OptiProfiler documentation

Work in progress.

When describing performance and data profiles, we must cite [1, 2, 4].

When describing log-ratio profiles, we must cite [3, 5].

References

[1]

E. D. Dolan and J. J. Moré. Benchmarking optimization software with performance profiles. Math. Program., 91(2):201–213, 2002. doi:10.1007/s101070100263.

[2]

N. Gould and J. Scott. A note on performance profiles for benchmarking software. ACM Trans. Math. Software, 43(2):15:1–5, 2016. doi:10.1145/2950048.

[3]

J. L. Morales. A numerical study of limited memory BFGS methods. Appl. Math. Lett., 15(4):481–487, 2002. doi:10.1016/S0893-9659(01)00162-8.

[4]

J. J. Moré and S. M. Wild. Benchmarking derivative-free optimization algorithms. SIAM J. Optim., 20(1):172–191, 2009. doi:10.1137/080724083.

[5]

H.-J. M. Shi, M. Q. Xuan, F. Oztoprak, and J. Nocedal. On the numerical performance of finite-difference-based methods for derivative-free optimization. Optim. Methods Softw., 38(2):289–311, 2023. doi:10.1080/10556788.2022.2121832.