A PRACTICAL PERFORMANCE INDEX FOR COMPARING OF OPTIMIZATION SOFTWARE
DOI:
https://doi.org/10.47839/ijc.2.1.156Keywords:
Performance index, Optimization software performanceAbstract
In this paper we propose a new practical performance index for ranking of numerical methods. This index may be very helpful especially when several methods are tested on a large number of instances, since it provides a concise and precise idea of the relative efficiency of a method with the respect to the others. In order to evaluate the efficiency of the proposed rule, we have applied it to the numerical results presented on previously published papers.References
R.H.F. Jackson, P.T. Boggs, S.G. Nash and S. Powell, “Guidelines for Reporting Results of Computational Experiments: Report of the ad hoc Committee”, Mathematical Programming, Vol. 49, pp. 413-425, 1991.
F.A. Lootsma, “Comparative Performance Evaluation, Experimental Design, and Generation of Test Problems in Non-Linear Optimization”, In K. Schittkowski (editor), Computational Mathematical Programming, NATO ASI Series, Springer-Verlag, Berlin, pp. 249-260, 1985.
R.S. Barr, and B.L. Hickman, “Reporting Computational Experiments with Parallel Algorithms: Issues, Measures, and Experts' Options”, ORSA Journal on Computing, Vol. 1, pp. 2-32, 1993.
K.L. Hiebert, “An Evaluation of Mathematical Software that solves Nonlinear Least Square Problems”, ACM Transaction of Mathematical Software, Vol. 7, pp. 1-16, 1981.
J.J. More, B.S. Garbov, and K.E. Hillstrom, “Testing Unconstrained Optimization Software”, ACM Transaction of Mathematical Software, Vol. 7, pp. 17-41, 1981.
K.L. Hiebert, “An Evaluation of Mathematical Software that solves Systems of Nonlinear Equations”, ACM Transaction of Mathematical Software, Vol. 8, pp. 5-20, 1982.
M. Al-Baali, “A Rule for Comparing Two Methods in Practical Optimization”, Technical Report No. 119, Department of Systems, University of Calabria, Rende, Italy, 1992.
A.A. Brown and M.C. Bartholomew-Biggs, “Some Effective Methods for Unconstrained Optimization Based on the Solution of Systems of Ordinary Differential Equations”, Technical Report No. 178, Numerical Optimization Centre, The Hatfield Polytechnic, Hatfield, England, 1987.
D.P. Bertsekas, F. Guerriero and R. Musmanno, “Parallel Shortest Paths Methods for Globally Optimal Trajectories”, In J. Dongarra, L. Grandinetti, J. Kowalik, G. Joubert (editors), High Performance Computing: Technology and Applications, Elsevier, Amsterdam, pp. 303-315, 1995.
D.P. Bertsekas, “A Simple and Fast Label Correcting Algorithm for Shortest Paths”, Networks, Vol. 23, pp. 703-709, 1993.
X. Zou, M. Navon, M. Berger, K.H. Phua, T. Schlick and F.X. Le Dimet, “Numerical Experience with Limited-Memory Quasi-Newton and Truncated Newton Methods”, SIAM Journal on Optimization, Vol. 3, pp. 582-608, 1993.
Downloads
Published
How to Cite
Issue
Section
License
International Journal of Computing is an open access journal. Authors who publish with this journal agree to the following terms:• Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
• Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
• Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work.
