Optimization Software Benchmark

PARNES: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals

  • Ming Gu
  • Lek-Heng Lim
  • Cinna Julie Wu
    • Categories Constrained Nonlinear Optimization, Convex Optimization, Optimization Software Benchmark Tags , , , , , , ,

    In this article we propose an algorithm, NESTA-LASSO, for the LASSO problem (i.e., an underdetermined linear least-squares problem with a one-norm constraint on the solution) that exhibits linear convergence under the restricted isometry property (RIP) and some other reasonable assumptions. Inspired by the state-of-the-art sparse recovery method, NESTA, we rely on an accelerated proximal gradient … Read more

    Incorporating Minimum Frobenius Norm Models in Direct Search

  • Ana Luisa Custódio
  • Luis Nunes Vicente
  • Humberto Rocha
    • Categories Optimization Software Benchmark, Unconstrained Optimization Tags , , , , ,

    The goal of this paper is to show that the use of minimum Frobenius norm quadratic models can improve the performance of direct-search methods. The approach taken here is to maintain the structure of directional direct-search methods, organized around a search and a poll step, and to use the set of previously evaluated points generated … Read more

    Benchmarking Derivative-Free Optimization Algorithms

  • Jorge Moré
  • Stefan M. Wild
    • Categories Optimization Software Benchmark, Unconstrained Optimization Tags , , , ,

    We propose data profiles as a tool for analyzing the performance of derivative-free optimization solvers when there are constraints on the computational budget. We use performance and data profiles, together with a convergence test that measures the decrease in function value, to analyze the performance of three solvers on sets of smooth, noisy, and piecewise-smooth … Read more

    LIBOPT – An environment for testing solvers on heterogeneous collections of problems – The manual, version 2.0

  • Jean Charles Gilbert
  • Xavier Jonsson
    • Categories Modeling Languages and Systems, Optimization Software Benchmark Tags

    The Libopt environment is both a methodology and a set of tools that can be used for testing, comparing, and profiling solvers on problems belonging to various collections. These collections can be heterogeneous in the sense that their problems can have common features that differ from one collection to the other. Libopt brings a unified … Read more

    SNDlib 1.0–Survivable Network Design Library

  • Sebastian Orlowski
  • Michal Pióro
  • Artur Tomaszewski
  • Roland Wessäly
    • Categories Network Optimization, Optimization Software Benchmark, Telecommunications Tags , ,

    We provide information on the Survivable Network Design Library (SNDlib), a data library for fixed telecommunication network design that can be accessed at http://sndlib.zib.de. In version 1.0, the library contains data related to 22 networks which, combined with a set of selected planning parameters, leads to 830 network planning problem instances. In this paper, we … Read more

    LIBOPT – An environment for testing solvers on heterogeneous collections of problems

  • Jean Charles Gilbert
  • Xavier Jonsson
    • Categories Modeling Languages and Systems, Optimization Software Benchmark Tags

    The Libopt environment is both a methodology and a set of tools that can be used for testing, comparing, and profiling solvers on problems belonging to various collections. These collections can be heterogeneous in the sense that their problems can have common features that differ from one collection to the other. Libopt brings a unified … Read more

    A Particle Swarm Pattern Search Method for Bound Constrained Nonlinear Optimization

  • A. Ismael F. Vaz
  • Luis Nunes Vicente
    • Categories Global Optimization, Nonlinear Optimization, Optimization Software Benchmark Tags , , , , ,

    In this paper we develop, analyze, and test a new algorithm for the global minimization of a function subject to simple bounds without the use of derivatives. The underlying algorithm is a pattern search method, more specifically a coordinate search method, which guarantees convergence to stationary points from arbitrary starting points. In the optional search … Read more

    Benchmark of Some Nonsmooth Optimization Solvers for Computing Nonconvex Proximal Points

  • Warren Hare
  • Claudia Sagastizábal
    • Categories Nonsmooth Optimization, Optimization Software Benchmark Tags , ,

    The major focus of this work is to compare several methods for computing the proximal point of a nonconvex function via numerical testing. To do this, we introduce two techniques for randomly generating challenging nonconvex test functions, as well as two very specific test functions which should be of future interest to Nonconvex Optimization Benchmarking. … Read more

    TTTPLOTS: A perl program to create time-to-target plots

  • Renata M. Aiex
  • Mauricio G.C. Resende
  • Celso C. Ribeiro
    • Categories Combinatorial Optimization, Optimization Software Benchmark Tags , ,

    This papers describes a perl language program to create time-to-target solution value plots for measured CPU times that are assumed to fit a shifted exponential distribution. This is often the case in local search based heuristics for combinatorial optimization, such as simulated annealing, genetic algorithms, iterated local search, tabu search, WalkSAT, and GRASP. Such plots … Read more

    Benchmarking Optimization Software with COPS 3.0

  • Elizabeth D. Dolan
  • Jorge Moré
  • Todd S. Munson
    • Categories Constrained Nonlinear Optimization, Optimization Software Benchmark

    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