Comparative assessment of algorithms and software for global optimization

DOI10.1007/S10898-004-9971-3MaRDI QIDQ813366zbMATH OpenOpenAlexFDO

Authors Charoenchai Khompatraporn, Zelda B. Zabinsky, János Pinter

Publication date 8 February 2006

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-004-9971-3

zbMATH Keywords

Global optimizationAnalysis and comparison of algorithms and softwareTest problems and applications

Mathematics Subject Classification ID

Analysis of algorithms (68W40) Nonconvex programming, global optimization (90C26) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Recommendations

• Comparison of public-domain software for black box global optimization^∗
• scientific article; zbMATH DE number 1857684
• Benchmarking optimization software with performance profiles.
• A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
• A comparison of complete global optimization solvers

Cites work

• scientific article; zbMATH DE number 1487503 (Why is no real title available?)
• A class of test functions for global optimization
• A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
• A scaling method for priorities in hierarchical structures
• A set of geometric programming test problems and their solutions
• A wide class of test functions for global optimization
• Benchmarking optimization software with performance profiles.
• Experiments using interval analysis for solving a circuit design problem
• Global optimization requires global information
• Pure adaptive search in global optimization
• Stochastic global optimization: Problem classes and solution techniques
• Stochastic methods for practical global optimization
• Testing Unconstrained Optimization Software

Cited in

(18)

• A combined global \& local search (CGLS) approach to global optimization
• Benchmarking nonlinear optimization software in technical computing environments
• A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
• Comparison of public-domain software for black box global optimization^∗
• scientific article; zbMATH DE number 3912142 (Why is no real title available?)
• scientific article; zbMATH DE number 4112399 (Why is no real title available?)
• Nonlinear optimization with GAMS /LGO
• Best practices for comparing optimization algorithms
• Quality assurance and global optimization
• How difficult is nonlinear optimization? A practical solver tuning approach, with illustrative results
• A comparison of complete global optimization solvers
• Global Optimization Toolbox for Maple: an introduction with illustrative applications
• Benchmarking global optimization and constraint satisfaction codes
• Writing global optimization software
• Model development and solver demonstrations using randomized test problems
• scientific article; zbMATH DE number 1857684 (Why is no real title available?)
• Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints
• Global search perspectives for multiobjective optimization

Describes a project that uses

Uses Software

• Decision tree for optimization software
• MINPACK-2
• INTOPT_90
• Benchmarks for Optimization Software
• GLOPT
• Global Optimization Toolbox For Maple

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