Algorithm Comparison Chart
PHX Optimizers
Algorithm | Multi-Objective | Max # of Objectives | Discrete Variables | Num of function evaluations for convergence | Constraints | Non-smooth responses | Minimize or Maximize | Solve for | Handles failed runs |
---|---|---|---|---|---|---|---|---|---|
OPTLIB Gradient Optimizer | false | 1 | false | very | true | false | true | false | false |
Darwin | true | -1 | true | many | true | true | true | false | true |
DOT
Algorithm | Multi-Objective | Max # of Objectives | Discrete Variables | Num of function evaluations for convergence | Constraints | Non-smooth responses | Minimize or Maximize | Solve for | Handles failed runs |
---|---|---|---|---|---|---|---|---|---|
DOT SQP | false | 1 | false | small | true | false | true | false | false |
DOT SLP | false | 1 | false | small | true | false | true | false | false |
DOT MMFD | false | 1 | false | small | true | false | true | false | false |
DOT BFGS | false | 1 | false | small | false | false | true | false | false |
DOT FR | false | 1 | false | small | false | false | true | false | false |
BIGDOT | false | 1 | false | small | true | false | true | false | false |
A Collection of Non-gradient Optimizers
Algorithm | Multi-Objective | Max # of Objectives | Discrete Variables | Num of function evaluations for convergence | Constraints | Non-smooth responses | Minimize or Maximize | Solve for | Handles failed runs |
---|---|---|---|---|---|---|---|---|---|
Hooke-Jeeves | false | 1 | false | moderate | false | maybe | true | false | true |
Nelder-Mead | false | 1 | false | moderate | false | maybe | true | false | false |
NSGA II | true | -1 | true | many | true | true | true | false | true |
EVOLVE | false | 1 | true | many | true | true | true | false | false |
DAKOTA
Algorithm | Multi-Objective | Max # of Objectives | Discrete Variables | Num of function evaluations for convergence | Constraints | Non-smooth responses | Minimize or Maximize | Solve for | Handles failed runs |
---|---|---|---|---|---|---|---|---|---|
DAKOTA APPS | false | 1 | false | moderate | true | maybe | true | false | false |
DAKOTA Coliny DIRECT | false | 1 | false | moderate | true (fixed penalty) | true | true | false | false |
DAKOTA EA | false | 1 | true | many | true (penalty function) | true | true | false | false |
DAKOTA Coliny PS | false | 1 | false | moderate | true (adaptive penalty function) | maybe | true | false | false |
DAKOTA Coliny SW | false | 1 | false | moderate | true (adaptive penalty function) | maybe | true | false | false |
DAKOTA CONMIN | false | 1 | false | very | true | false | true | false | false |
DAKOTA MOGA | true | -1 | true | many | true | true | true | false | false |
DAKOTA NCSU DIRECT | false | 1 | false | moderate | false | true | true | false | false |
DAKOTA OPT++ Finite Difference Newton | false | 1 | false | very | true | false | true | false | false |
DAKOTA OPT++ Quasi Newton | false | 1 | false | very | true | false | true | false | false |
DAKOTA OPT++ PDS | false | 1 | false | very | true | false | true | false | false |