Benchmarking optimization software with performance profiles. (English) Zbl 1049.90004

Dolan, Elizabeth D.; Moré, Jorge J.

Math. Program. 91, No. 2 (A), 201-213 (2002).

Summary: We propose performance profiles – distribution functions for a performance metric – as a tool for benchmarking and comparing optimization software. We show that performance profiles combine the best features of other tools for performance evaluation.

MSC:

90-08	Computational methods for problems pertaining to operations research and mathematical programming
90C30	Nonlinear programming
90-04	Software, source code, etc. for problems pertaining to operations research and mathematical programming

Software:

AMPL; Benchmarks for Optimization Software; COPS; LANCELOT; LOQO; mctoolbox; MINOS; SNOPT