slsqp vs cobyla

Overview page

Empirical cumulative distribution functions (ECDFs) per function group

Separable functions with0n+1constraints in 5-D

Separable functions with0n+3constraints in 5-D

Separable functions with0n+9constraints in 5-D

Separable functions with3ndiv4+9constraints in 5-D

Separable functions with6ndiv4+9constraints in 5-D

Separable functions with9ndiv2+9constraints in 5-D

Ill-conditioned functions with0n+1constraints in 5-D

Ill-conditioned functions with0n+3constraints in 5-D

Ill-conditioned functions with0n+9constraints in 5-D

Ill-conditioned functions with3ndiv4+9constraints in 5-D

Ill-conditioned functions with6ndiv4+9constraints in 5-D

Ill-conditioned functions with9ndiv2+9constraints in 5-D

Multi-modal functions with0n+1constraints in 5-D

Multi-modal functions with0n+3constraints in 5-D

Multi-modal functions with0n+9constraints in 5-D

Multi-modal functions with3ndiv4+9constraints in 5-D

Multi-modal functions with6ndiv4+9constraints in 5-D

Multi-modal functions with9ndiv2+9constraints in 5-D

All functions with n_constraintsconstraints in 5-D

All functions with n_constraintsconstraints in 5-D

All functions with n_constraintsconstraints in 5-D

All functions with n_constraintsconstraints in 5-D

All functions with n_constraintsconstraints in 5-D

All functions with n_constraintsconstraints in 5-D

Separable functions with0n+1constraints in 20-D

Separable functions with0n+3constraints in 20-D

Separable functions with0n+9constraints in 20-D

Separable functions with3ndiv4+9constraints in 20-D

Separable functions with6ndiv4+9constraints in 20-D

Separable functions with9ndiv2+9constraints in 20-D

Ill-conditioned functions with0n+1constraints in 20-D

Ill-conditioned functions with0n+3constraints in 20-D

Ill-conditioned functions with0n+9constraints in 20-D

Ill-conditioned functions with3ndiv4+9constraints in 20-D

Ill-conditioned functions with6ndiv4+9constraints in 20-D

Ill-conditioned functions with9ndiv2+9constraints in 20-D

Multi-modal functions with0n+1constraints in 20-D

Multi-modal functions with0n+3constraints in 20-D

Multi-modal functions with0n+9constraints in 20-D

Multi-modal functions with3ndiv4+9constraints in 20-D

Multi-modal functions with6ndiv4+9constraints in 20-D

Multi-modal functions with9ndiv2+9constraints in 20-D

All functions with n_constraintsconstraints in 20-D

All functions with n_constraintsconstraints in 20-D

All functions with n_constraintsconstraints in 20-D

All functions with n_constraintsconstraints in 20-D

All functions with n_constraintsconstraints in 20-D

All functions with n_constraintsconstraints in 20-D

Empirical cumulative distributions (ECDF) of run lengths and speed-up ratios in 5-D (left) and 20-D (right). Left sub-columns: ECDF of the number of function evaluations divided by dimension D (FEvals/D) to reach a target value f_opt+∆f with ∆f =10^k, where k is given by the first value in the legend, for algorithmA (°) and algorithmB (♦) . Right sub-columns: ECDF of FEval ratios of algorithmA divided by algorithmB for target function values 10^k with k given in the legend; all trial pairs for each function. Pairs where both trials failed are disregarded, pairs where one trial failed are visible in the limits being > 0 or < 1. The legend also indicates, after the colon, the number of functions that were solved in at least one trial (algorithmA first).