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Evaluating bound-constrained minimization software

By et al. Ernesto G. Birgin


Bound-constrained minimization is a subject of active research. To assess the performance of existent solvers, numerical evaluations and comparisons are carried on. Arbitrary decisions that may have a crucial effect on the conclusions of numerical experiments are highlighted in the present work. As a result, an evaluation framework based on performance profiles is developed and applied to the comparison of bound-constrained minimization solvers. Extensive numerical results are presented and analyzed

Year: 2010
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