%0 Report
%D 2004
%T Optimality Measures for Performance Profiles
%A E. D. Dolan
%A J. J. More'
%A T. S. Munson
%X We examine the importance of optimality measures when benchmarking a set of solvers, and show that scaling requirements 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.
%B SIAM J. Optimization
%I Society for Industrial and Applied Mathematics
%P 891-909
%8 05/2004
%G eng
%U http://portal.acm.org/citation.cfm?id=1113209.1113258&coll=&dl=
%1 http://www.mcs.anl.gov/papers/P1155.pdf