Benchmarking optimization software with COPS.

Dolan, E.D. ; More, J.J.

Argonne National Laboratory

关键词: Optimal Control;    Testing;    99 General And Miscellaneous//Mathematics, Computing, And Information Science;    Programming;    Fluid Mechanics;   

DOI  :  10.2172/775270
RP-ID  :  ANL/MCS-TM-246
RP-ID  :  W-31109-ENG-38
RP-ID  :  775270

美国|英语

来源: UNT Digital Library

【 摘 要 】

The COPS test set provides a modest selection of difficult nonlinearly constrained optimization problems from applications in optimal design, fluid dynamics, parameter estimation, and optimal control. In this report we describe version 2.0 of the COPS problems. The formulation and discretization of the original problems have been streamlined and improved. We have also added new problems. The presentation of COPS follows the original report, but the description of the problems has been streamlined. For each problem we discuss the formulation of the problem and the structural data in Table 0.1 on the formulation. The aim of presenting this data is to provide an approximate idea of the size and sparsity of the problem. We also include the results of computational experiments with the LANCELOT, LOQO, MINOS, and SNOPT solvers. These computational experiments differ from the original results in that we have deleted problems that were considered to be too easy. Moreover, in the current version of the computational experiments, each problem is tested with four variations. An important difference between this report and the original report is that the tables that present the computational experiments are generated automatically from the testing script. This is explained in more detail in the report.