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A comparative study of large-scale nonlinear optimization algorithms
Conference proceeding

A comparative study of large-scale nonlinear optimization algorithms

H Y Benson, D F Shanno and R J Vanderbei
HIGH PERFORMANCE ALGORITHMS AND SOFTWARE FOR NONLINEAR OPTIMIZATION, Vol.82, pp.95-127
Applied Optimization
01 Jan 2003

Abstract

Computer Science Computer Science, Software Engineering Mathematics Mathematics, Applied Operations Research & Management Science Physical Sciences Science & Technology Technology
In recent years, much work has been done on implementing a variety of algorithms in nonlinear programming software. In this paper, we analyze the performance of several state-of-the-art optimization codes on large-scale nonlinear optimization problems. Extensive numerical results are presented on different classes of problems, and features of each code that make it efficient or inefficient for each class are examined.

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Computer Science, Software Engineering
Mathematics, Applied
Operations Research & Management Science