Elizabeth D. Dolan

Bio: Elizabeth D. Dolan is an academic researcher from Argonne National Laboratory. The author has contributed to research in topics: Software & Benchmarking. The author has an hindex of 3, co-authored 3 publications receiving 3161 citations. Previous affiliations of Elizabeth D. Dolan include University of North Carolina at Chapel Hill.

Benchmarking optimization software with performance profiles

Abstract: We propose performance profiles — distribution functions for a performance metric — as a tool for benchmarking and comparing optimization software. We show that performance profiles combine the best features of other tools for performance evaluation.

Optimality Measures for Performance Profiles

Abstract: We examine the importance of optimality measures when benchmarking a set of solvers and show that the scale-invariance requirements we impose lead to a convergence test for nonlinearly constrained optimization solvers that uses a mixture of absolute and relative error measures. We demonstrate 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. Computational experiments explore the impact of this convergence test on the benchmarking process with performance profiles.

Benchmarking Optimization Software with Performance Profiles

Abstract: We propose performance profiles-distribution functions for a performance metric-as a tool for benchmarking and comparing optimization software. We show that performance profiles combine the best features of other tools for performance evaluation.

On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

Abstract: We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed in previous work. Here we provide a comprehensive description of the algorithm, including the feasibility restoration phase for the filter method, second-order corrections, and inertia correction of the KKT matrix. Heuristics are also considered that allow faster performance. This method has been implemented in the IPOPT code, which we demonstrate in a detailed numerical study based on 954 problems from the CUTEr test set. An evaluation is made of several line-search options, and a comparison is provided with two state-of-the-art interior-point codes for nonlinear programming.

SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

Abstract: Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective and constraints. Here we consider problems with general inequality constraints (linear and nonlinear). We assume that first derivatives are available and that the constraint gradients are sparse. We discuss an SQP algorithm that uses a smooth augmented Lagrangian merit function and makes explicit provision for infeasibility in the original problem and the QP subproblems. SNOPT is a particular implementation that makes use of a semidefinite QP solver. It is based on a limited-memory quasi-Newton approximation to the Hessian of the Lagrangian and uses a reduced-Hessian algorithm (SQOPT) for solving the QP subproblems. It is designed for problems with many thousands of constraints and variables but a moderate number of degrees of freedom (say, up to 2000). An important application is to trajectory optimization in the aerospace industry. Numerical results are given for most problems in the CUTE and COPS test collections (about 900 examples).

SCIP: solving constraint integer programs

Abstract: Constraint integer programming (CIP) is a novel paradigm which integrates constraint programming (CP), mixed integer programming (MIP), and satisfiability (SAT) modeling and solving techniques. In this paper we discuss the software framework and solver SCIP (Solving Constraint Integer Programs), which is free for academic and non-commercial use and can be downloaded in source code. This paper gives an overview of the main design concepts of SCIP and how it can be used to solve constraint integer programs. To illustrate the performance and flexibility of SCIP, we apply it to two different problem classes. First, we consider mixed integer programming and show by computational experiments that SCIP is almost competitive to specialized commercial MIP solvers, even though SCIP supports the more general constraint integer programming paradigm. We develop new ingredients that improve current MIP solving technology. As a second application, we employ SCIP to solve chip design verification problems as they arise in the logic design of integrated circuits. This application goes far beyond traditional MIP solving, as it includes several highly non-linear constraints, which can be handled nicely within the constraint integer programming framework. We show anecdotally how the different solving techniques from MIP, CP, and SAT work together inside SCIP to deal with such constraint classes. Finally, experimental results show that our approach outperforms current state-of-the-art techniques for proving the validity of properties on circuits containing arithmetic.

Knitro: An Integrated Package for Nonlinear Optimization

Abstract: This paper describes Knitro 5.0, a C-package for nonlinear optimization that combines complementary approaches to nonlinear optimization to achieve robust performance over a wide range of application requirements. The package is designed for solving large-scale, smooth nonlinear programming problems, and it is also effective for the following special cases: unconstrained optimization, nonlinear systems of equations, least squares, and linear and quadratic programming. Various algorithmic options are available, including two interior methods and an active-set method. The package provides crossover techniques between algorithmic options as well as automatic selection of options and settings.

An interior algorithm for nonlinear optimization that combines line search and trust region steps

Abstract: An interior-point method for nonlinear programming is presented It enjoys the flexibility of switching between a line search method that computes steps by factoring the primal-dual equations and a trust region method that uses a conjugate gradient iteration Steps computed by direct factorization are always tried first, but if they are deemed ineffective, a trust region iteration that guarantees progress toward stationarity is invoked To demonstrate its effectiveness, the algorithm is implemented in the Knitro [6,28] software package and is extensively tested on a wide selection of test problems