Constrained Nonlinear Optimization

Benchmarking Optimization Software with COPS

  • Elizabeth D. Dolan
  • Jorge MorĂ©
    • 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

    Feasibility Control in Nonlinear Optimization

  • Marcelo Marazzi
  • Jorge Nocedal
    • Categories Constrained Nonlinear Optimization Tags ,

    We analyze the properties that optimization algorithms must possess in order to prevent convergence to non-stationary points for the merit function. We show that demanding the exact satisfaction of constraint linearizations results in difficulties in a wide range of optimization algorithms. Feasibility control is a mechanism that prevents convergence to spurious solutions by ensuring that … Read more