About the Software
QNSTOP [1] is a serial and parallel (OpenMP) Fortran 2003 implementation of the quasi-Newton stochastic optimization method of Castle and Trosset [3] for stochastic search problems. Among other applications [7], QNSTOP is effective at global parameter estimation in biology [2,4,5,6]. The package includes both local search with stochastic objective and global search with "noisy" deterministic objective. The parallel driver subroutine offers several parallel decomposition strategies, and the serial driver subroutine can be used for local stochastic search or global deterministic search.
Publications
[1] B. D. Amos, D. R. Easterling, L. T. Watson, W. I. Thacker, B. S. Castle, and M. W. Trosset, "Algorithm 1007: QNSTOP—quasi-Newton algorithm for stochastic optimization", ACM Trans. Math. Software, 46, Article 17 (2020), 1-20.
[2] T. M. Andrew, B. D. Amos, D. R. Easterling, C. Oguz, W. T. Baumann, J. J. Tyson, and L. T. Watson, "Global parameter estimation for a eukaryotic cell cycle model in systems biology", in Proc. 2014 Summer Simulation Multiconference, Summer Computer Simulation Conf., Soc. for Modelling and Simulation Internat., Vista, CA, 2014, 324-331.
[3] B. S. Castle, "Quasi-Newton methods for stochastic optimization and proximity-based methods for disparate information fusion". Ph.D. thesis, Indiana University, Bloomington, IN, 2012.
[4] M. Chen, B. D. Amos, L. T. Watson, J. J. Tyson, Y. Cao, C. A. Shaffer, M. W. Trosset, C. Oguz, and G. Kakoti, "Quasi-Newton stochastic optimization algorithm for parameter estimation of a stochastic model of the budding yeast cell cycle", IEEE/ACM Trans. Comput. Biol. Bioinformatics, 16 (2019) 301-311.
[5] M. Chen, M. Ahmadian, L. Watson, and Y. Cao, "Finding acceptable parameter regions of stochastic Hill functions for multisite phosphorylation mechanism", J. Chem. Phys., 152, Article 124108 (2020) 1-13.
[6] M. Chen, Y. Cao, and L. T. Watson, "Parameter estimation of stochastic models based on limited data", in ACM SIGBioinformatics Record, Vol.~7, No.~3, 2017, Article 3, 3 pages.
[7] D. R. Easterling, L. T. Watson, M. L. Madigan, B. S. Castle, and M. W. Trosset, "Parallel deterministic and stochastic global minimization of functions with very many minima", Comput. Optim. Appl., 57 (2014) 469-492.