Benchmarking deterministic optimization algorithms using an outranking approach. (1st November 2016)

• Record Type: Journal Article
• Authors: Costa, Lino; Espírito Santo, Isabel; Oliveira, Pedro
• Is Part Of: Optimization methods and software. Volume 31:Number 6(2016)
• Page Start: 1149
• Page End: 1168
• Publication Date: 2016-11-01
• Subjects: optimization -- performance profiles -- multi-criteria decision-making; 49M30 -- 65Y20; Mathematical optimization -- Periodicals; Algorithms -- Periodicals; 519.7
• DOI: 10.1080/10556788.2016.1191484
• Languages: English
• ISSNs: 1055-6788

Abstract

Abstract : The comparison of optimization algorithms, through different performance measures, is not straightforward and can be perceived as a multi-criteria problem. Performance profiles, although widely used, has some difficulties in comparing deterministic algorithms. In this work, an outranking approach is studied on a set of examples. The outranking relations, based on concordance and discordance matrices for given threshold values, can be translated into a graph that explicits these relations. The results indicate that the proposed approach elucidates the merits and the disadvantages of different solvers.