Evaluating bound‐constrained minimization software

Evaluating bound‐constrained minimization software

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Article ID: iaor20126379
Volume: 53
Issue: 2
Start Page Number: 347
End Page Number: 373
Publication Date: Oct 2012
Journal: Computational Optimization and Applications
Authors: ,
Keywords: packaged software, performance evaluation
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.

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