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A comparison of complete global optimization solvers

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Abstract.

Results are reported of testing a number of existing state of the art solvers for global constrained optimization and constraint satisfaction on a set of over 1000 test problems in up to 1000 variables, collected from the literature.

The test problems are available online in AMPL and were translated into the input formats of the various solvers using routines from the COCONUT environment. These translators are available online, too.

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Authors and Affiliations

  1. Fakultät für Mathematik, Universität Wien, Nordbergstr. 15, 1090, Wien, Austria

    Arnold Neumaier, Oleg Shcherbina & Waltraud Huyer

  2. Research Group on Artificial Intelligence of the Hungarian Academy of Sciences, University of Szeged, H-6720, Szeged, Aradi vértanúk tere 1., Hungary

    Tamás Vinkó

Authors
  1. Arnold Neumaier
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  2. Oleg Shcherbina
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  3. Waltraud Huyer
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  4. Tamás Vinkó
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Correspondence to Arnold Neumaier.

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Neumaier, A., Shcherbina, O., Huyer, W. et al. A comparison of complete global optimization solvers. Math. Program. 103, 335–356 (2005). https://doi.org/10.1007/s10107-005-0585-4

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