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
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
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
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
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