Shootout of Derivative-Free Optimization Solvers

Jorge J. Moré and Stefan M. Wild

This page contains the results of benchmarking several derivative-free solvers with the techniques and benchmark problems described in Benchmarking Derivative-Free Optimization Algorithms, Mathematics and Computer Science Division, Argonne National Laboratory, Preprint ANL/MCS-P1471-1207, December 2007. Additional information on the techniques and benchmark problems used in this shootout can be found at our benchmarking of derivative-free optimization algorithms page.

Comments, questions, and suggestions should be addressed to Stefan Wild at

Solvers

• nmsmax [Matlab] Web site
• appspack_serial [C++] Web site.
• newuoa [Fortran]
• uobyqa [Fortran]
• nelder [Matlab] Web site.
• sid-psm [Matlab] Web site.

Data Profiles

• Smooth optimization problems
• Non-stochastic noisy optimization problems
• Non-differentiable optimization problems
• Stochastic noisy optimization problems

Performance Profiles

• Smooth optimization problems
• Non-stochastic noisy optimization problems
• Non-differentiable optimization problems
• Stochastic noisy optimization problems