deterministic simulations

Estimating Computational Noise

  • Jorge MorĂ©
  • Stefan M. Wild
    • Categories Nonlinear Optimization, Optimization Software and Modeling Systems, Other Topics Tags , ,

    Computational noise in deterministic simulations is as ill-defined a concept as can be found in scientific computing. When coupled with adaptive strategies, the effects of finite precision destroy smoothness of the simulation output and complicate subsequent analysis. Following the work of Hamming on roundoff errors, we present a new algorithm, ECnoise, for quantifying the noise … Read more

    Benchmarking Derivative-Free Optimization Algorithms

  • Jorge MorĂ©
  • 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