Benchmarking Derivative-Free Optimization Algorithms

DOI10.1137/080724083zbMath1187.90319MaRDI QIDQ5189556

Jorge J. Moré, Stefan M. Wild

Publication date: 17 March 2010

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/080724083

zbMATH Keywords

performance evaluation; deterministic simulations; computational budget

Mathematics Subject Classification ID

90C56: Derivative-free methods and methods using generalized derivatives

65K10: Numerical optimization and variational techniques

65Y20: Complexity and performance of numerical algorithms

Uses Software

• CUTEr
• APPSPACK