Sufficient Descent Polak-Ribière-Polyak Conjugate Gradient Algorithm for Large-Scale Box-Constrained Optimization

Table 3

Performance of L-BFGS-B.

Problem	Dim	Nf	Ng	Time	Fv	Pgnorm1
SINEALI	1000	44	44	0.03	−0.9990𝐸+05	0.8973𝐸−03
BDEXP	1000	18	18	0.01	0.4808𝐸−03	0.6140𝐸−05
EXPLIN	120	40	40	0.00	−0.5150𝐸+08	0.3206𝐸+07
EXPLIN2	120	43	43	0.00	−0.7833𝐸+08	0.5921𝐸+07
EXPQUAD	120	8	8	0.00	−0.3163𝐸+07	0.1181𝐸+05
MCCORMCK	5000	10150	10150	40.29	−0.1221𝐸+12	0.1426𝐸+03
PROBPENL	500	4	4	0.00	0.3992𝐸−06	0.3071𝐸−06
QRTQUAD	120	13349	13349	0.63	−0.3561𝐸+08	0.3110𝐸+06
S368	100	21	21	0.07	−0.4084𝐸+02	0.2220𝐸+02
HADAMALS	1024	20	20	0.04	0.3165𝐸+05	0.4539𝐸−05
SCOND1LS	5002	25	25	0.15	0.6374𝐸+05	0.7813𝐸+03
CHEBYQAD	50	21	21	0.15	0.1395𝐸−01	0.1642𝐸+01
HS110	200	21	21	0.02	−0.1478𝐸+39	0.3285𝐸+37
LINVERSE	1999	195	195	0.32	0.6810𝐸+03	0.4605𝐸−04
NONSCOMP	5000	42	42	0.09	0.7536𝐸−11	0.6216𝐸−05
QR3DLS	610	11054	11054	10.24	0.4538𝐸−02	0.1914𝐸−01
DECONVB	61	291	291	0.02	0.5845𝐸−07	0.8405𝐸−05
QUDLIN	5000	314	314	0.16	−0.1315+301	0.1380+151
BIGGSB1	5000	4452	4452	8.36	0.1481𝐸−03	0.8917𝐸−05
BQPGABIM	50	41	41	0.00	−0.1839𝐸−03	0.7289𝐸−05
BQPGASIM	50	41	41	0.00	−0.1839𝐸−03	0.7289𝐸−05
BQPGAUSS	2003	9873	9873	11.62	−0.7222+301	0.1179+154
CHENHARK	5000	10323	10323	21.54	−0.8985𝐸+10	0.1722𝐸+03
CVXBQP1	10000	6798	6798	30.27	0.1339𝐸−07	0.5419𝐸−03
HARKERP2	100	11329	11329	1.26	−0.3318𝐸+02	0.3309𝐸+00
JNLBRNG1	10000	333	333	2.99	−0.1146𝐸+01	0.9604𝐸−05
JNLBRNG2	10000	998	998	9.02	−0.1065𝐸+03	0.9553𝐸−05
JNLBRNGA	10000	440	440	3.60	−0.2179𝐸+01	0.7975𝐸−05
JNLBRNGB	10000	6375	6375	52.41	−0.9552𝐸+03	0.9473𝐸−05
NCVXBQP1	10000	21	21	0.03	−0.4922𝐸+08	0.5250𝐸+05
NCVXBQP2	10000	21	21	0.03	−0.2812𝐸+08	0.3750𝐸+05
NCVXBQP3	10000	21	21	0.02	0.7034𝐸+07	0.3750𝐸+05
NOBNDTOR	5476	658	658	2.86	−0.3683𝐸+14	0.3672𝐸+00
OBSTCLAE	10000	2780	2780	23.21	−0.4897𝐸+12	0.1952𝐸+00
OBSTCLAL	10000	2274	2274	19.01	−0.4304𝐸+12	0.1289𝐸+00
OBSTCLBL	10000	4281	4281	35.78	−0.4744𝐸+12	0.1875𝐸+00
OBSTCLBM	10000	3998	3998	33.56	−0.5849𝐸+12	0.6435𝐸−01
OBSTCLBU	10000	1551	1551	13.03	−0.5328𝐸+11	0.4544𝐸−01
PENTDI	1000	14	14	0.01	−0.4267𝐸+02	0.2967𝐸−05
TORSION1	10000	811	811	6.80	−0.2733𝐸+14	0.2905𝐸+00
TORSION2	10000	1644	1644	13.76	−0.5354𝐸+13	0.1543𝐸+00
TORSION3	10000	712	712	5.98	−0.7571𝐸+11	0.4588𝐸−01
TORSION4	10000	2079	2079	17.47	−0.3908𝐸+14	0.7154𝐸+00
TORSION5	10000	744	744	6.20	−0.8637𝐸+13	0.1263𝐸+00
TORSION6	10000	730	730	6.07	−0.1361𝐸+15	0.5556𝐸+00
TORSIONA	10000	831	831	7.65	−0.3461𝐸+13	0.8291𝐸−01
TORSIONB	10000	1049	1049	9.61	−0.4526𝐸+10	0.3910𝐸−01
TORSIONC	10000	1165	1165	10.65	−0.6297𝐸+14	0.5303𝐸+00
TORSIOND	10000	980	980	9.01	−0.3573𝐸+14	0.4092𝐸+00
TORSIONE	10000	704	704	6.48	−0.2645𝐸+15	0.2775𝐸+01
TORSIONF	10000	646	646	5.91	−0.1976𝐸+15	0.1459𝐸+01
ODNAMUR	11130	10692	10692	57.16	0.8793𝐸+04	0.1247𝐸+01
GRIDGENA	6218	1145	1145	6.92	0.2352𝐸+05	0.9992𝐸−03
NOBNDTOR	5746	—	—	—	—	—