Abstract
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.
Research of the first and third authors supported by NSF grant DMS-9870317, ONR grant N00014–98–1–0036. Research of the second author supported by NSF grant DMS-0107450.
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© 2003 Kluwer Academic Publishers B.V.
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Benson, H.Y., Shanno, D.F., Vanderbei, R.J. (2003). A Comparative Study of Large-Scale Nonlinear Optimization Algorithms. In: Di Pillo, G., Murli, A. (eds) High Performance Algorithms and Software for Nonlinear Optimization. Applied Optimization, vol 82. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-0241-4_5
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DOI: https://doi.org/10.1007/978-1-4613-0241-4_5
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