performance evaluation

Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers

  • Coralia Cartis
  • Jan Fiala
  • Benjamin Marteau
  • Lindon Roberts
    • Categories Nonlinear Optimization Tags , , , , ,

    We present DFO-LS, a software package for derivative-free optimization (DFO) for nonlinear Least-Squares (LS) problems, with optional bound constraints. Inspired by the Gauss-Newton method, DFO-LS constructs simplified linear regression models for the residuals. DFO-LS allows flexible initialization for expensive problems, whereby it can begin making progress from as few as two objective evaluations. Numerical results … 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

    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