Shootout of Derivative-Free Optimization Solvers

Jorge J. Moré and Stefan M. Wild

  data profile performance profile

This page contains results of benchmarking several derivative-free solvers with the techniques and benchmark problems described in:

  1. Benchmarking Derivative-Free Optimization Algorithms by J. Moré and S. Wild. SIAM J. Optimization, Vol. 20 (1), pp.172-191, 2009. [More information]
Additional information and scripts for evaluating the benchmark problems and plotting the profiles can be found at our benchmarking of derivative-free optimization algorithms page.

at workWe are actively updating these results as developers complete and tune new solvers. If you would like to contribute results or a solver, or if you have comments, questions, and suggestions, please contact Stefan Wild at mcs.

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

Unconstrained Solvers Tested

We wish to acknowledge others who have provided data available here or have used the problems for benchmarking, including:

The Profiles

Below we provide graphical results for the four sets of benchmarking problems, each with four convergence tolerances. Additional information and scripts for evaluating the benchmark problems and plotting the profiles can be found at our benchmarking of derivative-free optimization algorithms page.

Data Profiles

Performance Profiles

Raw Data