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.
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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
Publisher Name: Springer, Boston, MA
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