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1982 | OriginalPaper | Buchkapitel

Remarks on the Comparative Evaluation of Algorithms for Mathematical Programming Problems

verfasst von : A. Miele

Erschienen in: Evaluating Mathematical Programming Techniques

Verlag: Springer Berlin Heidelberg

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In this Presentation, we consider the minimization of a function f = f(x), where f is a scalar and x is an n-vector whose components are unconstrained. We consider the comparative evaluation of algorithms for unconstrained minimization. We are concerned with the measurement of the computational speed and examine critically the concept of equivalent number of function evaluations Ne, which is defined by1$${{N}_{e}}={{N}_{0}}+n{{N}_{1}}+m{{N}_{2}}.$$ Here, N0 is the number of function evaluations; N1 is the number of gradient evaluations; N2 is the number of Hessian evaluations? n is the dimension of the vector x; and m = n(n+l)/2 is the number of elements of the Hessian matrix above and including the principal diagonal. We ask the following question: Does the use of the quantity Ne constitute a fair way of comparing different algorithms?

Metadaten
Titel
Remarks on the Comparative Evaluation of Algorithms for Mathematical Programming Problems
verfasst von
A. Miele
Copyright-Jahr
1982
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-95406-1_36