The CUTEr collection (https://magi-trac-svn.mathappl.polymtl.ca/Trac/cuter/wiki) bundles over 1000 optimization problems including the Hock and Schittkowski collection, the Maros and Meszaros collection, and more. Problems are modeled in the (a bit outdated) SIF modeling language. The main reference is http://dl.acm.org/citation.cfm?id=962439
The collection is also available in the AMPL modeling language (along with lots of other problems): http://www.orfe.princeton.edu/~rvdb/ampl/nlmodels
The COPS collection has discretized control problems: http://www.mcs.anl.gov/~more/cops/
On the same page, you will read about performance profiles which are a standard tool to compare several algorithms on a given problem collection.
You may also enjoy Performance World: http://www.gamsworld.org/performance
Hans Mittelmann maintains benchmark results for all sorts of optimization problems and solvers: http://plato.asu.edu/bench.html
Jorge Mor\'e has a website on benchmarking derivative-free optimization codes: http://www.mcs.anl.gov/~more/dfo/