Evaluating bound-constrained minimization software

Authors:
Ernesto G. Birgin;Jan M. Gentil
Affiliations:
Department of Computer Science, Institute of Mathematics and Statistics, University of São Paulo, São Paulo, Brazil;Department of Computer Science, Institute of Mathematics and Statistics, University of São Paulo, São Paulo, Brazil
Venue:
Computational Optimization and Applications
Year:
2012

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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.