SIAM Digital Library
 
 
 

You are not logged in Logged Out Log In

SIAM J. on Optimization / Volume 20 / Issue 1

SIAM J. Optim. 20, pp. 172-191 (20 pages)

Benchmarking Derivative-Free Optimization Algorithms

Jorge J. Moré and Stefan M. Wild

Full Text: Download PDF | Buy PDF (US$25) | View Cart
We propose data profiles as a tool for analyzing the performance of derivative-free optimization solvers when there are constraints on the computational budget. We use performance and data profiles, together with a convergence test that measures the decrease in function value, to analyze the performance of three solvers on sets of smooth, noisy, and piecewise-smooth problems. Our results provide estimates for the performance difference between these solvers, and show that on these problems, the model-based solver tested performs better than the two direct search solvers tested.

© 2009 Society for Industrial and Applied Mathematics

RELATED DATABASES

To view database links for this article, you need to log in.

KEYWORDS

AMS Subject Headings

90C56, 65Y20, 65K10

PUBLICATION DATA

ISSN

1052-6234 (print)  
1095-7189 (online)

Publisher

$abstract.society.value is a Member of CrossRef Society for Industrial and Applied Mathematics

ARTICLE DATA

History
Received May 13, 2008
Accepted December 08, 2008
Published online March 25, 2009
Digital Object Identifier
http://dx.doi.org/10.1137/080724083

For access to fully linked references, you need to log in.

For access to citing articles, you need to log in.


Close

Your Recent History Recent History Help

Recently Viewed

  1. Benchmarking Derivative-Free Optimization Algorithms
  2. On the Solution of the Tikhonov Regularization of the Total Least Squares Problem
  3. On the Stability of Convex-valued Mappings and Their Relative Boundary and Extreme Points Set Mappin...
  4. Constraint Reduction for Linear Programs with Many Inequality Constraints
  5. A Note on Trust-Region Radius Update
© SIAM By using SIAM Publications Online you agree to abide by the Terms and Conditions of Use. Banner art adapted from a figure by Hinke M. Osinga and Bernd Krauskopf (University of Bristol, UK).
close