Evaluating bound-constrained minimization software

DOI10.1007/s10589-012-9466-yzbMath1258.90067OpenAlexW2033337644MaRDI QIDQ1928747

Ernesto G. Birgin, Jan M. Gentil

Publication date: 4 January 2013

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-012-9466-y

zbMATH Keywords

benchmarkingnumerical evaluationperformance profilesbound-constrained minimization

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items

A two-stage active-set algorithm for bound-constrained optimization, Algebraic rules for computing the regularization parameter of the Levenberg-Marquardt method, On the use of third-order models with fourth-order regularization for unconstrained optimization, An active set feasible method for large-scale minimization problems with bound constraints, A Newton-like method with mixed factorizations and cubic regularization for unconstrained minimization, On the construction of quadratic models for derivative-free trust-region algorithms, An active-set projected trust region algorithm for box constrained optimization problems, On Regularization and Active-set Methods with Complexity for Constrained Optimization, Algebraic rules for quadratic regularization of Newton's method, The Use of Quadratic Regularization with a Cubic Descent Condition for Unconstrained Optimization, A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles

Uses Software

• LANCELOT
• SPG
• L-BFGS-B
• GALAHAD
• CUTEr
• SifDec
• Ipopt
• LBFGS-B
• CUTE

Cites Work

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• Algorithm 813
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• CUTEr and SifDec
• Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization
• Benchmarking optimization software with performance profiles.