TRESNEI, a Matlab trust-region solver for systems of nonlinear equalities and inequalities
Computational Optimization and Applications
Multiple Workflow Scheduling Strategies with User Run Time Estimates on a Grid
Journal of Grid Computing
Reducing the influence of tiny normwise relative errors on performance profiles
ACM Transactions on Mathematical Software (TOMS)
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We examine the importance of optimality measures when benchmarking a set of solvers and show that the scale-invariance requirements we impose lead to a convergence test for nonlinearly constrained optimization solvers that uses a mixture of absolute and relative error measures. We demonstrate that this convergence test is well behaved at any point where the constraints satisfy the Mangasarian--Fromovitz constraint qualification and also avoids the explicit use of a complementarity measure. Computational experiments explore the impact of this convergence test on the benchmarking process with performance profiles.