Optimality measures for performance profiles (2004)
| Venue: | Preprint ANL/MCS-P1155-0504, Mathematics and Computer Science Division, Argonne National Lab |
| Citations: | 8 - 0 self |
BibTeX
@INPROCEEDINGS{Dolan04optimalitymeasures,
author = {Elizabeth D. Dolan and Jorge J. Moré and Todd S. Munson and Elizabeth D. Dolan and Jorge J. Moré and Todd S. Munson},
title = {Optimality measures for performance profiles},
booktitle = {Preprint ANL/MCS-P1155-0504, Mathematics and Computer Science Division, Argonne National Lab},
year = {2004}
}
Bookmark
 |
 |
 |
 |
 |
 |
OpenURL
Abstract
We examine the influence of optimality measures on the benchmarking process, and show that scaling requirements lead to a convergence test for nonlinearly constrained solvers that uses a mixture of absolute and relative error measures. We show that this convergence test is well behaved at any point where the constraints satisfy the Mangasarian-Fromovitz constraint qualification and also avoids the explicit use of a complementarity measure. Our computational experiments explore the impact of this convergence test on the benchmarking process with performance profiles. 1
