This page provides some performance profiles in which intervenes the SQPpro 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. Large scale unconstrained optimization problems.

    Here are performance profiles comparing SQPpro with L-BFGS and M1QN3 on the set of 61 unconstrained problems of the CUTEr collection, having between 1000 and 10000 variables. All the solvers use an inverse l-BFGS approximation of the Hessian of the cost function, with 20 updates. 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.

    lbfgs-m1qn3-sqppro-nga    lbfgs-m1qn3-sqppro-time

  2. Large scale bound constrained optimization problems.

    Here are performance profiles comparing SQPpro with L-BFGS-B on the set of 78 bound constrained problems of the CUTEr collection, which have between 1 and 11130 variables. Both solvers use a direct l-BFGS approximation of the Hessian of the cost function, with 20 updates. The stopping criterion is a projected 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.

    lbfgsb-sqppro-nga    lbfgsb-sqppro-time