benchmarks solvers against CUTEr problem collection function
perf_profile(Res)
A list: each element contains the benchmarks results for a particular solver.
Given the benchmarks results generated by cuter_bench collected in a list
perf_profile(Res)
computes and plots performance profiles of the solvers.
//ipopt and fsqp-al comparison (all problems) load(get_sif_path()+'benchmarks/all.dat') scf(1);perf_profile(list(Res_ipopt,Res_fsqpal)) //ipopt and fsqp-al comparison (small size problems) sel=Res_general.N<100; scf(2);perf_profile(list(Res_ipopt(sel),Res_fsqpal(sel))) //LQ solvers comparison sel=grep(Res_general.Type,['QUR' 'QBR' 'QLR']); k=find(Res_general.nnlineq(sel)==0&Res_general.nnlinin(sel)==0); sel=sel(k); scf(3);perf_profile(list(Res_qld(sel),Res_quapro(sel),Res_qpsolve(sel))) | ![]() | ![]() |
Benchmarking optimization software with performance profiles, Elizabeth D. Dolan · Jorge J. Moré, http://www.springerlink.com/content/t2ej6w4975m83epx/fulltext.pdf">