Benchmarking derivative-free optimization algorithms.
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.
- Research Organization:
- Argonne National Laboratory (ANL)
- Sponsoring Organization:
- SC
- DOE Contract Number:
- AC02-06CH11357
- OSTI ID:
- 956916
- Report Number(s):
- ANL/MCS/JA-60911
- Journal Information:
- SIAM J. Optimization, Journal Name: SIAM J. Optimization Journal Issue: 1 ; 2009 Vol. 20; ISSN 1052-6234
- Country of Publication:
- United States
- Language:
- ENGLISH
Similar Records
Benchmarking optimization software with performance profiles.
Derivative-free optimization methods
Derivative-free stochastic optimization via adaptive sampling strategies
Journal Article
·
Mon Dec 31 23:00:00 EST 2001
· Math. Program.
·
OSTI ID:943229
Derivative-free optimization methods
Journal Article
·
Tue Apr 30 20:00:00 EDT 2019
· Acta Numerica
·
OSTI ID:1545343
Derivative-free stochastic optimization via adaptive sampling strategies
Journal Article
·
Tue Sep 16 20:00:00 EDT 2025
· Optimization Methods and Software
·
OSTI ID:2998214