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Studying the performance of optimization methods by visualization. (English) Zbl 0933.90061
Summary: The influence of the imprecise information, regarding the values of the objective function and the gradient, to the behavior of optimization methods is studied. To this end, a new version of a recently developed portable software package is utilized, which compares and analyzes optimization methods using visualization. We have obtained useful results regarding the performance of well-known optimization methods applied to noisy functions as well as the stepsize of the finite difference approximations of the various partial derivatives.

MSC:
90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
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