"e_1_2_2_13_1","doi-asserted-by":"publisher","DOI":"10.5555\/3226650.3226820"},{"key":"e_1_2_2_14_1","doi-asserted-by":"crossref","unstructured":"A. R. Conn K. Scheinberg and L. N. Vicente. 2009. Introduction to Derivative-Free Optimization. MPS-SIAM Series on Optimization. SIAM Philadelphia PA.  A. R. Conn K. Scheinberg and L. N. Vicente. 2009. Introduction to Derivative-Free Optimization. MPS-SIAM Series on Optimization. SIAM Philadelphia PA.","DOI":"10.1137\/1.9780898718768"},{"volume-title":"Proceedings of the 2006 Winter Simulation Conference. 312--319","author":"Deng G.","key":"e_1_2_2_15_1","unstructured":"G. Deng and M. C. Ferris . 2006. Adaptation of the UOBYQA algorithm for noisy functions . In Proceedings of the 2006 Winter Simulation Conference. 312--319 . G. Deng and M. C. Ferris. 2006. Adaptation of the UOBYQA algorithm for noisy functions. In Proceedings of the 2006 Winter Simulation Conference. 312--319."},{"volume-title":"Proceedings of the 2007 Winter Simulation Conference. 497--504","author":"Deng G.","key":"e_1_2_2_16_1","unstructured":"G. Deng and M. C. Ferris . 2007. Extension of the DIRECT optimization algorithm for noisy functions . In Proceedings of the 2007 Winter Simulation Conference. 497--504 . G. Deng and M. C. Ferris. 2007. Extension of the DIRECT optimization algorithm for noisy functions. In Proceedings of the 2007 Winter Simulation Conference. 497--504."},{"key":"e_1_2_2_17_1","unstructured":"J. E. Dennis and R. B. Schnabel. 1983. Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice Hall Englewood Cliffs NJ.  J. E. Dennis and R. B. Schnabel. 1983. Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice Hall Englewood Cliffs NJ."},{"key":"e_1_2_2_18_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.2517-6161.1984.tb01290.x"},{"key":"e_1_2_2_19_1","first-page":"469","article-title":"Ridge analysis\u201d of response surfaces","volume":"5","author":"Draper N. R.","year":"1963","unstructured":"N. R. Draper . 1963 . \u201c Ridge analysis\u201d of response surfaces . Technometrics 5 , 4 (1963), 469 -- 479 . N. R. Draper. 1963. \u201cRidge analysis\u201d of response surfaces. Technometrics 5, 4 (1963), 469--479.","journal-title":"Technometrics"},{"key":"e_1_2_2_20_1","volume-title":"Proceedings of the 3rd Berkeley Symposium on Mathematical Statistics and Probability.","volume":"1","author":"Dvoretsky A.","year":"1956","unstructured":"A. Dvoretsky . 1956 . On stochastic approximation . In Proceedings of the 3rd Berkeley Symposium on Mathematical Statistics and Probability. Vol. 1 . 39--55. A. Dvoretsky. 1956. On stochastic approximation. In Proceedings of the 3rd Berkeley Symposium on Mathematical Statistics and Probability. Vol. 1. 39--55."},{"key":"e_1_2_2_21_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10589-013-9592-1"},{"volume-title":"Optimizing Methods in Statistics","author":"Fabian V.","key":"e_1_2_2_22_1","unstructured":"V. Fabian . 1971. Stochastic approximation . In Optimizing Methods in Statistics , J. S. Rustagi (ed.), Academic Press , New York , 439--470. V. Fabian. 1971. Stochastic approximation. In Optimizing Methods in Statistics, J. S. Rustagi (ed.), Academic Press, New York, 439--470."},{"volume-title":"von Mises Calculus for Statistical Functionals","author":"Fernholz L. T.","key":"e_1_2_2_23_1","unstructured":"L. T. Fernholz . 1983. von Mises Calculus for Statistical Functionals . Springer-Verlag , New York, NY . L. T. Fernholz. 1983. von Mises Calculus for Statistical Functionals. Springer-Verlag, New York, NY."},{"key":"e_1_2_2_24_1","doi-asserted-by":"publisher","DOI":"10.1137\/0805015"},{"key":"e_1_2_2_25_1","doi-asserted-by":"crossref","unstructured":"J. He L. T. Watson and M. Sosonkina. 2009. Algorithm 897: VTDIRECT95: Serial and parallel codes for the global optimization algorithm DIRECT. ACM Transactions on Mathematical Software 36 (2009) Article 17 24 pages.  J. He L. T. Watson and M. Sosonkina. 2009. Algorithm 897: VTDIRECT95: Serial and parallel codes for the global optimization algorithm DIRECT. ACM Transactions on Mathematical Software 36 (2009) Article 17 24 pages.","DOI":"10.1145\/1527286.1527291"},{"volume-title":"Encyclopedia of Optimization.","author":"Jones D. R.","key":"e_1_2_2_26_1","unstructured":"D. R. Jones . 2001. The DIRECT global optimization algorithm . In Encyclopedia of Optimization. Vol. 1 . Kluwer Academic Publishers , Dordrecht, Netherlands , 431--440. D. R. Jones. 2001. The DIRECT global optimization algorithm. In Encyclopedia of Optimization. Vol. 1. Kluwer Academic Publishers, Dordrecht, Netherlands, 431--440."},{"key":"e_1_2_2_27_1","doi-asserted-by":"publisher","DOI":"10.5555\/3182688.3183134"},{"key":"e_1_2_2_28_1","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177729392"},{"key":"e_1_2_2_29_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00158-007-0189-0"},{"key":"e_1_2_2_30_1","doi-asserted-by":"crossref","unstructured":"H. J. Kushner and G. G. Yin. 1997. Stochastic Approximation Algorithms and Application. Springer New York NY.  H. J. Kushner and G. G. Yin. 1997. Stochastic Approximation Algorithms and Application. Springer New York NY.","DOI":"10.1007\/978-1-4899-2696-8"},{"volume-title":"Proceedings of the 38th Conference on the Design of Experiments in Army Research Development and Testing. 321--341","author":"Lawera M.","key":"e_1_2_2_31_1","unstructured":"M. Lawera and J. R. Thompson . 1993. A parallelized, simulation based algorithm for parameter estimation . In Proceedings of the 38th Conference on the Design of Experiments in Army Research Development and Testing. 321--341 . M. Lawera and J. R. Thompson. 1993. A parallelized, simulation based algorithm for parameter estimation. In Proceedings of the 38th Conference on the Design of Experiments in Army Research Development and Testing. 321--341."},{"key":"e_1_2_2_32_1","doi-asserted-by":"publisher","DOI":"10.1137\/0111030"},{"volume-title":"Stochastic Optimization Methods","author":"Marti K.","key":"e_1_2_2_33_1","unstructured":"K. Marti . 2005. Stochastic Optimization Methods . Springer , Berlin, Germany . K. Marti. 2005. Stochastic Optimization Methods. Springer, Berlin, Germany."},{"key":"e_1_2_2_34_1","unstructured":"R. H. Myers and D. C. Montgomery. 1995. Response Surface Methodology: Process and Product Optimization Using Designed Experiments. John Wiley 8 Sons New York NY.  R. H. Myers and D. C. Montgomery. 1995. Response Surface Methodology: Process and Product Optimization Using Designed Experiments. John Wiley 8 Sons New York NY."},{"key":"e_1_2_2_35_1","doi-asserted-by":"publisher","DOI":"10.1186\/1752-0509-7-53"},{"key":"e_1_2_2_36_1","doi-asserted-by":"publisher","DOI":"10.1137\/0330046"},{"key":"e_1_2_2_37_1","doi-asserted-by":"publisher","DOI":"10.1007\/s101070100290"},{"key":"e_1_2_2_38_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2018.07.014"},{"volume-title":"Proceedings of the 2010 High Performance Computing Symposium (HPC\u201910)","author":"Radcliffe N. R.","key":"e_1_2_2_39_1","unstructured":"N. R. Radcliffe , D. R. Easterling , L. T. Watson , M. L. Madigan , and K. A. Bieryla . 2010. Results of two global optimization algorithms applied to a problem in biomechanics . In Proceedings of the 2010 High Performance Computing Symposium (HPC\u201910) . 117--123. N. R. Radcliffe, D. R. Easterling, L. T. Watson, M. L. Madigan, and K. A. Bieryla. 2010. Results of two global optimization algorithms applied to a problem in biomechanics. In Proceedings of the 2010 High Performance Computing Symposium (HPC\u201910). 117--123."},{"key":"e_1_2_2_40_1","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177729586"},{"key":"e_1_2_2_41_1","volume-title":"Proceedings of the American Control Conference. 1161--1167","author":"Spall J. C.","year":"1987","unstructured":"J. C. Spall . 1987 . A stochastic approximation technique for generating maximum likelihood parameter estimates . In Proceedings of the American Control Conference. 1161--1167 . J. C. Spall. 1987. A stochastic approximation technique for generating maximum likelihood parameter estimates. In Proceedings of the American Control Conference. 1161--1167."},{"key":"e_1_2_2_42_1","doi-asserted-by":"publisher","DOI":"10.1109\/9.119632"},{"key":"e_1_2_2_43_1","doi-asserted-by":"publisher","DOI":"10.1109\/7.705889"},{"volume-title":"Introduction to Stochastic Search and Optimization","author":"Spall J. C.","key":"e_1_2_2_44_1","unstructured":"J. C. Spall . 2003. Introduction to Stochastic Search and Optimization . John Wiley 8 Sons, New York, NY. J. C. Spall. 2003. Introduction to Stochastic Search and Optimization. John Wiley 8 Sons, New York, NY."},{"key":"e_1_2_2_45_1","doi-asserted-by":"publisher","DOI":"10.2307\/2531105"},{"key":"e_1_2_2_46_1","volume-title":"Simulation: A Modeler\u2019s Approach","author":"Thompson J. R.","year":"2000","unstructured":"J. R. Thompson . 2000 . Simulation: A Modeler\u2019s Approach . John Wiley 8 Sons, New York, NY. J. R. Thompson. 2000. Simulation: A Modeler\u2019s Approach. John Wiley 8 Sons, New York, NY."},{"key":"e_1_2_2_47_1","volume-title":"ASA Proceedings of the Joint Statistical Meetings. 4287--4291","author":"Trosset M. W.","year":"2003","unstructured":"M. W. Trosset . 2003 . Trust regions and ridge analysis . In ASA Proceedings of the Joint Statistical Meetings. 4287--4291 . http:\/\/mypage.iu.edu\/ mtrosset\/Research\/trust-jsm03.pdf. M. W. Trosset. 2003. Trust regions and ridge analysis. In ASA Proceedings of the Joint Statistical Meetings. 4287--4291. http:\/\/mypage.iu.edu\/ mtrosset\/Research\/trust-jsm03.pdf."},{"key":"e_1_2_2_48_1","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177730385"}],"container-title":["ACM Transactions on Mathematical Software"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3374219","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3374219","content-type":"application\/pdf","content-version":"vor","intended-application":"syndication"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3374219","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,17]],"date-time":"2025-06-17T22:41:48Z","timestamp":1750200108000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3374219"}},"subtitle":["QNSTOP\u2014Quasi-Newton Algorithm for Stochastic Optimization"],"short-title":[],"issued":{"date-parts":[[2020,5,19]]},"references-count":47,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2020,6,30]]}},"alternative-id":["10.1145\/3374219"],"URL":"https:\/\/doi.org\/10.1145\/3374219","relation":{},"ISSN":["0098-3500","1557-7295"],"issn-type":[{"type":"print","value":"0098-3500"},{"type":"electronic","value":"1557-7295"}],"subject":[],"published":{"date-parts":[[2020,5,19]]},"assertion":[{"value":"2014-06-01","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2019-11-01","order":1,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2020-05-19","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}