Jorge Moré

GPCG: A case study in the performance and scalability of optimization algorithms

  • Steven Benson
  • Lois McInnes
  • Jorge Moré
    • Categories Optimization Software Design Principles, Parallel Algorithms, Problem Solving Environments Tags , ,

    GPCG is an algorithm within the Toolkit for Advanced Optimization (TAO) for solving bound constrained, convex quadratic problems. Originally developed by More’ and Toraldo, this algorithm was designed for large-scale problems but had been implemented only for a single processor. The TAO implementation is available for a wide range of high-performance architecture, and has been … Read more

    Benchmarking Optimization Software with COPS

  • Elizabeth D. Dolan
  • Jorge Moré
    • Categories Constrained Nonlinear Optimization, Optimization Software Benchmark Tags ,

    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