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Benchmarks

Here we provide information on testruns comparing different solution methods on standardized sets of testproblems, running on the same or on different computer systems. Benchmarking is a difficult area for nonlinear problems, since different codes use different criteria for termination. Although much effort has been invested in making results comparable, in a critical situation you should try the candidates of your choice on your specific application. Many benchmark results can be found in the literature, below we list our own benchmarks as well as a selection of those done by others:

BENCH Hans Mittelmann's benchmarks
Performance World New Initiative by GAMS World

General papers related to benchmarking:

Performance Profiles suggestions for performance metric and associated Perl scripts
Experimental Analysis of Algorithms recommendations on this closely related topic

Benchmarks performed by others:

MCNF Benchmark Simplex and cost-scaling codes for large minimum cost flow problems
Simplex benchmark A Comparison of Simplex Method Algorithms (with Matlab scripts)
KNITRO KNITRO, SNOPT, LOQO, and filterSQP with the CUTE(AMPL) problems.
LOQO KNITRO, SNOPT, and LOQO, with the CUTE(AMPL) problems.
A. Waechter's diss. IPOPT, KNITRO, and LOQO on various testsets
Bound-constraints I Comparison of PL2 and L-BFGS-B.
Bound-constraints II
Comparison of MINOS and L-BFGS-B.
LANCELOT LANCELOT and MINOS with the CUTE problems.
SNOPT SNOPT and MINOS with the CUTE problems.
HOPDM Benchmarks of LP/QP problems for HOPDM-2.30.
SDP Some SDP benchmarks (SeDuMi, SP, SDPpack).
MCP A Comparison of Algorithms for Large Scale Mixed Complementarity Problems.
TSP TSPLIB Benchmarks for Concorde, Supplements
CSB 0-1 Constraint Satisfaction Benchmarks
Global Comparison of public-domain software for black box global optimization
Global-stochastic Comparison of stochastic global optimization methods
SAT benchmarks Comparison of solvers for satisfiability problems

Results for the COPS project at Argonne (Large Scale Nonlinearly Constrained Optimization Problems) can be found in a paper at
COPS by Bondarenko, Bortz, Dolan and More

It is planned to add more information at
COAP COAP's software project
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Date last revised: 04-07-2003