Optimization Software Benchmark

A Server for Automated Performance Analysis of Benchmarking Data

  • Hans D Mittelmann
  • Armin Pruessner
    • Categories Modeling Languages and Systems, Optimization Software Benchmark Tags , ,

    As part of Performance World, we describe an automation server (PAVER: http://www.gamsworld.org/performance/paver) to help facilitate reproducible performance analysis of benchmarking data for optimization software. Although PAVER does not solve optimization problems, it automates the task of performance data analysis and visualization, taking into account various performance metrics. These include not only robustness and efficiency, but … Read more

    An Active-Set Algorithm for Nonlinear Programming Using Linear Programming and Equality Constrained Subproblems

  • Richard H. Byrd
  • Nicholas I. M. Gould
  • Jorge Nocedal
  • Richard A. Waltz
    • Categories Constrained Nonlinear Optimization, Optimization Software Benchmark Tags , , , , ,

    This paper describes an active-set algorithm for large-scale nonlinear programming based on the successive linear programming method proposed by Fletcher and Sainz de la Maza. The step computation is performed in two stages. In the first stage a linear program is solved to estimate the active set at the solution. The linear program is obtained … Read more

    Numerical experience with solving MPECs as NLPs

  • Roger Fletcher
  • Sven Leyffer
    • Categories Complementarity and Variational Inequalities, Constrained Nonlinear Optimization, Optimization Software Benchmark Tags , , , ,

    This paper describes numerical experience with solving MPECs as NLPs on a large collection of test problems. The key idea is to use off-the-shelf NLP solvers to tackle large instances of MPECs. It is shown that SQP methods are very well suited to solving MPECs and at present outperform Interior Point solvers both in terms … Read more

    CUTEr (and SifDec), a Constrained and Unconstrained Testing Environment, revisited

  • Nicholas I. M. Gould
  • Dominique Orban
  • Philippe L. Toint
    • Categories Nonlinear Optimization, Optimization Software Benchmark, Problem Solving Environments Tags , , , ,

    The initial release of CUTE, a widely used testing environment for optimization software was described by Bongartz, Conn, Gould and Toint. The latest version, now known as CUTEr, is presented. New features include reorganisation of the environment to allow simultaneous multi-platform installation, new tools for, and interfaces to, optimization packages, and a considerably simplified and … Read more

    NLPQLP: A New Fortran Implementation of a Sequential Quadratic Programming Algorithm

  • Klaus Schittkowski
    • Categories Constrained Nonlinear Optimization, Optimization Software Benchmark, Parallel Algorithms Tags , , , , , ,

    The Fortran subroutine NLPQLP solves smooth nonlinear programming problems and is an extension of the code NLPQL. The new version is specifically tuned to run under distributed systems. A new input parameter l is introduced for the number of parallel machines, that is the number of function calls to be executed simultaneously. In case of … Read more

    An Independent Benchmarking of SDP and SOCP Solvers

  • Hans D Mittelmann
    • Categories Optimization Software and Modeling Systems, Optimization Software Benchmark Tags , , ,

    This work reports the results of evaluating all computer codes submitted to the Seventh DIMACS Implementation Challenge on Semidefinite and Related Optimization Problems. The codes were run on a standard platform and on all the benchmark problems provided by the organizers of the challenge. A total of ten codes were tested on fifty problems in … Read more

    Benchmarking optimization software with performance profiles

  • Elizabeth D. Dolan
  • Jorge MorĂ©
    • Categories Optimization Software and Modeling Systems, Optimization Software Benchmark

    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

    Assessing the Potential of Interior Methods for Nonlinear Optimization

  • Liu G.
  • Jean-Pierre Goux
  • Jose Luis Morales
  • Jorge Nocedal
  • Richard A. Waltz
    • Categories Constrained Nonlinear Optimization, Optimization Software Benchmark Tags , , ,

    A series of numerical experiments with interior point (LOQO, KNITRO) and active-set SQP codes (SNOPT, filterSQP) are reported and analyzed. The tests were performed with small, medium-size and moderately large problems, and are examined by problem classes. Detailed observations on the performance of the codes, and several suggestions on how to improve them are presented. … Read more

    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