Performance and data profiles
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README.md

BenchmarkProfiles

A simple Julia package to plot performance and data profiles.

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This package contains Julia translations of original scripts by Elizabeth Dolan, Jorge Moré and Stefan Wild. See http://www.mcs.anl.gov/~wild/dfo/benchmarking.

The original code was not accompanied by an open-source license. Jorge Moré and Stefan Wild have kindly provided their consent in writing to allow distribution of this Julia translation. See the consent folder for a full transcription.

How to Install

julia> Pkg.add("BenchmarkProfiles")

Plotting is handled by Plots.jl so the user can choose among several available plotting backends.

Watch out for the pitfalls of profiles!

Example

julia> using BenchmarkProfiles
julia> T = 10 * rand(25,3);  # 25 problems, 3 solvers
julia> performance_profile(T, ["Solver 1", "Solver 2", "Solver 3"], title="Celebrity Deathmatch")

Performance Profile

References

E. Dolan and J. Moré, Benchmarking Optimization Software with Performance Profiles, Mathematical Programming 91, pages 201--213, 2002. DOI 10.1007/s101070100263.

J. J. Moré and S. M. Wild, Benchmarking Derivative-Free Optimization Algorithms, SIAM Journal on Optimization, 20(1), pages 172--191, 2009. DOI 10.1137/080724083.