Numerical Comparison of NSO Softwares
Adil Bagirov (),
Napsu Karmitsa () and
Marko M. Mäkelä ()
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Adil Bagirov: School of Information Technology and Mathematical Sciences, University of Ballarat
Napsu Karmitsa: University of Turku
Marko M. Mäkelä: University of Turku
Chapter Chapter 17 in Introduction to Nonsmooth Optimization, 2014, pp 339-356 from Springer
Abstract:
Abstract In this chapter we compare implementations of different nonsmooth optimization methods for solving unconstrained optimization problems. We test and compare different bundle methods and subgradient methods, as well as some methods that may be considered as a hybrid of these two and/or others, and two discrete gradient methods. All the tested methods have been described in the previous chapters. A broad set of nonsmooth optimization test problems is used for the testing purpose. The aim of this chapter is not to foreground one particular method over the others, but to obtain some insight on which method is suitable for certain types of problems.
Keywords: Discrete Gradient Method; SolvOpt; Limited Memory Bundle Method; Relaxed Tolerance; Subgradient Evaluations (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-08114-4_17
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DOI: 10.1007/978-3-319-08114-4_17
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