Evaluating bound-constrained minimization software

Author(s)

Birgin, Ernesto G. ; Gentil, Jan M.

• Document type: Journal article
• Source: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS; v. 53, n. 2, p. 27-pg., 2012-10-01.

Abstract

Bound-constrained minimization is a subject of active research. To assess the performance of existent solvers, numerical evaluations and comparisons are carried on. Arbitrary decisions that may have a crucial effect on the conclusions of numerical experiments are highlighted in the present work. As a result, a detailed evaluation based on performance profiles is applied to the comparison of bound-constrained minimization solvers. Extensive numerical results are presented and analyzed. (AU)

• FAPESP's process: 09/10241-0 - Theory and software in computational methods for optimization
• Grantee: Ernesto Julián Goldberg Birgin
• Support Opportunities: Regular Research Grants
• FAPESP's process: 06/53768-0 - Computational methods of optimization
• Grantee: José Mário Martinez Perez
• Support Opportunities: Research Projects - Thematic Grants
• FAPESP's process: 06/03496-3 - Theory and practice of cutting and packing problems
• Grantee: Marcos Nereu Arenales
• Support Opportunities: Research Projects - Thematic Grants