Benchmarking optimization software with performance profiles.
From MaRDI portal
Abstract: We propose performance profiles-distribution functions for a performance metric-as a tool for benchmarking and comparing optimization software. We show that performance profiles combine the best features of other tools for performance evaluation.
Recommendations
Cited in
(only showing first 100 items - show all)- Modified nonlinear conjugate gradient methods with sufficient descent property for large-scale optimization problems
- A new Liu-Storey type nonlinear conjugate gradient method for unconstrained optimization problems
- A limited memory BFGS-type method for large-scale unconstrained optimization
- A general algorithm for solving two-stage stochastic mixed 0-1 first-stage problems
- Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities
- Two modified Dai-Yuan nonlinear conjugate gradient methods
- Solving bilevel linear programs using multiple objective linear programming
- Subspace Barzilai-Borwein gradient method for large-scale bound constrained optimization
- A filter inexact-restoration method for nonlinear programming
- BFGS trust-region method for symmetric nonlinear equations
- A globally convergent BFGS method with nonmonotone line search for non-convex minimization
- A modified PRP conjugate gradient method
- Hybrid conjugate gradient algorithm for unconstrained optimization
- Acceleration of conjugate gradient algorithms for unconstrained optimization
- Progress in the dual simplex algorithm for solving large scale LP problems: Techniques for a fast and stable implementation
- Further development of multiple centrality correctors for interior point methods
- Nonlinear conjugate gradient methods with sufficient descent condition for large-scale unconstrained optimization
- A truncated descent HS conjugate gradient method and its global convergence
- Relax and fix heuristics to solve one-stage one-machine lot-scheduling models for small-scale soft drink plants
- On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
- A linear programming-based optimization algorithm for solving nonlinear programming problems
- Globally convergent Polak-Ribière-Polyak conjugate gradient methods under a modified Wolfe line search
- A new three-term conjugate gradient algorithm for unconstrained optimization
- Inverse \(q\)-columns updating methods for solving nonlinear systems of equations
- Active set strategies in an ellipsoid algorithm for nonlinear programming
- Unified smoothing functions for absolute value equation associated with second-order cone
- Globally solving nonconvex quadratic programming problems with box constraints via integer programming methods
- A hybrid LP/NLP paradigm for global optimization relaxations
- A descent hybrid conjugate gradient method based on the memoryless BFGS update
- An accelerated three-term conjugate gradient method with sufficient descent condition and conjugacy condition
- A branch-and-bound algorithm for a class of mixed integer linear maximum multiplicative programs: a bi-objective optimization approach
- A hybrid of adjustable trust-region and nonmonotone algorithms for unconstrained optimization
- A new adaptive trust-region method for system of nonlinear equations
- Globally convergent three-term conjugate gradient projection methods for solving nonlinear monotone equations
- Integer optimization with penalized fractional values: the knapsack case
- On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization
- An efficiency-based path-scanning heuristic for the capacitated arc routing problem
- Heuristics for the constrained incremental graph drawing problem
- A family of three-term nonlinear conjugate gradient methods close to the memoryless BFGS method
- A new adaptive trust region algorithm for optimization problems
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
- Empirical study of the improved UNIRANDI local search method
- Basin hopping networks of continuous global optimization problems
- An adaptive penalty scheme to solve constrained structural optimization problems by a craziness based particle swarm optimization
- Best practices for comparing optimization algorithms
- Speeding up the convergence of the Polyak's heavy ball algorithm
- Always convergent methods for nonlinear equations of several variables
- A new descent algorithm using the three-step discretization method for solving unconstrained optimization problems
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
- MIP-based approaches for robust storage loading problems with stacking constraints
- An iterated tabu search for the multi-compartment vehicle routing problem
- Lagrangian and branch-and-cut approaches for upgrading spanning tree problems
- Circumcentering the Douglas-Rachford method
- Two accelerated nonmonotone adaptive trust region line search methods
- An arc-search \({\mathcal {O}}(nL)\) infeasible-interior-point algorithm for linear programming
- A new adaptive Barzilai and Borwein method for unconstrained optimization
- Solving graph coloring problems with the Douglas-Rachford algorithm
- Nondominated Nash points: application of biobjective mixed integer programming
- A stochastic multiple gradient descent algorithm
- Two extensions of the Dai-Liao method with sufficient descent property based on a penalization scheme
- A globally convergent method for nonlinear least-squares problems based on the Gauss-Newton model with spectral correction
- An improved Perry conjugate gradient method with adaptive parameter choice
- Computational study of valid inequalities for the maximum \(k\)-cut problem
- Efficient solution of many instances of a simulation-based optimization problem utilizing a partition of the decision space
- On metaheuristics for solving the parameter estimation problem in dynamic systems: a comparative study
- A class of one parameter conjugate gradient methods
- An efficient hybrid conjugate gradient method with the strong Wolfe-Powell line search
- A new conjugate gradient algorithm with sufficient descent property for unconstrained optimization
- A spectral dai-yuan-type conjugate gradient method for unconstrained optimization
- Modification of nonlinear conjugate gradient method with weak Wolfe-Powell line search
- Global optimization algorithm for capacitated multi-facility continuous location-allocation problems
- A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization
- Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
- A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints
- An extended nonmonotone line search technique for large-scale unconstrained optimization
- A double parameter scaled BFGS method for unconstrained optimization
- An adaptive three-term conjugate gradient method based on self-scaling memoryless BFGS matrix
- A method for convex minimization based on translated first-order approximations
- A subspace conjugate gradient algorithm for large-scale unconstrained optimization
- On a smoothed penalty-based algorithm for global optimization
- A comparative note on the relaxation algorithms for the linear semi-infinite feasibility problem
- Two new Dai-Liao-type conjugate gradient methods for unconstrained optimization problems
- Extended formulations in mixed integer conic quadratic programming
- On the construction of quadratic models for derivative-free trust-region algorithms
- A new restarting adaptive trust-region method for unconstrained optimization
- Customizing the solution process of COIN-OR's linear solvers with python
- An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix
- On the use of the energy norm in trust-region and adaptive cubic regularization subproblems
- On the worst-case evaluation complexity of non-monotone line search algorithms
- Improved handling of uncertainty and robustness in set covering problems
- On the nonmonotonicity degree of nonmonotone line searches
- Lift-and-project cuts for convex mixed integer nonlinear programs
- Efficient filtering for the resource-cost alldifferent constraint
- An efficient strategy for the activation of MIP relaxations in a multicore global MINLP solver
- A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization
- How efficient is a global constraint in practice? A fair experimental framework
- A branch-and-Benders-cut algorithm for the crew scheduling and routing problem in road restoration
- Discovery of new complementarity functions for NCP and SOCCP
- A structured diagonal Hessian approximation method with evaluation complexity analysis for nonlinear least squares
Describes a project that uses
Uses Software
This page was built for publication: Benchmarking optimization software with performance profiles.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5957563)
