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
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
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
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
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
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
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
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
Self-regular based interior point methods present a unified novel approach for solving linear optimization and conic optimization problems. So far it was not known if the new Self-Regular IPMs can lead to similar advances in computational practice as shown in the theoretical analysis. In this paper, we present our experiences in developing the software package … Read more
Citation Research report, PCS Inc., Halifax, NS, Canada; November 2003. Submitted for publication. Article Download View GAMS/LGO Nonlinear Solver Suite: Key Features, Usage, and Numerical Performance