Overview

APOPT

An active-set solver...

• Handles highly-constrained problems well
• Tends to avoid adjusting a variable unless necessary

BPOPT

• Performs really well in some cases where the others experience numerical difficulties
• Really struggles with FVs

IPOPT

A large-scale interior-point method...

• Probably the best default optimizer
• Handles incredibly large problems
• Struggles with highly constrained problems

Example Problem

Screening Model Parameters using Cotter's Method

References

Bettonvil, Bert, and Jack P. C. Kleijnen. “Searching for Important Factors in Simulation Models with Many Factors: Sequential Bifurcation.” European Journal of Operational Research 96, no. 1 (1997): 180–94. https://doi.org/10.1016/S0377-2217(96)00156-7.

Cotter, Sarah C. "A Screening Design for Factorial Experiments with Interactions." Biometrika 66, no. 2 (1979): 317-20. Accessed May 20, 2021. doi:10.2307/2335664.

Morris, Max D. "Factorial Sampling Plans for Preliminary Computational Experiments." Technometrics 33, no. 2 (1991): 161-74. Accessed May 20, 2021. doi:10.2307/1269043.