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.
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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.
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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.