Benchmarking Derivative-Free Optimization Algorithms

Jorge J. Moré and Stefan M. Wild

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This page contains supplemental information for the paper:

  1. Benchmarking Derivative-Free Optimization Algorithms by J. Moré and S. Wild. SIAM J. Optimization, Vol. 20 (1), pp.172-191, 2009. [More information]
    Formerly Mathematics and Computer Science Division, Argonne National Laboratory, Preprint ANL/MCS-P1471-1207, May 2008.

warning Users interested in the use of the techniques described in this paper (data and performance profiles) for benchmarking derivative-free solvers should consult the results of our (ever-changing) shootout of derivative-free solvers. We hope to update these results as additional codes are developed and submitted.

warning We are currently soliciting problems and solvers for two new efforts:

The following information (used in [1]) is provided to encourage the benchmarking of derivative-free optimization solvers. Additional solvers, application problems, comments, questions, and suggestions should be addressed to Stefan Wild at mcs .

Plotting the Profiles

We provide the following Matlab scripts for producing basic data and performance profiles from data:

Benchmark Problems

The following source files were used to define the benchmark problems in [1]:

Additional details concerning the problems may be found on the CUTEr webpage.

Sample Solvers

The following solvers were used to obtain the performance data in [1]:

New results from other solvers are added to the shootout of derivative-free solvers page.