Benchmarking of bound-constrained optimization software
نویسنده
چکیده
In this report we describe a comparison of different algorithms for solving nonlinear optimization problems with simple bounds on the variables. Moreover, we would like to come out with an assessment of the optimization library DOT used in the optimization suite OPTALIA at Airbus for this kind of problems.
منابع مشابه
An Efficient Modified Derivative-Free Method on Bound Constrained Optimization
This paper introduces an efficient modified derivative-free method for bound constrained optimization problems. It is based on the coordinate search method. During the running of the algorithm, it incorporates the progressive obtained local information into the current iteration. Actually, after we find two different suitable descent directions, we introduce the composite expansion step. By doi...
متن کاملAn Exact Algorithm for the Mode Identity Project Scheduling Problem
In this paper we consider the non-preemptive variant of a multi-mode resource constrained project scheduling problem (MRCPSP) with mode identity, in which a set of project activities is partitioned into disjoint subsets while all activities forming one subset have to be processed in the same mode. We present a depth-first branch and bound algorithm for the resource constrained project schedulin...
متن کاملAn Algorithm Based on Theory of Constraints and Branch and Bound for Solving Integrated Product-Mix-Outsourcing Problem
One of the most important decision making problems in many production systems is identification and determination of products and their quantities according to available resources. This problem is called product-mix. However, in the real-world situations, for existing constrained resources, many companies try to provide some products from external resources to achieve more profits. In this pape...
متن کاملAn active-set trust-region method for derivative-free nonlinear bound-constrained optimization
We consider an implementation of a recursive model-based active-set trust-region method for solving bound-constrained nonlinear non-convex optimization problems without derivatives using the technique of self-correcting geometry proposed in [24]. Considering an active-set method in modelbased optimization creates the opportunity of saving a substantial amount of function evaluations when mainta...
متن کاملAn optimal subgradient algorithm for large-scale bound-constrained convex optimization
This paper shows that the OSGA algorithm – which uses first-order information to solve convex optimization problems with optimal complexity – can be used to efficiently solve arbitrary bound-constrained convex optimization problems. This is done by constructing an explicit method as well as an inexact scheme for solving the bound-constrained rational subproblem required by OSGA. This leads to a...
متن کامل