Impact of partial separability on large-scale optimization

ELSO is an environment for the solution of large-scale optimization problems. With ELSO the user is required to provide only code for the evaluation of a partially separable function. ELSO exploits the partial separability structure of the function to compute the gradient efficiently using automatic differentiation. We demonstrate ELSO's efficiency by comparing the various options available in ELSO. Our conclusion is that the hybrid option in ELSO provides performance comparable to the hand-coded option, while having the significant advantage of not requiring a hand-coded gradient or the sparsity pattern of the partially separable function. In our test problems, which have carefully coded gradients, the computing time for the hybrid AD option is within a factor of two of the hand-coded option.