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A Comparative Study of Large-Scale Nonlinear Optimization Algorithms

  • Hande Y. Benson
  • David F. Shanno
  • Robert J. Vanderbei
Part of the Applied Optimization book series (APOP, volume 82)

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.

Keywords

interior-point methods large-scale optimization nonlinear programming 

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Copyright information

© Kluwer Academic Publishers B.V. 2003

Authors and Affiliations

  • Hande Y. Benson
    • 1
  • David F. Shanno
    • 2
  • Robert J. Vanderbei
    • 1
  1. 1.Operations Research and Financial EngineeringPrinceton UniversityPrincetonUSA
  2. 2.Rutgers UniversityNew BrunswickUSA

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