Kestrel: An Interface from Optimization Modeling Systems to the NEOS Server

The NEOS Server provides access to a variety of optimization resources via the Internet. The new Kestrel interface to the Server enables local modeling environments to request NEOS optimization services and retrieve the results for local visualization and analysis, so that users have the same convenient access to remote NEOS solvers as to those installed … Read more

Benchmarking Optimization Software with COPS 3.0

We describe version 3.0 of the COPS set of nonlinearly constrained optimization problems. We have added new problems, as well as streamlined and improved most of the problems. We also provide a comparison of the FILTER, KNITRO, LOQO, MINOS, and SNOPT solvers on these problems. Citation Technical Report ANL/MCS-TM-273, Argonne National Laboratory, 02/04. Article Download … Read more

Optimality Measures for Performance Profiles

We examine the importance of optimality measures when benchmarking a set of solvers, and show that scaling requirements lead to a convergence test for nonlinearly constrained optimization solvers that uses a mixture of absolute and relative error measures. We demonstrate that this convergence test is well behaved at any point where the constraints satisfy the … Read more

NEOS Server 4.0 Administrative Guide

The NEOS Server 4.0 provides a general Internet-based client/server as a link between users and software applications. The administrative guide covers the fundamental principles behind the operation of the NEOS Server, installation and trouble-shooting of the Server software, and implementation details of potential interest to a NEOS Server administrator. The guide also discusses making new … Read more

The NEOS Server for Optimization: Version 4 and Beyond

We describe developments associated with Version 4 of the NEOS Server and note that these developments have led to an exponential growth in the number of job submissions. We also provide an overview of some of the research and educational uses for the NEOS Server and discuss future research challenges. Citation Preprint ANL/MCS-P947-0202, Argonne National … Read more

Benchmarking optimization software with performance profiles

We propose performance profiles — probability distribution functions for a performance metric — as a tool for benchmarking and comparing optimization software. We show that performance profiles combine the best features of other tools for performance evaluation. Citation benchmarking, performance, evaluation Article Download View Benchmarking optimization software with performance profiles

Benchmarking Optimization Software with COPS

We describe version 2.0 of the COPS set of nonlinearly constrained optimization problems. We have added new problems, as well as streamlined and improved most of the problems. We also provide a comparison of the LANCELOT, LOQO, MINOS, and SNOPT solvers on these problems. Citation Technical Report ANL/MCS-246 Mathematics and Computer Science Division Argonne National … Read more