Comparative Assessment of Algorithms and Software for Global Optimization

  • Authors:
  • Charoenchai Khompatraporn;János D. Pintér;Zelda B. Zabinsky

  • Affiliations:
  • Industrial Engineering, University of Washington, Seattle, USA 98195-2650;Pinter Consulting Services Inc., and Dalhousie University PCS, Halifax, Canada B3M 1J2;Industrial Engineering, University of Washington, Seattle, USA 98195-2650

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2005

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Abstract

The thorough evaluation of optimization algorithms and software demands devotion, time, (code development and hardware) resources, in addition to professional objectivity. This general remark is particularly valid with respect to global optimization (GO) software since GO literally encompasses "all" mathematical programming models. It is easy not only to fabricate very challenging test problems, but also to find realistic GO problems that pose a formidable task for any algorithm of today and of tomorrow.A report on computational experiments should ideally cover a large number of aspects: a detailed description and practical background of the models; earlier related work; solution approaches; algorithm implementations and their parameterization; hardware platforms, operating systems, and software environments; an exact description of all performance measures; report of successes and failures; analysis of solver parameterization effects; statistical characteristics for randomized problem-classes; and a summary of results (in text, tabular and/or graphical forms).An extensive inventory of classical NLP and GO test problems, as well as more recent (and often much harder) test suites have been suggested. This paper reviews several prominent test collections, discusses comparison issues, and presents illustrative numerical results. A second paper will perform a comparative study using ideas presented here, drawing also on discussions at the Stochastic Global Optimization Workshop (held in New Zealand, June 2001).