Optimality Measures for Performance Profiles
|Title||Optimality Measures for Performance Profiles|
|Year of Publication||2004|
|Authors||Dolan, ED, More', JJ, Munson, TS|
|Series Title||SIAM J. Optimization|
|Institution||Society for Industrial and Applied Mathematics|
We examine the importance of optimality measures when benchmarking a set of solvers, and show that scaling requirements lead to a convergence test for nonlinearly constrained optimization solvers that uses a mixture of absolute and relative error measures. We demonstrate that this convergence test is well behaved at any point where the constraints satisfy the Mangasarian-Fromovitz constraint qualification and also avoids the explicit use of a complementarity measure. Computational experiments explore the impact of this convergence test on the benchmarking process with performance profiles.