This page provides some performance profiles in which intervenes the SQPlab solver. These profiles have been generated within the Libopt environment. The figures have a better appearance when they are viewed without reduction in a separate window.
  1. Unconstrained optimization problems.

    Here are performance profiles comparing SQPlab with FMINCON and M1QN3 on 77 unconstrained problems of the CUTEr collection, those accepted by the three solvers. The number of variables ranges from 2 to 500. M1QN3 uses an inverse l-BFGS approximation of the Hessian of the cost function, with 20 updates, while SQPlab uses a full inverse BFGS approximation. The stopping criterion is a gradient sup-norm less than 1.e-5. The number of gradient evaluations is used as performance criterion on the left and the CPU time on the right.

    fmincon-m1qn3-sqplab-nga    fmincon-m1qn3-sqplab-time